arXiv Machine Learning By Yang Peng, Liangyu Zhang

Online Inference in Distributional Temporal-Difference Learning

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arXiv:2608. 14408v1 Announce Type: cross Abstract: We study online statistical inference for functionals of the return distribution under a fixed policy.

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arXiv Machine Learning
Jul 8

Model-based Bootstrap of Controlled Markov Chains

arXiv:2605. 12410v2 Announce Type: replace-cross Abstract: We propose and analyze a model-based bootstrap for transition kernels in finite controlled Markov chains (CMCs) with possibly nonstationary or history-dependent control policies, a setting that arises naturally in offline reinforcement learning (RL) when the behavior policy generating the data is unknown.

By Ziwei Su, Imon Banerjee, Diego Klabjan
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