相关论文: Variance-Reduced Off-Policy TDC Learning: Non-Asym…

We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to analyze the performance of the Temporal Difference (TD)…

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

We study the problem of estimating the optimal Q-function of $\gamma$-discounted Markov decision processes (MDPs) under the synchronous setting, where independent samples for all state-action pairs are drawn from a generative model at each…

Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular,…

In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

We study the sample complexity of reducing reinforcement learning to a sequence of empirical risk minimization problems over the policy space. Such reductions-based algorithms exhibit local convergence in the function space, as opposed to…

Temporal difference (TD) learning is a policy evaluation in reinforcement learning whose performance can be enhanced by variance reduction methods. Recently, multiple works have sought to fuse TD learning with Stochastic Variance Reduced…

Greedy-GQ is a value-based reinforcement learning (RL) algorithm for optimal control. Recently, the finite-time analysis of Greedy-GQ has been developed under linear function approximation and Markovian sampling, and the algorithm is shown…

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Gradient Temporal Difference (GTD) algorithms (Sutton et al., 2008, 2009) are the first $O(d)$ ($d$ is the number features) algorithms that have convergence guarantees for off-policy learning with linear function approximation. Liu et al.…

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

We study a variation of vanilla stochastic gradient descent where the optimizer only has access to a Markovian sampling scheme. These schemes encompass applications that range from decentralized optimization with a random walker (token…

Connectionist temporal classification (CTC) is commonly adopted for sequence modeling tasks like speech recognition, where it is necessary to preserve order between the input and target sequences. However, CTC is only applied to…