# True Online TD$(\lambda)$

This post contains a summary of the paper titled “True Online TD$(\lambda)$” appearing in ICML 2014.

## Classical TD$(\lambda)$

TD$(\lambda)$ is a core model-free algorithm in reinforcement learning for estimating a value function. Let \(\hat{v}_{t}(S_{t})\) be the estimated value at time $t$ of state $S_{t}$. Often a stochastic gradient descent-like update of the following form is used \(\theta_{t+1}=\theta_{t}+\alpha\left(U_{t}-\hat{v}_{t}(S_{t})\right)\nabla_{\theta_{t}}\hat{v}_{t}(S_{t})\) where $\theta$ is the parameter of $\hat{v}$ to estimate, $U_{t}$ denotes an update target, and \(\nabla_{\theta_{t}}\hat{v}_{t}(S_{t})\) is the derivative of $\hat{v}$ with respect to $\theta_{t}$. By definition, the value of a state $s$ is the total expected sum of discounted future rewards starting from state $s$. In math, \(v(s)=\mathbb{E}\left[R_{t+1}+\gamma R_{t+2}+\gamma^{2}R_{t+3}+\cdots\mid S_{t}=s\right].\) A sensible and unbiased estimate for this expectation is given by an observed trajectory of rewards \(U_{t}=R_{t+1}+\gamma R_{t+2}+\gamma^{2}R_{t+3}+\cdots\) starting from state $s$. This choice of update target is called Monte Carlo update. Note that it cannot be used online since the target depends on the future. So one has to wait until the end of an episode first. Then, come back and update each time step.

A popular update target $U_{t}$ meant to be an online version of Monte Carlo update is given by TD$(0)$ which comes from the fact that

\[\begin{aligned} v(s) & = & \mathbb{E}\left[R_{t+1}+\gamma R_{t+2}+\gamma^{2}R_{t+3}+\cdots\mid S_{t}=s\right]\\ & = & \mathbb{E}\left[R_{t+1}+\gamma v(S_{t+1})\mid S_{t}=s\right].\end{aligned}\]TD(0) approximates the quantity with one realization of the term in the expectation. That is, \(U_{t}=R_{t+1}+\gamma\hat{v}_{t}(S_{t+1}).\) This update can be used online as it depends only the reward of one time step ahead of current time $t$. Now of course one can follow the same trick by doing

\[\begin{aligned} & \mathbb{E}\left[R_{t+1}+\gamma R_{t+2}+\gamma^{2}R_{t+3}+\cdots\mid S_{t}=s\right] \\ = & \mathbb{E}\left[R_{t+1}+\gamma R_{t+2}+\gamma^{2}v(S_{t+2})\mid S_{t}=s\right]\end{aligned}\]and use $U_{t}=R_{t+1}+\gamma R_{t+2}+\gamma^{2}v(S_{t+2})$. This target is called a 2-step return. The previous TD(0) target is called 1-step return. From this, one can obviously define an $n$-step return from time $t$ as \(G_{\theta}^{(n)}(t):=\left(\sum_{i=1}^{n}\gamma^{i-1}R_{t+i}\right)+\gamma^{n}\theta^{\top}\phi_{t+n}\) where we will assume that $\hat{v}(S_{t})=\theta^{\top}\phi(S_{t})$ for basis function $\phi$ and $\phi_{t}:=\phi(S_{t})$. This leads to the question: “Which $n$ do we use ?”. One answer is that we use all of them by geometrically weighting all $n$-returns. This combined returns are referred to as $\lambda$-return \(L_{\theta}^{\lambda}(t):=\left(1-\lambda\right)\sum_{n=1}^{\infty}\lambda^{n-1}G_{\theta}^{(n)}(t)\) where $\lambda\in[0,1]$. If $\lambda=0$, \(L_{\theta}^{\lambda}(t)=R_{t+1}+\gamma\hat{v}_{t}(S_{t+1})\) giving back TD(0) update target. If $\lambda=1$, the $\lambda$-return is equivalent to Monto Carlo update target. Hence, $\lambda$-return provides a smooth blend between TD(0) and Monte Carlo update parametrized by $\lambda$.

## Forward and Backward TD$(\lambda)$

Updating $\theta$ with \(\theta_{t+1}=\theta_{t}+\alpha\left(L_{\theta}^{\lambda}(t)-\hat{v}(S_{t})\right)\phi_{t}\) is referred to as forward-view TD$(\lambda)$ which is not online since, like Monte Carlo update, $L_{\theta}^{\lambda}$ depends on the rewards in the future. Interestingly, an equivalent way to update $\theta$ in an online way using $L_{\theta}^{\lambda}$ exists. This is called backward-view TD$(\lambda)$,

\[\begin{aligned} \text{(TD error) }\delta_{t} & = & R_{t+1}+\gamma\overbrace{\theta_{t}^{\top}\phi_{t+1}}^{\hat{v}_{t}(S_{t+1})}-\overbrace{\theta_{t}^{\top}\phi_{t}}^{\hat{v}_{t}(S_{t})}\\ \boldsymbol{e}_{t} & = & \gamma\lambda\boldsymbol{e}_{t-1}+\alpha\phi_{t}\\ \theta_{t+1} & = & \theta_{t}+\delta_{t}\boldsymbol{e}_{t}\end{aligned}\]where \(\boldsymbol{e}_{t}\) is called eligibility traces containing footprints of recently visited states and \(\boldsymbol{e}_{0}=\boldsymbol{0}\). Instead of updating \(\theta_{t+1}\) toward \(\phi_{t}\) weighted by some quantity, here we update \(\theta_{t+1}\) towards \(\boldsymbol{e}_{t}\) which accumulates many visited states in the past, weighted down exponentially by $\gamma\lambda$. Essentially if the agent is highly rewarded in a state $s’$, not only the preceding state $s$ leading to $s’$ that is credited, but all previous states leading to $s$ are also given credits (although exponentially less because of $\gamma\lambda$ factor). The following is a well-known result.

**Theorem.** The sum of offline updates is identical for
forward-view and backward-view TD$(\lambda)$
\(\sum_{t=1}^{T}\delta_{t}\boldsymbol{e}_{t}=\sum_{t=1}^{T}\alpha\left(L_{\theta}^{\lambda}(t)-\hat{v}(S_{t})\right)\phi_{t}\)
where $T$ is the last time step in the episode.

Although interesting, the two views are not equivalent for online updates (only approximatedly equal).

## Idea of the paper

The paper proposes a $\lambda$-return called truncated $\lambda$-return which is basically like the classical $\lambda$-return except that it is truncated at the current time step. This gives rise to a new forward-view and backward-view TD$(\lambda)$ which they call true online TD$(\lambda)$. It is called so because of the following theorem given in the paper.

**Theorem.** $\theta_{t}$ from backward update is exactly equal to
$\theta_{t,t}$ from forward update for all $t$.

The new backward-view update equations are

\[\begin{aligned} \delta_{t}&=&R_{t+1}+\gamma\theta_{t}^{\top}\phi_{t+1}-\theta_{t-1}^{\top}\phi_{t}\\ \boldsymbol{e}_{t}&=&\gamma\lambda\boldsymbol{e}_{t-1}+\alpha_{t}\phi_{t} -\alpha_{t}\gamma\lambda\left(\boldsymbol{e}_{t-1}^{\top}\phi_{t}\right)\phi_{t}\\ \theta_{t+1}&=&\theta_{t}+\delta_{t}\boldsymbol{e}_{t} +\alpha_{t}\left(\theta_{t-1}^{\top}\phi_{t}-\theta_{t}^{\top}\phi_{t}\right)\phi_{t}.\end{aligned}\]