Temporal difference learning

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چکیده

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Dual Temporal Difference Learning

Recently, researchers have investigated novel dual representations as a basis for dynamic programming and reinforcement learning algorithms. Although the convergence properties of classical dynamic programming algorithms have been established for dual representations, temporal difference learning algorithms have not yet been analyzed. In this paper, we study the convergence properties of tempor...

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Preconditioned Temporal Difference Learning

LSTD is numerically instable for some ergodic Markov chains with preferred visits among some states over the remaining ones. Because the matrix that LSTD accumulates has large condition numbers. In this paper, we propose a variant of temporal difference learning with high data efficiency. A class of preconditioned temporal difference learning algorithms are also proposed to speed up the new met...

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Emphatic Temporal-Difference Learning

Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White (2015), and Yu (2015) show that by varying the emphasis in a particular way, these algorithms become stable and convergent under off-policy training with linea...

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Natural Temporal Difference Learning

In this paper we investigate the application of natural gradient descent to Bellman error based reinforcement learning algorithms. This combination is interesting because natural gradient descent is invariant to the parameterization of the value function. This invariance property means that natural gradient descent adapts its update directions to correct for poorly conditioned representations. ...

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Fast convergent and computationally inexpensive policy evaluation is an essential part of reinforcement learning algorithms based on policy iteration. Algorithms such as LSTD, LSPE, FPKF and NTD, have faster convergence rates but they are computationally slow. On the other hand, there are algorithms that are computationally fast but with slower convergence rate, among them are TD, RG, GTD2 and ...

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ژورنال

عنوان ژورنال: Scholarpedia

سال: 2007

ISSN: 1941-6016

DOI: 10.4249/scholarpedia.1604