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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.

168,786 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for Temporal-Difference Estimator

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.

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.

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.

Proposes Deep LTMLE for estimating dynamic treatment effects in longitudinal studies.

problem Estimating counterfactual mean outcomes under dynamic treatment policies in longitudinal settings.
method Uses a transformer architecture with temporal-difference learning for initial estimation, followed by TMLE correction and statistical inference.
result Demonstrates superior performance in complex, long-term scenarios compared to existing methods.

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.

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.

Paper improves confidence intervals for LSA with multiplier bootstrap.

problem Improving confidence intervals for parameter estimation in LSA.
method Berry-Esseen bound for multivariate normal approximation and multiplier bootstrap.
result Valid confidence intervals for parameter estimation in LSA.

New actor-critic method reduces sample complexity for reinforcement learning.

problem Improving sample complexity for actor-critic algorithms in reinforcement learning.
method Integrates Monte Carlo rollouts into policy search steps for better control over bias.
result Established sample complexity for actor-critic algorithms with policy gradient.

New statistical methods improve TD learning for policy evaluation.

problem Improving statistical inference for reinforcement learning.
method Polyak-Ruppert averaging, refined high-dimensional Berry-Esseen bounds, online plug-in estimator, asymptotic covariance matrix.
result Guaranteed finite-sample coverage of confidence regions and simultaneous confidence intervals.

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.

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.

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.

New algorithms for collaborative reinforcement learning with limited communication.

problem Efficiently learning value functions in multi-agent systems with strict information constraints.
method Distributed gradient-based temporal difference algorithms with consensus schemes.
result Parameter estimates converge to ODEs with defined invariant sets under general assumptions.

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.

Decentralized TD learning converges linearly with linear function approximation.

problem Policy evaluation in fully decentralized multi-agent reinforcement learning.
method Temporal-difference learning with linear function approximation, analyzing i.i.d. and Markovian samples.
result Local estimates converge linearly to the optimum under both i.i.d. and Markovian samples.

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.

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value network that learns to estimate state-action values. We first test DQV's update rules…

2018-09-30abs ↗pdf ↗

Paper introduces DTAE to optimize RL algorithms, balancing exploration and exploitation.

problem Balancing exploration and exploitation in reinforcement learning.
method Soft policy optimization with entropy and dual-track advantage estimator (DTAE).
result DTAE accelerates RL algorithm convergence and improves performance.

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.

Q-Learning overestimation bias influenced by learning rate, discount factor, and reward signal.

problem Overestimation bias in Q-Learning algorithm.
method Investigated the influence of learning rate, discount factor, and reward signal on Q-Learning's overestimation bias. Tuned parameters and used an exponential moving average of reward signal.
result Q-Learning can achieve more accurate value estimates by tuning parameters and using an exponential moving average of reward signal.

Paper presents an efficient exploration method for reinforcement learning.

problem Efficient exploration in reinforcement learning with uncertainty quantification.
method Parameterized Indexed Value Function (PIV) using index sampling.
result Proves the regret bound for learning PIV in a tabular setting and proposes PINs for computational learning.

A new metric detects non-Markovian states in partially observable environments.

problem Learning state representations in partially observable environments.
method Introducing the λλ-discrepancy metric to detect non-Markovian states.
result The λλ-discrepancy is zero for Markov processes and non-zero for partially observable environments.

Study non-parametric value function estimation from a single path.

problem Estimating value function from a single trajectory in Markov reward processes.
method Kernel-based multi-step temporal difference (TD) estimates, including KK-step look-ahead TD and TD(λ)(λ).
result Non-asymptotic guarantees for TD estimates, capturing interactions between mixing time and model mis-specification.

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 value function VV. Two novel algorithms are proposed to approximate the true value…

2017-04-17abs ↗pdf ↗

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.

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.

New method predicts RUL and failure modes from partial data.

problem Predicting RUL and failure modes from incomplete data.
method Formulated as vector General Value Function (GVF) prediction on an absorbing degradation process, using TD(n,λn,λ) for estimation.
result TD improves RUL and failure-mode prediction compared to Monte Carlo methods, especially under scarce complete labels.

This paper challenges the conventional wisdom about temporal difference learning's superiority in stitching experience.

problem The effectiveness of temporal difference learning in stitching experience across different reinforcement learning methods.
method Empirical study comparing Monte Carlo and temporal difference learning methods in stitching experience.
result Monte Carlo methods can also achieve experience stitching, challenging the conventional wisdom.

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the loss function is defined as the temporal difference between the action value and…

2019-06-24abs ↗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.