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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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68136204272 · Jun 202019922001200920172026
48 results for Temporal-Difference Error

Enhances reinforcement learning uncertainty estimation with a generalized Gaussian error model.

problem Inaccurate error representations and compromised uncertainty estimation in conventional uncertainty-aware TD learning.
method Introduces a novel framework for generalized Gaussian error modeling in deep reinforcement learning, incorporating higher-order moments, particularly kurtosis, to improve uncertainty estimation and mitigation.
result Significant performance gains in policy gradient algorithms with the proposed framework.

TD learning reduces prediction error in Markov chain problems.

problem Estimating value functions in Markov chains with temporal inconsistency.
method Temporal difference learning minimizes temporal inconsistency between successive estimates.
result TD learning can significantly reduce mean-squared error in value estimates.

New methods improve temporal difference learning for policy evaluation in Markov decision processes.

problem Improving temporal difference learning for policy evaluation in Markov decision processes.
method Introduced variance-reduced forms of stochastic approximation to achieve non-asymptotic, instance-dependent optimality.
result Temporal difference learning is strictly suboptimal, but variance-reduced forms achieve optimality up to logarithmic factors.

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.

Temporal-difference and Q-learning learn feature representations that converge to optimal ones.

problem Understanding how feature representations evolve in temporal-difference and Q-learning with neural networks.
method Mean-field theory applied to overparameterized two-layer neural networks.
result The feature representation converges to the optimal one, generalizing previous results.

Paper improves TD learning algorithm bounds with linear approx.

problem Sharp bounds for TD method performance in MDPs.
method Polyak-Ruppert averaging, universal step size, refined error bounds, stability of random matrices.
result Near-optimal variance and bias terms achieved.

Paper introduces a new reinforcement learning method with improved performance.

problem Designing and analyzing efficient reinforcement learning algorithms.
method Proximal gradient temporal difference learning (GTD) with accelerated algorithm GTD2-MP.
result GTD algorithms have linear complexity and improved convergence rate.

Proposes a method to enhance exploration in RL using temporal difference uncertainties.

problem Challenges in estimating uncertainty in non-tabular reinforcement learning settings.
method Estimates uncertainty over value function using temporal difference errors and incorporates it as an intrinsic reward.
result Demonstrates improved exploration in various tasks, including Deep Sea and Atari 2600 environments.

New loss function equivalence reveals PER's uniform sampling can be improved.

problem Improving Prioritized Experience Replay (PER) for better learning efficiency.
method Transforming non-uniformly sampled data loss functions into uniformly sampled ones.
result Some environments can replace PER with a new loss function without performance loss.

Recently, \citet{SuttonMW15} introduced the emphatic temporal differences (ETD) algorithm for off-policy evaluation in Markov decision processes. In this short note, we show that the projected fixed-point equation that underlies ETD involves a contraction operator, with a γ\sqrtγ-contraction modulus (where γγ is the …

2015-08-14abs ↗pdf ↗

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.

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 ↗

Study optimizes solving fixed-point equations using subspace search.

problem Solving linear fixed point equations in Hilbert spaces.
method Linear stochastic approximation scheme with Polyak--Ruppert averaging.
result Established optimal approximation factor for temporal difference learning methods.

The paper identifies overfitting as the main bottleneck in efficient deep reinforcement learning.

problem Improving sample efficiency in deep reinforcement learning.
method Empirical analysis on DMC tasks to identify overfitting as the main issue and developing a hill-climbing method targeting validation TD error.
result Overfitting is the primary bottleneck in sample-efficient deep RL, and regularization techniques can control this.

Temporal difference learning explained through gradient splitting, improving convergence times.

problem Learning value functions in Markov Decision Processes with linear approximations.
method Interpreting TD learning as gradient splitting and applying convergence proofs from gradient descent.
result Improved convergence times for TD learning, especially with a minor variation.

A novel approach uses an ensemble of Gaussian processes for robust and adaptive reinforcement learning.

problem Adaptive reinforcement learning in large or continuous state spaces.
method Online scalable (OS) approach with a weighted ensemble of Gaussian processes.
result The ensemble approach improves performance in adversarial settings.

This paper motivates and develops source traces for temporal difference (TD) learning in the tabular setting. Source traces are like eligibility traces, but model potential histories rather than immediate ones. This allows TD errors to be propagated to potential causal states and leads to faster generalization. Source …

2019-02-08abs ↗pdf ↗

Paper develops bounds for stochastic approximation with averaging.

problem Establish high-probability bounds for averaged stochastic approximation.
method Develops a general framework for non-asymptotic concentration bounds.
result Derives sharp bounds for averaged iterates and tightens existing results.

Quantile TD learning outperforms classical TD learning for value estimation.

problem Temporal-difference learning in reinforcement learning.
method Quantile Temporal-Difference Learning (QTD) for policy evaluation.
result QTD offers superior performance to classical TD learning, even in tabular settings.

UVU simplifies value uncertainty quantification in RL.

problem Estimating epistemic uncertainty in value functions for reinforcement learning.
method UVU uses squared prediction errors between an online learner and a fixed, randomly initialized target network, incorporating policy-conditional value uncertainty.
result UVU achieves equal performance to large ensembles on challenging offline RL settings, with computational savings.

Study on reinforcement learning dynamics using statistical physics.

problem Understanding how reinforcement learning dynamics interact with parameters and state features.
method Statistical physics concepts applied to temporal difference learning with linear function approximators.
result Stochastic semi-gradient noise leads to significant plateaus in value error.

We present a new Q-function operator for temporal difference (TD) learning methods that explicitly encodes robustness against significant rare events (SRE) in critical domains. The operator, which we call the κκ-operator, allows to learn a robust policy in a model-based fashion without actually observing the SRE. We i…

2019-01-23abs ↗pdf ↗

Temporal Difference learning or TD(λλ) is a fundamental algorithm in the field of reinforcement learning. However, setting TD's λλ parameter, which controls the timescale of TD updates, is generally left up to the practitioner. We formalize the λλ selection problem as a bias-variance trade-off where the solution is …

2016-12-30abs ↗pdf ↗

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the policy evaluation setting, we design two new algorithms called distributional GTD2 a…

2018-05-20abs ↗pdf ↗

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.

The paper analyzes how over-parameterization affects reinforcement learning performance.

problem Understanding the impact of over-parameterization in reinforcement learning.
method Theoretical analysis of Least-Square Temporal Difference (LSTD) algorithm with random features and asymptotic regime.
result Identification of a double descent phenomenon in reinforcement learning performance.

Paper analyzes statistical efficiency of TD learning in Hilbert spaces with Freedman's inequality.

problem Statistical efficiency of distributional TD learning in Hilbert spaces.
method Non-parametric distributional TD (NTD) and variance-reduced variants of NTD and CTD.
result Sharp statistical rates achieved through novel Freedman's inequality in Hilbert spaces.