Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Proximal Algorithms and Temporal Differences for Large Linear Systems:
  Extrapolation, Approximation, and Simulation   We consider large linear and nonlinear fixed point problems, and solution
with proximal algorithms. We show that there is a close connection between two
seemingly different types of methods from distinct fields: 1) Proximal
iterations for linear systems of equations, which are prominent in numerical
analysis and convex optimization, and 2) Temporal difference (TD) type methods,
such as TD(lambda), LSTD(lambda), and LSPE(lambda), which are central in
simulation-based approximate dynamic programming/reinforcement learning
(DP/RL), and its recent prominent successes in large-scale game contexts, among
others.
  One benefit of this connection is a new and simple way to accelerate the
standard proximal algorithm by extrapolation towards the TD iteration, which
generically has a faster convergence rate. Another benefit is the potential
integration into the proximal algorithmic context of several new ideas that
have emerged in the DP/RL context. We discuss some of the possibilities, and in
particular, algorithms that project each proximal iterate onto the subspace
spanned by a small number of basis functions, using low-dimensional
calculations and simulation. A third benefit is that insights and analysis from
proximal algorithms can be brought to bear on the enhancement of TD methods.
  The linear fixed point methodology can be extended to nonlinear fixed point
problems involving a contraction, thus providing guaranteed and potentially
substantial acceleration of the proximal and forward backward splitting
algorithms at no extra cost. Moreover, the connection of proximal and TD
methods can be extended to nonlinear (nondifferentiable) fixed point problems
through new proximal-like algorithms that involve successive linearization,
similar to policy iteration in DP.

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The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
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The categories of this paper are: cmp-lg
15
The categories of this paper are: nucl-ex
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The categories of this paper are: q-fin
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The categories of this paper are: acc-phys
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The categories of this paper are: solv-int
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The categories of this paper are: eess
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The categories of this paper are: patt-sol
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The categories of this paper are: nucl-th
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The categories of this paper are: comp-gas
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The categories of this paper are: ao-sci
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The categories of this paper are: math-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: q-bio
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The categories of this paper are: astro-ph