# Parameter-free Gradient Temporal Difference Learning

arXiv: https://arxiv.org/abs/2105.04129 · HTML: https://mlsanity.com/paper/2105.04129/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 24 of its 41 references that are in the map.
- First posted on arXiv 10 May 2021.

## Builds on (most cited first, 24 of 24)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming](https://mlsanity.com/paper/1309.5549/) (2013)
- [Online Learning: A Modern Introduction Using Convex Optimization](https://mlsanity.com/paper/1912.13213/) (2019)
- [Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile](https://mlsanity.com/paper/1807.02629/) (2018)
- [Coin Betting and Parameter-Free Online Learning](https://mlsanity.com/paper/1602.04128/) (2016)
- [Black-Box Reductions for Parameter-free Online Learning in Banach Spaces](https://mlsanity.com/paper/1802.06293/) (2018)
- [The Value Equivalence Principle for Model-Based Reinforcement Learning](https://mlsanity.com/paper/2011.03506/) (2020)
- [Scale-Free Online Learning](https://mlsanity.com/paper/1601.01974/) (2016)
- [Lipschitz and Comparator-Norm Adaptivity in Online Learning](https://mlsanity.com/paper/2002.12242/) (2020)
- [Learning to Perform Physics Experiments via Deep Reinforcement Learning](https://mlsanity.com/paper/1611.01843/) (2016)
- [Unconstrained Online Linear Learning in Hilbert Spaces: Minimax Algorithms and Normal Approximations](https://mlsanity.com/paper/1403.0628/) (2014)
- [Discovery of Useful Questions as Auxiliary Tasks](https://mlsanity.com/paper/1909.04607/) (2019)
- [Gradient Temporal-Difference Learning with Regularized Corrections](https://mlsanity.com/paper/2007.00611/) (2020)
- [Lipschitz Adaptivity with Multiple Learning Rates in Online Learning](https://mlsanity.com/paper/1902.10797/) (2019)
- [Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method](https://mlsanity.com/paper/1907.02707/) (2019)
- [Parameter-Free Online Convex Optimization with Sub-Exponential Noise](https://mlsanity.com/paper/1902.01500/) (2019)
- [The Utility of Sparse Representations for Control in Reinforcement Learning](https://mlsanity.com/paper/1811.06626/) (2018)
- [Combining Online Learning Guarantees](https://mlsanity.com/paper/1902.09003/) (2019)
- [Where Did My Optimum Go?: An Empirical Analysis of Gradient Descent Optimization in Policy Gradient Methods](https://mlsanity.com/paper/1810.02525/) (2018)
- [General Value Function Networks](https://mlsanity.com/paper/1807.06763/) (2018)
- [Online Linear Optimization with Many Hints](https://mlsanity.com/paper/2010.03082/) (2020)
- [Meta-descent for Online, Continual Prediction](https://mlsanity.com/paper/1907.07751/) (2019)
- [Proximal Gradient Temporal Difference Learning: Stable Reinforcement Learning with Polynomial Sample Complexity](https://mlsanity.com/paper/2006.03976/) (2020)
- [TIDBD: Adapting Temporal-difference Step-sizes Through Stochastic Meta-descent](https://mlsanity.com/paper/1804.03334/) (2018)

## Built on by (most cited first, 1 of 1)

- [Fast TRAC: A Parameter-Free Optimizer for Lifelong Reinforcement Learning](https://mlsanity.com/paper/2405.16642/) (2024)

## Abstract (arXiv)

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a single stream of experience with which to evaluate a large number of possible courses of action, necessitating algorithms which can learn off-policy. However, the combination of off-policy learning with function approximation leads to divergence of temporal difference methods. Recent work into gradient-based temporal difference methods has promised a path to stability, but at the cost of expensive hyperparameter tuning. In parallel, progress in online learning has provided parameter-free methods that achieve minimax optimal guarantees up to logarithmic terms, but their application in reinforcement learning has yet to be explored. In this work, we combine these two lines of attack, deriving parameter-free, gradient-based temporal difference algorithms. Our algorithms run in linear time and achieve high-probability convergence guarantees matching those of GTD2 up to log factors. Our experiments demonstrate that our methods maintain high prediction performance relative to fully-tuned baselines, with no tuning whatsoever.
