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2579 · Feb 202019922001200920172026
48 results for TD(0)

The true online TD(λ) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD(λ) algorithm, in temporal-difference learning and reinforcement learning. True online TD(λ) has better theoretical properties than conventional TD(λ), and the expectation is that it als…

2015-07-01abs ↗pdf ↗

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 difference (TD) learning algorithms and provide theoretical analysis on their conver…

2019-04-24abs ↗pdf ↗

Uniform TD(0) bound derived for function approximation with Markov noise.

problem Uniform concentration bound for TD(0) with function approximation.
method Contractive stochastic approximation, martingale and Markov noises, Poisson equation, relaxed concentration inequalities.
result Uniform all-time concentration bound for TD(0) with linear function approximation.

New TD algorithms stabilize RL tasks by reformulating updates into fixed point equations.

problem TD learning's sensitivity to step size specification.
method Implicit TD algorithms reformulate TD updates into fixed point equations.
result Implicit TD algorithms are more stable and less sensitive to step size.

In reinforcement learning, the TD(λλ) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD(λλ) is its sensitivity to the choice of the step-size. It is an empirically well-known fact that a large step-size l…

2014-12-21abs ↗pdf ↗

Temporal difference (TD) learning is a popular algorithm for policy evaluation in reinforcement learning, but the vanilla TD can substantially suffer from the inherent optimization variance. A variance reduced TD (VRTD) algorithm was proposed by Korda and La (2015), which applies the variance reduction technique direct…

2020-01-07abs ↗pdf ↗

Improved TD learning with tail averaging and regularization achieves optimal convergence rates.

problem Convergence analysis of TD learning with linear function approximation.
method Tail-averaging and regularization applied to TD learning algorithm.
result Achieves optimal O(1/t)O(1/t) convergence rate in expectation and with high probability.

The family of temporal difference (TD) methods span a spectrum from computationally frugal linear methods like TD(λ) to data efficient least squares methods. Least square methods make the best use of available data directly computing the TD solution and thus do not require tuning a typically highly sensitive learning r…

2016-11-28abs ↗pdf ↗

Study on distributional TD learning with linear approximations for better return estimation.

problem Estimating the return distribution of a policy in reinforcement learning.
method Finite-sample analysis of distributional TD learning with linear function approximation, using the linear-categorical Bellman equation and exponential stability arguments for products of random matrices.
result Sample complexity of linear distributional TD learning matches that of classic linear TD learning, indicating similar difficulty in estimating return distribution versus its expectation.

While there are convergence guarantees for temporal difference (TD) learning when using linear function approximators, the situation for nonlinear models is far less understood, and divergent examples are known. Here we take a first step towards extending theoretical convergence guarantees to TD learning with nonlinear…

2019-05-29abs ↗pdf ↗

Unified framework for finite-sample RL algorithms using Lyapunov theory.

problem Finite-sample convergence guarantees of asynchronous RL algorithms.
method Reformulate RL algorithms as Markovian SA, develop Lyapunov analysis.
result Mean-square error bounds and convergence for various RL algorithms.

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based solutions ignore the discrepancy between the stationary distribution of the beh…

2017-02-23abs ↗pdf ↗

TD learning reduces interference, leading to better generalization.

problem Understanding and reducing interference in TD learning for better generalization.
method Analyzing the inner product of gradients as interference, comparing TD and supervised learning, and examining the dynamics of interference and bootstrapping.
result TD learning leads to low-interference, under-generalizing parameters, while supervised learning does the opposite.

Reinforcement learning has attracted great attention recently, especially policy gradient algorithms, which have been demonstrated on challenging decision making and control tasks. In this paper, we propose an active multi-step TD algorithm with adaptive stepsizes to learn actor and critic. Specifically, our model cons…

2019-11-11abs ↗pdf ↗

Paper shows TD learning without projection converges robustly.

problem Investigate convergence of TD learning with linear approx.
method Simple unprojected TD(0) with novel self-bounding property.
result TD(0) converges with rate O~(1/T)\widetilde{\mathcal{O}}(1/\sqrt{T}).

Paper improves TD(0) convergence rate with LFA, i.i.d. samples, and averaging.

problem Improving convergence rate of TD(0) with linear function approximation.
method Polyak-Juditsky averaging, i.i.d. samples, strong mixing assumption.
result Established a new convergence rate for Mean-Square Error (MSE) of approximated function.

Paper analyzes TD(λλ) convergence rates for arbitrary features.

problem Convergence rates for linear TD(λλ) under arbitrary features.
method Developed a novel stochastic approximation result for arbitrary features.
result Established L2L^2 convergence rates for linear TD(λλ) without linearly independent features assumption.

TDprop uses Jacobi preconditioning to improve adaptive optimizers in Deep RL.

problem Improving performance of adaptive optimizers in Deep RL.
method TDprop computes per-parameter learning rates based on Jacobi preconditioning of the TD update rule.
result TDprop matches or exceeds Adam's performance in Deep RL experiments, suggesting Jacobi preconditioning can improve adaptive methods.

New algorithms improve distributional TD learning with linear approximations.

problem Estimating return distributions in reinforcement learning.
method Fine-grained analysis of linear-categorical Bellman equation, variance reduction techniques.
result Tight sample complexity bounds for distributional TD learning with linear approximations.

We present a database of parliamentary debates that contains the complete record of parliamentary speeches from Dáil Éireann, the lower house and principal chamber of the Irish parliament, from 1919 to 2013. In addition, the database contains background information on all TDs (Teachta Dála, members of parliament), such…

2017-08-15abs ↗pdf ↗

Temporal Difference Learning analysis under non-i.i.d. data and nonlinear approximation.

problem Finite-sample behavior of TD(0) under non-i.i.d. data and nonlinear approximation.
method High-probability, finite-sample analysis of vanilla TD(0) on polynomially mixing Markov data, assuming Holder continuity and bounded generalized gradients.
result Bounds on the convergence rate of TD(0) with high probability, matching known i.i.d. rates and holding even with nonstationary initialization.

Q(ΔΔ)-Learning improves Q-Learning by separating action-value functions into different time scales.

problem Q-Learning struggles with bias-variance trade-off, especially in long-term rewards.
method Introduces Q(ΔΔ)-Learning, extending TD(ΔΔ) to decompose Q(ΔΔ)-function into distinct discount factors.
result Q(ΔΔ)-Learning achieves better stability and scalability, especially for long-term tasks.

In this work we describe a novel deep reinforcement learning architecture that allows multiple actions to be selected at every time-step in an efficient manner. Multi-action policies allow complex behaviours to be learnt that would otherwise be hard to achieve when using single action selection techniques. We use both …

2018-03-14abs ↗pdf ↗

Improved TD learning with neural nets reduces sample complexity and overparameterization.

problem Temporal difference learning with neural networks in large state spaces.
method Projection-free and max-norm regularized Neural TD learning, with Lyapunov drift analysis.
result Max-norm regularization significantly improves TD learning's sample complexity and overparameterization.

In the landscape of TD algorithms, the Q(σσ, λλ) algorithm is an algorithm with the ability to perform a multistep backup in an online manner while also successfully unifying the concepts of sampling with using the expectation across all actions for a state. σ[0,1]σ\in [0, 1] indicates the extent to which sampling is use…

2019-12-21abs ↗pdf ↗

Novel bounds improve TD learning consistency in RL.

problem Analyzing Temporal Difference learning's performance.
method High-dimensional concentration inequalities and Berry-Esseen bounds for Markov chain induced martingales.
result Sharp high-probability consistency guarantee for TD learning, matching asymptotic variance up to logarithmic factors.