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

Institutions

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
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

On Convergence Rate of MRetrace

Yu Gong, Wenhao Wang, Xingguo Chen, Shangdong Yang et al.
1 citations
Mathematics
Mathematical Approximation and Integration
0.73
article

On Convergence Rate of MRetrace

Yu Gong, Wenhao Wang, Xingguo Chen, Shangdong Yang, Wangrong Qin
article en
1 citations

Abstract

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.

MathematicsVol. 12(18)
National University of Defense Technology (CN), Nanjing University of Posts and Telecommunications (CN)
Openalex Percentile: Top 31%
Mathematical Approximation and Integration
0.73
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

On Convergence Rate of MRetrace — Yu Gong, Wenhao Wang, et al. · Mathematics (2024) | TGRS Research Map | TGRS