On Convergence Rate of MRetrace
Off-policy is a key setting for reinforcement learning algorithms. In recent years, the stability of off-policy learning for value-based reinforcement learning has been guaranteed even when combined with linear function approximation and bootstrapping. Convergence rate analysis is currently a hot topic. However, the convergence rates of learning algorithms vary, and analyzing the reasons behind this remains an open problem. In this paper, we propose an essentially simplified version of a convergence rate to generate general off-policy temporal difference learning algorithms. We emphasize that the primary determinant influencing convergence rate is the minimum eigenvalue of the key matrix. Furthermore, we conduct a comparative analysis of the influencing factor across various off-policy learning algorithms in diverse numerical scenarios. The experimental findings validate the proposed determinant, which serves as a benchmark for the design of more efficient learning algorithms.
Authors
- Yu Gong (ORCID: https://orcid.org/0000-0002-3951-8814)
- Wenhao Wang (ORCID: https://orcid.org/0000-0002-9611-7013)
- Xingguo Chen (ORCID: https://orcid.org/0000-0002-8757-1767)
- Shangdong Yang (ORCID: https://orcid.org/0000-0001-5379-9539)
- Wangrong Qin
Institutions
- National University of Defense Technology (CN)
- Nanjing University of Posts and Telecommunications (CN)
Publication Details
- Journal
- Mathematics
- Published
- 2024-09-20
- DOI
- https://doi.org/10.3390/math12182930
- Citations
- 1
- Primary Topic
- Mathematical Approximation and Integration
- Type
- article
- Field-Weighted Citation Impact
- 0.73