Deflated Dynamics Value Iteration
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Abstract (arXiv)
The Value Iteration (VI) algorithm is an iterative procedure to compute the value function of a Markov decision process, and is the basis of many reinforcement learning (RL) algorithms as well. As the error convergence rate of VI as a function of iteration k is O(γk), it is slow when the discount factor γ is close to 1. To accelerate the computation of the value function, we propose Deflated Dynamics Value Iteration (DDVI). DDVI uses matrix splitting and matrix deflation techniques to effectively remove (deflate) the top s dominant eigen-structure of the transition matrix Pπ. We prove that this leads to a tildeO(γk |λs+1|k) convergence rate, where λs+1is (s+1)-th largest eigenvalue of the dynamics matrix. We then extend DDVI to the RL setting and present Deflated Dynamics Temporal Difference (DDTD) algorithm. We empirically show the effectiveness of the proposed algorithms.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 21 of its 74 references that are in the map. First posted on arXiv 15 Jul 2024.
Builds on
21 of 74 references.
References · 21
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9 more
- 2019Regularized Anderson Acceleration for Off-Policy Deep Reinforcement Learningcited by 8
- 2021From Convex Optimization to MDPs: A Review of First-Order, Second-Order and Quasi-Newton Methods for MDPscited by 8
- 2022Operator Splitting Value Iterationcited by 8
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- 2022Anderson Acceleration for Partially Observable Markov Decision Processes: A Maximum Entropy Approachcited by 3
- 2016A Matrix Splitting Perspective on Planning with Optionscited by 2
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- 2024PID Accelerated Temporal Difference Algorithmscited by 1
Built on by
Citing papers per year: 2025: 1; 2026: 3.
4 papers.
- 2025Rank-One Modified Value Iterationcited by 2
- 2026Switching-Geometry Analysis of Deflated Q-Value Iterationcited by 1
- 2026Heavy-Ball Q-Learning with Residual Weighting Correctioncited by 0
- 2026Limiting-Kernel Q(λ): Bridging Short and Long Horizonscited by 0
- 2026Limiting-Kernel Q(λ): Bridging Short and Long Horizons23 Sep 2026
- 2026Heavy-Ball Q-Learning with Residual Weighting Correction25 Jun 2026
- 2026Switching-Geometry Analysis of Deflated Q-Value Iteration11 May 2026
- 2025Rank-One Modified Value Iteration3 May 2025