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The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…

Artificial Intelligence · Computer Science 2023-09-12 Donghwan Lee , Do Wan Kim

We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two…

The use of target networks has been a popular and key component of recent deep Q-learning algorithms for reinforcement learning, yet little is known from the theory side. In this work, we introduce a new family of target-based temporal…

Machine Learning · Computer Science 2019-09-24 Donghwan Lee , Niao He

We show that discounted methods for solving continuing reinforcement learning problems can perform significantly better if they center their rewards by subtracting out the rewards' empirical average. The improvement is substantial at…

Machine Learning · Computer Science 2024-10-31 Abhishek Naik , Yi Wan , Manan Tomar , Richard S. Sutton

Temporal difference (TD) learning is often used to update the estimate of the value function which is used by RL agents to extract useful policies. In this paper, we focus on value function estimation in continual reinforcement learning. We…

Machine Learning · Computer Science 2023-12-20 Nishanth Anand , Doina Precup

In a broad class of reinforcement learning applications, stochastic rewards have heavy-tailed distributions, which lead to infinite second-order moments for stochastic (semi)gradients in policy evaluation and direct policy optimization. In…

Machine Learning · Computer Science 2023-06-21 Semih Cayci , Atilla Eryilmaz

Temporal difference (TD) learning is a cornerstone of reinforcement learning. In the average-reward setting, standard TD($\lambda$) is highly sensitive to the choice of step-size and thus requires careful tuning to maintain numerical…

Machine Learning · Statistics 2025-10-08 Hwanwoo Kim , Dongkyu Derek Cho , Eric Laber

Solving a reinforcement learning (RL) problem poses two competing challenges: fitting a potentially discontinuous value function, and generalizing well to new observations. In this paper, we analyze the learning dynamics of temporal…

Machine Learning · Computer Science 2022-06-07 Clare Lyle , Mark Rowland , Will Dabney , Marta Kwiatkowska , Yarin Gal

We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…

Optimization and Control · Mathematics 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

Robot control using reinforcement learning has become popular, but its learning process generally terminates halfway through an episode for safety and time-saving reasons. This study addresses the problem of the most popular exception…

Robotics · Computer Science 2026-02-25 Taisuke Kobayashi

The task of predicting long-term patient outcomes using supervised machine learning is a challenging one, in part because of the high variance of each patient's trajectory, which can result in the model over-fitting to the training data.…

Machine Learning · Computer Science 2026-02-09 Thomas Frost , Kezhi Li , Steve Harris

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Gradient temporal difference (Gradient TD) algorithms are a popular class of stochastic approximation (SA) algorithms used for policy evaluation in reinforcement learning. Here, we consider Gradient TD algorithms with an additional heavy…

Machine Learning · Computer Science 2021-11-23 Rohan Deb , Shalabh Bhatnagar

We study policy evaluation problems in multi-task reinforcement learning (RL) under a low-rank representation setting. In this setting, we are given $N$ learning tasks where the corresponding value function of these tasks lie in an…

Machine Learning · Computer Science 2025-03-05 Yitao Bai , Sihan Zeng , Justin Romberg , Thinh T. Doan

We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale…

Machine Learning · Computer Science 2022-02-02 Yanwei Jia , Xun Yu Zhou

Real-world decision-making problems are usually accompanied by delayed rewards, which affects the sample efficiency of Reinforcement Learning, especially in the extremely delayed case where the only feedback is the episodic reward obtained…

Machine Learning · Computer Science 2023-12-19 Haoxin Lin , Hongqiu Wu , Jiaji Zhang , Yihao Sun , Junyin Ye , Yang Yu

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg