# Effective Multi-step Temporal-Difference Learning for Non-Linear Function Approximation

arXiv: https://arxiv.org/abs/1608.05151 · HTML: https://mlsanity.com/paper/1608.05151/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Aug 2016.

## Built on by (most cited first, 7 of 7)

- [Deep Generalized Schr"odinger Bridge](https://mlsanity.com/paper/2209.09893/) (2022)
- [Reinforcement Learning of the Prediction Horizon in Model Predictive Control](https://mlsanity.com/paper/2102.11122/) (2021)
- [Optimistic Reinforcement Learning by Forward Kullback-Leibler Divergence Optimization](https://mlsanity.com/paper/2105.12991/) (2021)
- [Demystifying the Recency Heuristic in Temporal-Difference Learning](https://mlsanity.com/paper/2406.12284/) (2024)
- [Analysis of Off-Policy Multi-Step TD-Learning with Linear Function Approximation](https://mlsanity.com/paper/2402.15781/) (2024)
- [To bootstrap or to rollout? An optimal and adaptive interpolation](https://mlsanity.com/paper/2411.09731/) (2024)
- [Analysis of Off-Policy n-Step TD-Learning with Linear Function Approximation](https://mlsanity.com/paper/2502.08941/) (2025)

## Abstract (arXiv)

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step methods often yield substantially better performance than their single-step counter-parts, due to a lower bias of the update targets. For non-linear function approximation, however, single-step methods appear to be the norm. Part of the reason could be that on many domains the popular multi-step methods TD(λ) and Sarsa(λ) do not perform well when combined with non-linear function approximation. In particular, they are very susceptible to divergence of value estimates. In this paper, we identify the reason behind this. Furthermore, based on our analysis, we propose a new multi-step TD method for non-linear function approximation that addresses this issue. We confirm the effectiveness of our method using two benchmark tasks with neural networks as function approximation.
