We introduce PASTA (Perceptual Assessment System for explanaTion of Artificial Intelligence), a novel human-centric framework for evaluating eXplainable AI (XAI) techniques in computer vision. Our first contribution is the creation of the PASTA-dataset, the first large-scale benchmark that spans a diverse set of models and both saliency-based and concept-based explanation methods. This dataset enables robust, comparative analysis of XAI techniques based on human judgment. Our second contribution is an automated, data-driven benchmark that predicts human preferences using the PASTA-dataset. This scoring called PASTA-score method offers scalable, reliable, and consistent evaluation aligned with human perception. Additionally, our benchmark allows for comparisons between explanations across different modalities, an aspect previously unaddressed. We then propose to apply our scoring method to probe the interpretability of existing models and to build more human interpretable XAI methods.

Temporal Difference (TD) algorithms are widely used in Deep Reinforcement Learning (RL). Their performance is heavily influenced by the size of the neural network. While in supervised learning, the regime of over-parameterization and its benefits are well understood, the situation in RL is much less clear. In this paper, we present a theoretical analysis of the influence of network size and $l_2$-regularization on performance. We identify the ratio between the number of parameters and the number of visited states as a crucial factor and define over-parameterization as the regime when it is larger than one. Furthermore, we observe a double descent phenomenon, i.e., a sudden drop in performance around the parameter/state ratio of one. Leveraging random features and the lazy training regime, we study the regularized Least-Square Temporal Difference (LSTD) algorithm in an asymptotic regime, as both the number of parameters and states go to infinity, maintaining a constant ratio. We derive deterministic limits of both the empirical and the true Mean-Squared Bellman Error (MSBE) that feature correction terms responsible for the double descent. Correction terms vanish when the $l_2$-regularization is increased or the number of unvisited states goes to zero. Numerical experiments with synthetic and small real-world environments closely match the theoretical predictions.

Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular, when TD is performed in a universal reproducing kernel Hilbert space (RKHS), we prove convergence of the averaged iterates to the optimal value function, even when it does not belong to the RKHS. We provide explicit convergence rates that depend on a source condition relating the regularity of the optimal value function to the RKHS. We illustrate this convergence numerically on a simple continuous-state Markov reward process.