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The mathematics behind TD

The temporal difference (TD) model (Sutton & Barto, 1990) is an extension of the ideas underlying the RW model (Rescorla & Wagner, 1972). Most notably the TD model abandons the construct of a “trial”, favoring instead time-based formulations. Also notable is the introduction of eligibility traces, which allow the model to bridge temporal gaps and deal with the credit assigment problem.

Implementation note: As of calmr version 0.6.2, stimulus representation in TD is based on complete serial compounds (i.e., time-specific stimulus elements entirely discriminable from each other), and the eligibility traces are of the replacing type.

General Note: There are several descriptions of the TD model out there, however, all of the ones I found were opaque when it comes to implementation. Hence, the following description of the model has a focus on implementational details.

1 - Maintaining stimulus representations

TD maintains stimulus traces as eligibility traces. The elegibility of stimulus \(i\) at time \(t\), \(e_i^t\), is given by:

\[ \tag{Eq. 1} e_i^t = e_i^{t-1} \sigma \gamma + x_i^t \]

where \(\sigma\) and \(\gamma\) are decay and discount parameters, respectively, and \(x_i^t\) is the activation of stimulus \(i\) at time \(t\) (1 or 0 for present and absent stimuli, respectively).

Internally, \(e_i\) is represented as a vector of length \(d\), where \(d\) is the number of stimulus compounds (not in the general sense of the word compound, but in terms of complete serial compounds, or CSC). For example, a 2s stimulus in a model with a time resolution of 0.5s will have a \(d = 4\), and the second entry in that vector represents the eligibility of the compound active after the stimulus has been present for 1s.

Similarly, \(x_i^t\) entails the specific compound of stimulus \(i\) at time \(t\), and not the general activation of \(i\) at that time. For example, suppose two, 2s stimuli, \(A\) and \(B\) are presented with an overlap of 1s, with \(A\)’s onset occurring first. Can you guess what stimulus compounds will be active at \(t = 2\) with a time resolution of 0.5s?1

2 - Generating expectations

The TD model generates stimulus expectations2 based on the presented stimuli, not on the strength of eligibility traces. The expectation of of stimulus \(j\) at time \(t\), \(V_j^t\), is given by:

\[ \tag{Eq. 2} V_j^t = w_j^{t'} x^t = \sum_i^K w_{i,j}^t x_i^t \]

Where \(w_j^t\) is a matrix of stimulus weights at time \(t\) pointing towards \(j\), \('\) denotes transposition, and \(w_{i,j}\) denotes an entry in a square matrix denoting the association from \(i\) to \(j\). As with the eligibility traces above, the entries in each matrix are the weights of specific stimulus compounds.

Internally, the \(w_j^t\) is constructed on a trial-by-trial, step-by-step basis, depending on the stimulus compounds active at the time.

3 - Learning associations

Owing to its name, the TD model updates associations based on a temporally discounted prediction of upcoming stimuli. This temporal difference error term is given by:

\[ \tag{Eq. 3} \delta_j^t = \lambda_j^t + \gamma V_j^t - V_j^{t-1} \]

where \(\lambda_j\) is the value of stimulus \(j\) at time \(t\), which also determines the assymptote for stimulus weights towards \(j\).

The temporal difference error term is used to update \(w\) via:

\[ \tag{Eq. 4} w_{i,j}^t = w_{i,j}^t + \alpha_i \beta(x_j^t) \delta_j^t e_i^t \]

where \(\alpha_i\) is a learning rate parameter for stimulus \(i\), and \(\beta(x_j)\) is a function that returns one of two learning rate parameters (\(\beta_{on}\) or \(\beta_{off}\)) depending on whether \(j\) is being presented or not at time \(t\).

4 - Generating responses

As with many associative learning models, the transformation between stimulus expectations and responding is unspecified/left in the hands of the user. The TD model does not return a response vector, but it suffices to assume that responding is the identity function on the expected stimulus values, as follows:

\[ \tag{Eq. 5} r_j^t = V_j^t \]


Rescorla, R. A., & Wagner, A. R. (1972). A theory of Pavlovian conditioning: Variations in the effectiveness of reinforcement and nonreinforcement. In A. H. Black & W. F. Prokasy (Eds.), Classical conditioning II: Current research and theory. (pp. 64–69). Appleton-Century-Crofts.
Sutton, R. S., & Barto, A. G. (1990). Time-derivative models of Pavlovian reinforcement. In M. Gabriel & J. W. Moore (Eds.), Learning and computational neuroscience (pp. 497–537). MIT Press.