A Finite-Iteration Theory for Asynchronous Categorical Distributional Temporal-Difference Learning
- URL: http://arxiv.org/abs/2605.06866v1
- Date: Thu, 07 May 2026 19:07:00 GMT
- Title: A Finite-Iteration Theory for Asynchronous Categorical Distributional Temporal-Difference Learning
- Abstract summary: We bridge the gap between finite-iteration theory and the categorical recursions most closely aligned with practical distributional temporal-difference implementations.<n>After suitable embeddings, both algorithms take the form of asynchronous single-state-approximations that contract in a statewise supremum norm.<n>This permits finite-iteration guarantees in discounted problems under both i.i.d. and Markovian state sampling, and in undiscounted fixed-horizon problems under i.i.d. episodic sampling.
- Score: 9.562123195246393
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Recent non-asymptotic analyses have substantially advanced the theory of distributional policy evaluation, but they largely concern synchronous full-state updates under a generative model, model-based estimators, accelerated variants, or different approximation architectures. Standard categorical temporal-difference learning is typically used in a different regime. It asynchronously performs a single-state update at each iteration and, in online settings, is driven by a Markovian trajectory. This leaves an important gap between existing finite-iteration theory and the categorical recursions most closely aligned with practical distributional temporal-difference implementations. We bridge this gap for two categorical policy-evaluation methods: scalar categorical temporal-difference learning in the Cramér geometry and multivariate signed-categorical temporal-difference learning in the maximum mean discrepancy geometry. After suitable isometric embeddings, both algorithms take the form of asynchronous single-state stochastic-approximation recursions that contract in a statewise supremum norm. This permits finite-iteration guarantees in discounted problems under both i.i.d. and Markovian state sampling, and in undiscounted fixed-horizon problems under i.i.d. episodic sampling.
Related papers
- Bridging the Gap Between Average and Discounted TD Learning [14.556544278062793]
We introduce a novel algorithm designed explicitly for policy evaluation in the average-reward setting.<n>Our proposed method overcomes previous limitations by guaranteeing convergence to the unique solution of a properly defined Bellman equation.
arXiv Detail & Related papers (2026-05-03T23:54:36Z) - Towards Parameter-Free Temporal Difference Learning [16.4999522739561]
temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning.<n>Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate.<n>We propose a regularized TD(0) algorithm with an exponential step-size schedule.
arXiv Detail & Related papers (2026-03-03T03:49:19Z) - Foundations of Diffusion Models in General State Spaces: A Self-Contained Introduction [54.95522167029998]
This article is a self-contained primer on diffusion over general state spaces.<n>We develop the discrete-time view (forward noising via Markov kernels and learned reverse dynamics) alongside its continuous-time limits.<n>A common variational treatment yields the ELBO that underpins standard training losses.
arXiv Detail & Related papers (2025-12-04T18:55:36Z) - Structural Classification of Locally Stationary Time Series Based on Second-order Characteristics [18.368110934638207]
We present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing between two classes of locally stationary time series.<n>Our approach builds on the autoregressive approximation for locally stationary time series, combined with an ensemble aggregation and a distance-based threshold for classification.<n>It imposes no requirement on the training sample size, and is shown to achieve zero misclassification error rate.
arXiv Detail & Related papers (2025-07-06T04:00:26Z) - In-Context Parametric Inference: Point or Distribution Estimators? [66.22308335324239]
We show that amortized point estimators generally outperform posterior inference, though the latter remain competitive in some low-dimensional problems.<n>Our experiments indicate that amortized point estimators generally outperform posterior inference, though the latter remain competitive in some low-dimensional problems.
arXiv Detail & Related papers (2025-02-17T10:00:24Z) - Convergence of Score-Based Discrete Diffusion Models: A Discrete-Time Analysis [56.442307356162864]
We study the theoretical aspects of score-based discrete diffusion models under the Continuous Time Markov Chain (CTMC) framework.<n>We introduce a discrete-time sampling algorithm in the general state space $[S]d$ that utilizes score estimators at predefined time points.<n>Our convergence analysis employs a Girsanov-based method and establishes key properties of the discrete score function.
arXiv Detail & Related papers (2024-10-03T09:07:13Z) - Simultaneous Inference for Local Structural Parameters with Random Forests [19.014535120129338]
We construct simultaneous confidence intervals for solutions to conditional moment equations.
We obtain several new order-explicit results on the concentration and normal approximation of high-dimensional U.S.
As a by-product, we obtain several new order-explicit results on the concentration and normal approximation of high-dimensional U.S.
arXiv Detail & Related papers (2024-05-13T15:46:11Z) - Temporal-spatial model via Trend Filtering [12.875863572064986]
This research focuses on the estimation of a non-parametric regression function designed for data with simultaneous time and space dependencies.
A unique phase transition phenomenon, previously uncharted in Trend Filtering studies, emerges through our analysis.
arXiv Detail & Related papers (2023-08-30T17:50:00Z) - Semantic Self-adaptation: Enhancing Generalization with a Single Sample [45.111358665370524]
We propose a self-adaptive approach for semantic segmentation.
It fine-tunes the parameters of convolutional layers to the input image using consistency regularization.
Our empirical study suggests that self-adaptation may complement the established practice of model regularization at training time.
arXiv Detail & Related papers (2022-08-10T12:29:01Z) - The Connection between Discrete- and Continuous-Time Descriptions of
Gaussian Continuous Processes [60.35125735474386]
We show that discretizations yielding consistent estimators have the property of invariance under coarse-graining'
This result explains why combining differencing schemes for derivatives reconstruction and local-in-time inference approaches does not work for time series analysis of second or higher order differential equations.
arXiv Detail & Related papers (2021-01-16T17:11:02Z) - Supporting Optimal Phase Space Reconstructions Using Neural Network
Architecture for Time Series Modeling [68.8204255655161]
We propose an artificial neural network with a mechanism to implicitly learn the phase spaces properties.
Our approach is either as competitive as or better than most state-of-the-art strategies.
arXiv Detail & Related papers (2020-06-19T21:04:47Z) - Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis [102.29671176698373]
We address the problem of policy evaluation in discounted decision processes, and provide Markov-dependent guarantees on the $ell_infty$error under a generative model.
We establish both and non-asymptotic versions of local minimax lower bounds for policy evaluation, thereby providing an instance-dependent baseline by which to compare algorithms.
arXiv Detail & Related papers (2020-03-16T17:15:28Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.