arXiv Machine Learning

Fast and Robust Convergence Rate for TD(0) with Linear Function Approximation, Universal Learning Steps and I.I.D. Samples

arXiv:2606. 05967v1 Announce Type: cross Abstract: In this paper, we study the finite-time behavior of the TD(0) temporal-difference method with linear function approximation (LFA).

Hugging Face Trending Papers
Aug 3

Finite-Time Analysis of Discounted Exponential-Utility Reinforcement Learning

Discounted exponential utility provides a principled criterion for risk-sensitive sequential decision-making, but its nonlinear structure complicates reinforcement learning. A recent work \citep{thoppe2026reinforcement} addressed this difficulty by introducing a Bellman-compatible surrogate and two model-free fixed-point algorithms for optimizing it over stationary policies.

arXiv Machine Learning
Jul 21

Concentration and Mean-Square Bounds for Contractive Stochastic Approximation: A Unified Elementary Approach

arXiv:2607. 17595v1 Announce Type: new Abstract: We establish mean-square and concentration bounds for stochastic approximation (SA) with arbitrary norm contractive mappings, under a multiplicative noise model where the noise may scale affinely with the norm of the iterates, and the iterates are potentially unbounded.

By Siddharth Chandak
arXiv Machine Learning
Jul 28

Finite-Time Analysis of the Natural Policy Gradient in Finite-Horizon Markov Decision Processes

arXiv:2607. 22982v1 Announce Type: new Abstract: Natural Policy Gradient (NPG) is a well-established Reinforcement Learning algorithm that underlies widely used methods such as Trust Region Policy Optimization and Proximal Policy Optimization, both of which have demonstrated strong empirical success.

By Asha Barua, Sajad Khodadadian