Analytical Mean Squared Error Curves in Temporal Difference Learning

Part of Advances in Neural Information Processing Systems 9 (NIPS 1996)

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Satinder Singh, Peter Dayan


We have calculated analytical expressions for how the bias and variance of the estimators provided by various temporal difference value estimation algorithms change with offline updates over trials in absorbing Markov chains using lookup table representations. We illustrate classes of learning curve behavior in various chains, and show the manner in which TD is sensitive to the choice of its step(cid:173) size and eligibility trace parameters.