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Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

Deep Reinforcement Learning has shown its ability in solving complicated problems directly from high-dimensional observations. However, in end-to-end settings, Reinforcement Learning algorithms are not sample-efficient and requires long…

Machine Learning · Computer Science 2021-07-06 Nicolò Botteghi , Mannes Poel , Beril Sirmacek , Christoph Brune

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The aim of distributional TD learning is to estimate the return distribution of a discounted…

Machine Learning · Statistics 2025-05-14 Yang Peng , Kaicheng Jin , Liangyu Zhang , Zhihua Zhang

TD($\lambda$) in value-based MARL algorithms or the Temporal Difference critic learning in Actor-Critic-based (AC-based) algorithms synergistically integrate elements from Monte-Carlo simulation and Q function bootstrapping via dynamic…

Machine Learning · Computer Science 2026-05-13 Yue Deng , Zirui Wang , Yin Zhang

Reinforcement learning is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

Machine Learning · Computer Science 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

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

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Value-based deep Reinforcement Learning (RL) algorithms suffer from the estimation bias primarily caused by function approximation and temporal difference (TD) learning. This problem induces faulty state-action value estimates and therefore…

Machine Learning · Computer Science 2021-11-15 Dogan C. Cicek , Enes Duran , Baturay Saglam , Kagan Kaya , Furkan B. Mutlu , Suleyman S. Kozat

We derive an equation for temporal difference learning from statistical principles. Specifically, we start with the variational principle and then bootstrap to produce an updating rule for discounted state value estimates. The resulting…

Machine Learning · Computer Science 2008-11-03 Marcus Hutter , Shane Legg

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to…

Machine Learning · Computer Science 2020-03-02 Adithya M. Devraj , Ioannis Kontoyiannis , Sean P. Meyn

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

Reinforcement learning (RL) is challenging in the common case of delays between events and their sensory perceptions. State-of-the-art (SOTA) state augmentation techniques either suffer from state space explosion or performance degeneration…

Machine Learning · Computer Science 2024-06-07 Qingyuan Wu , Simon Sinong Zhan , Yixuan Wang , Yuhui Wang , Chung-Wei Lin , Chen Lv , Qi Zhu , Jürgen Schmidhuber , Chao Huang

Since the earliest days of reinforcement learning, the workhorse method for assigning credit to actions over time has been temporal-difference (TD) learning, which propagates credit backward timestep-by-timestep. This approach suffers when…

Machine Learning · Computer Science 2021-02-25 David Raposo , Sam Ritter , Adam Santoro , Greg Wayne , Theophane Weber , Matt Botvinick , Hado van Hasselt , Francis Song

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , David Kuric , Anders Jonsson , Vicenç Gómez , Herke van Hoof

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

The discount factor in reinforcement learning controls both the effective planning horizon and the strength of bootstrapping, yet most deep RL methods use a single fixed value across all states. While state-dependent discounting is…

Machine Learning · Computer Science 2026-05-08 Yaomin Wang , Jianting Pan , Ran Tian , Xiaoyang Li , Yu Zhang , Hengle Qin , Tianshu YU
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