# An MRP Formulation for Supervised Learning: Generalized Temporal Difference Learning Models

arXiv: https://arxiv.org/abs/2404.15518 · HTML: https://mlsanity.com/paper/2404.15518/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 59 references that are in the map.
- First posted on arXiv 23 Apr 2024.

## Builds on (most cited first, 18 of 18)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms](https://mlsanity.com/paper/1708.07747/) (2017)
- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [Performative Prediction](https://mlsanity.com/paper/2002.06673/) (2020)
- [A Finite Time Analysis of Temporal Difference Learning With Linear Function Approximation](https://mlsanity.com/paper/1806.02450/) (2018)
- [Hybrid RL: Using Both Offline and Online Data Can Make RL Efficient](https://mlsanity.com/paper/2210.06718/) (2022)
- [Interactive Learning from Policy-Dependent Human Feedback](https://mlsanity.com/paper/1701.06049/) (2017)
- [An Emphatic Approach to the Problem of Off-policy Temporal-Difference Learning](https://mlsanity.com/paper/1503.04269/) (2015)
- [Closing the Gap between TD Learning and Supervised Learning -- A Generalisation Point of View](https://mlsanity.com/paper/2401.11237/) (2024)
- [Deep Reinforcement Learning for Imbalanced Classification](https://mlsanity.com/paper/1901.01379/) (2019)
- [Weakly-Supervised Reinforcement Learning for Controllable Behavior](https://mlsanity.com/paper/2004.02860/) (2020)
- [Using a Logarithmic Mapping to Enable Lower Discount Factors in Reinforcement Learning](https://mlsanity.com/paper/1906.00572/) (2019)
- [Practical Kernel-Based Reinforcement Learning](https://mlsanity.com/paper/1407.5358/) (2014)
- [Accelerated Gradient Temporal Difference Learning](https://mlsanity.com/paper/1611.09328/) (2016)
- [General non-linear Bellman equations](https://mlsanity.com/paper/1907.03687/) (2019)
- [An implicit function learning approach for parametric modal regression](https://mlsanity.com/paper/2002.06195/) (2020)
- [Effective sketching methods for value function approximation](https://mlsanity.com/paper/1708.01298/) (2017)

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

- [Temporal Difference Learning for Diffusion Models](https://mlsanity.com/paper/2606.15048/) (2026)

## Abstract (arXiv)

In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points as interconnected and employing a Markov reward process (MRP) for data modeling. We reformulate the typical supervised learning as an on-policy policy evaluation problem within reinforcement learning (RL), introducing a generalized temporal difference (TD) learning algorithm as a resolution. Theoretically, our analysis establishes connections between the solutions of linear TD learning and ordinary least squares (OLS). Under specific conditions -- particularly when the noise is correlated -- the TD solution serves as a more effective estimator than OLS. Furthermore, we show that when our algorithm is applied with many commonly used loss functions -- such as those found in generalized linear models -- it corresponds to the application of a novel and generalized Bellman operator. We prove that this operator admits a unique fixed point, and based on this, we establish convergence guarantees for our generalized TD algorithm under linear function approximation. Empirical studies verify our theoretical results, examine the vital design of our TD algorithm and show practical utility across various datasets, encompassing tasks such as regression and image classification with deep learning.
