arXiv Machine Learning

A Finite-Iteration Theory for Asynchronous Categorical Distributional Temporal-Difference Learning

The paper investigates the finite‑iteration behavior of exact asynchronous recursions used in categorical distributional temporal‑difference (TD) learning. It analyzes both scalar categorical TD in the Cramér geometry and multivariate signed‑categorical TD in the maximum mean discrepancy geometry, showing that these methods can be viewed as single‑state stochastic‑approximation recursions that contract in a block‑supremum norm. The authors develop a restricted‑domain theory, derive discounted bounds under i.i.d. and Markovian sampling, and extend the analysis to undiscounted fixed‑horizon policy evaluation with horizon‑stacked categorical methods under episodic sampling, thereby providing a unified non‑asymptotic analysis across various settings.

arXiv Machine Learning
Sep 24

Limiting-Kernel Q($\lambda$): Bridging Short and Long Horizons

Limiting‑Kernel Q(λ) (LKQL) is an off‑policy value estimator that blends n‑step truncation with a long‑horizon approximation based on the limiting kernel. It maintains the computational efficiency of n‑step methods while improving policy evaluation accuracy, especially for long‑horizon tasks. The authors prove faster convergence of LKQL’s operator under aperiodicity and near‑on‑policy conditions, and demonstrate empirical gains on MuJoCo continuous‑control benchmarks.

By Tolga Ok, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Mohamad Amin Sharifi Kolarijani
arXiv Machine Learning
Jun 16

Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process

arXiv:2606. 16729v1 Announce Type: new Abstract: While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model.

By Jongmin Lee, Ernest K. Ryu, Vaneet Aggarwal
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.