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Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

The temporal-difference methods TD($\lambda$) and Sarsa($\lambda$) form a core part of modern reinforcement learning. Their appeal comes from their good performance, low computational cost, and their simple interpretation, given by their…

Artificial Intelligence · Computer Science 2016-09-09 Harm van Seijen , A. Rupam Mahmood , Patrick M. Pilarski , Marlos C. Machado , Richard S. Sutton

To obtain better value estimation in reinforcement learning, we propose a novel algorithm based on the double actor-critic framework with temporal difference error-driven regularization, abbreviated as TDDR. TDDR employs double actors, with…

Machine Learning · Computer Science 2024-10-01 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang

Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…

Machine Learning · Computer Science 2015-07-07 A. Rupam Mahmood , Huizhen Yu , Martha White , Richard S. Sutton

In reinforcement learning (RL), temporal difference (TD) errors are widely adopted for optimizing value and policy functions. However, since the TD error is defined by a bootstrap method, its computation tends to be noisy and destabilize…

Machine Learning · Computer Science 2026-04-03 Taisuke Kobayashi

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

We propose a non-asymptotic convergence analysis of a two-step approach to learn a conditional value-at-risk (VaR) and a conditional expected shortfall (ES) using Rademacher bounds, in a non-parametric setup allowing for heavy-tails on the…

Computational Finance · Quantitative Finance 2024-09-20 D Barrera , S Crépey , E Gobet , Hoang-Dung Nguyen , B Saadeddine

Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Machine Learning · Computer Science 2012-05-14 Christopher M. Vigorito

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step…

Artificial Intelligence · Computer Science 2016-08-19 Harm van Seijen

In offline reinforcement learning (RL), single-step temporal-difference (TD) learning can suffer from bootstrapping error accumulation over long horizons. Action-chunked TD methods mitigate this by backing up over multiple steps, but can…

Machine Learning · Computer Science 2026-03-17 Gwanwoo Song , Kwanyoung Park , Youngwoon Lee

We introduce a generalization of temporal-difference (TD) learning to networks of interrelated predictions. Rather than relating a single prediction to itself at a later time, as in conventional TD methods, a TD network relates each…

Machine Learning · Computer Science 2015-04-22 Richard S. Sutton , Brian Tanner

We analyse quantile temporal-difference learning (QTD), a distributional reinforcement learning algorithm that has proven to be a key component in several successful large-scale applications of reinforcement learning. Despite these…

We study the convergence behavior of the celebrated temporal-difference (TD) learning algorithm. By looking at the algorithm through the lens of optimization, we first argue that TD can be viewed as an iterative optimization algorithm where…

Machine Learning · Computer Science 2023-11-10 Kavosh Asadi , Shoham Sabach , Yao Liu , Omer Gottesman , Rasool Fakoor

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

Machine Learning · Computer Science 2025-06-17 Zahra Shahrooei , Ali Baheri

In this paper, a new reinforcement learning (RL) method known as the method of temporal differential is introduced. Compared to the traditional temporal-difference learning method, it plays a crucial role in developing novel RL techniques…

Machine Learning · Computer Science 2020-06-02 Tao Bian , Zhong-Ping Jiang

The recent emergence of reinforcement learning has created a demand for robust statistical inference methods for the parameter estimates computed using these algorithms. Existing methods for statistical inference in online learning are…

Machine Learning · Statistics 2022-06-29 Pratik Ramprasad , Yuantong Li , Zhuoran Yang , Zhaoran Wang , Will Wei Sun , Guang Cheng

Temporal difference (TD) learning is a cornerstone reinforcement learning (RL) method for policy evaluation, where the goal is to estimate the value function of a Markov decision process under a fixed policy. While a substantial body of…

Machine Learning · Computer Science 2026-02-02 Donghwan Lee , Do Wan Kim

Reinforcement learning in multiagent systems has been studied in the fields of economic game theory, artificial intelligence and statistical physics by developing an analytical understanding of the learning dynamics (often in relation to…

Multiagent Systems · Computer Science 2019-06-25 Wolfram Barfuss , Jonathan F. Donges , Jürgen Kurths

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action…

Machine Learning · Computer Science 2018-06-20 Shangda Li , Selina Bing , Steven Yang
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