Many reinforcement learning algorithms rely on value estimation. However, the most widely used algorithms -- namely temporal difference algorithms -- can diverge under both off-policy sampling and nonlinear function approximation. Many algorithms have been developed for off-policy value estimation which are sound under linear function approximation, based on the linear mean-squared projected Bellman error (PBE). Extending these methods to the non-linear case has been largely unsuccessful. Recently, several methods have been introduced that approximate a different objective, called the mean-squared Bellman error (BE), which naturally facilities nonlinear approximation. In this work, we build on these insights and introduce a new generalized PBE, that extends the linear PBE to the nonlinear setting. We show how this generalized objective unifies previous work, including previous theory, and obtain new bounds for the value error of the solutions of the generalized objective. We derive an easy-to-use, but sound, algorithm to minimize the generalized objective which is more stable across runs, is less sensitive to hyperparameters, and performs favorably across four control domains with neural network function approximation.
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