{"id":442737,"date":"2017-11-27T10:33:19","date_gmt":"2017-11-27T18:33:19","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=442737"},"modified":"2018-10-16T20:02:19","modified_gmt":"2018-10-17T03:02:19","slug":"empirical-evaluation-true-online-tdlambda","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/empirical-evaluation-true-online-tdlambda\/","title":{"rendered":"An Empirical Evaluation of True Online TD({lambda})"},"content":{"rendered":"

The true online TD({\\lambda}) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD({\\lambda}) algorithm, in temporal-difference learning and reinforcement learning. True online TD({\\lambda}) has better theoretical properties than conventional TD({\\lambda}), and the expectation is that it also results in faster learning. In this paper, we put this hypothesis to the test. Specifically, we compare the performance of true online TD({\\lambda}) with that of TD({\\lambda}) on challenging examples, random Markov reward processes, and a real-world myoelectric prosthetic arm. We use linear function approximation with tabular, binary, and non-binary features. We assess the algorithms along three dimensions: computational cost, learning speed, and ease of use. Our results confirm the strength of true online TD({\\lambda}): 1) for sparse feature vectors, the computational overhead with respect to TD({\\lambda}) is minimal; for non-sparse features the computation time is at most twice that of TD({\\lambda}), 2) across all domains\/representations the learning speed of true online TD({\\lambda}) is often better, but never worse than that of TD({\\lambda}), and 3) true online TD({\\lambda}) is easier to use, because it does not require choosing between trace types, and it is generally more stable with respect to the step-size. Overall, our results suggest that true online TD({\\lambda}) should be the first choice when looking for an efficient, general-purpose TD method.<\/p>\n","protected":false},"excerpt":{"rendered":"

The true online TD({\\lambda}) algorithm has recently been proposed (van Seijen and Sutton, 2014) as a universal replacement for the popular TD({\\lambda}) algorithm, in temporal-difference learning and reinforcement learning. True online TD({\\lambda}) has better theoretical properties than conventional TD({\\lambda}), and the expectation is that it also results in faster learning. In this paper, we put […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"footnotes":""},"msr-content-type":[3],"msr-research-highlight":[],"research-area":[13556],"msr-publication-type":[193715],"msr-product-type":[],"msr-focus-area":[],"msr-platform":[],"msr-download-source":[],"msr-locale":[268875],"msr-field-of-study":[],"msr-conference":[],"msr-journal":[],"msr-impact-theme":[],"msr-pillar":[],"class_list":["post-442737","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-artificial-intelligence","msr-locale-en_us"],"msr_publishername":"","msr_edition":"","msr_affiliation":"","msr_published_date":"2015-07-08","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"aRXiv","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"","msr_publicationurl":"https:\/\/www.researchgate.net\/publication\/279633129_An_Empirical_Evaluation_of_True_Online_TDlambda","msr_doi":"","msr_publication_uploader":[{"type":"url","title":"https:\/\/www.researchgate.net\/publication\/279633129_An_Empirical_Evaluation_of_True_Online_TDlambda","viewUrl":false,"id":false,"label_id":0}],"msr_related_uploader":"","msr_attachments":[{"id":0,"url":"https:\/\/www.researchgate.net\/publication\/279633129_An_Empirical_Evaluation_of_True_Online_TDlambda"}],"msr-author-ordering":[{"type":"user_nicename","value":"havansei","user_id":36656,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=havansei"},{"type":"text","value":"Ashique Rupam Mahmood","user_id":0,"rest_url":false},{"type":"text","value":"Patrick M. 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