2017/04/17 by Bo Liu, Daoming Lyu, Liu, Bo +5
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and ELM #Reinforcement Learning in Robotics
paper · pdf · doi:10.48550/arxiv.1704.05147
openalex publication_date 2017/04/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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 V. Two novel algorithms are proposed to approximate the true value function V. This paper makes the following contributions: (1) A batch algorithm that can help find the approximate optimal off-policy prediction of the true value function V. (2) A linear computational cost (per step) near-optimal algorithm that can learn from a collection of off-policy samples. (3) A new perspective of the emphatic temporal difference learning which bridges the gap between off-policy optimality and off-policy stability.