# Importance Sampling Placement in Off-Policy Temporal-Difference Methods

arXiv: https://arxiv.org/abs/2203.10172 · HTML: https://mlsanity.com/paper/2203.10172/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 31 references that are in the map.
- First posted on arXiv 18 Mar 2022.

## Builds on (most cited first, 16 of 16)

- [Offline Reinforcement Learning: Tutorial, Review, and Perspectives on Open Problems](https://mlsanity.com/paper/2005.01643/) (2020)
- [Prioritized Experience Replay](https://mlsanity.com/paper/1511.05952/) (2015)
- [Safe and Efficient Off-Policy Reinforcement Learning](https://mlsanity.com/paper/1606.02647/) (2016)
- [Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimation](https://mlsanity.com/paper/1810.12429/) (2018)
- [An Emphatic Approach to the Problem of Off-policy Temporal-Difference Learning](https://mlsanity.com/paper/1503.04269/) (2015)
- [Consistent On-Line Off-Policy Evaluation](https://mlsanity.com/paper/1702.07121/) (2017)
- [Off-Policy Estimation of Long-Term Average Outcomes with Applications to Mobile Health](https://mlsanity.com/paper/1912.13088/) (2019)
- [Gradient Temporal-Difference Learning with Regularized Corrections](https://mlsanity.com/paper/2007.00611/) (2020)
- [Understanding the Curse of Horizon in Off-Policy Evaluation via Conditional Importance Sampling](https://mlsanity.com/paper/1910.06508/) (2019)
- [Flexible Option Learning](https://mlsanity.com/paper/2112.03097/) (2021)
- [Multi-step Off-policy Learning Without Importance Sampling Ratios](https://mlsanity.com/paper/1702.03006/) (2017)
- [Investigating practical linear temporal difference learning](https://mlsanity.com/paper/1602.08771/) (2016)
- [Off-policy Learning with Eligibility Traces: A Survey](https://mlsanity.com/paper/1304.3999/) (2013)
- [Convergent Tree Backup and Retrace with Function Approximation](https://mlsanity.com/paper/1705.09322/) (2017)
- [Online Off-policy Prediction](https://mlsanity.com/paper/1811.02597/) (2018)
- [An Empirical Comparison of Off-policy Prediction Learning Algorithms on the Collision Task](https://mlsanity.com/paper/2106.00922/) (2021)

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

- [Efficient Off-Policy Learning for High-Dimensional Action Spaces](https://mlsanity.com/paper/2403.04453/) (2024)

## Abstract (arXiv)

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being executed. To account for the difference importance sampling ratios are often used, but can increase variance in the algorithms and reduce the rate of learning. Several variations of importance sampling have been proposed to reduce variance, with per-decision importance sampling being the most popular. However, the update rules for most off-policy algorithms in the literature depart from per-decision importance sampling in a subtle way; they correct the entire TD error instead of just the TD target. In this work, we show how this slight change can be interpreted as a control variate for the TD target, reducing variance and improving performance. Experiments over a wide range of algorithms show this subtle modification results in improved performance.
