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Poster

Non-Asymptotic Analysis for Two Time-scale TDC with General Smooth Function Approximation

Yue Wang · Shaofeng Zou · Yi Zhou

Keywords: [ Reinforcement Learning and Planning ]


Abstract: Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to the one with general smooth function approximation. The asymptotic convergence for the on-policy setting with general smooth function approximation was established in [Bhatnagar et al., 2009], however, the non-asymptotic convergence analysis remains unsolved due to challenges in the non-linear and two-time-scale update structure, non-convex objective function and the projection onto a time-varying tangent plane. In this paper, we develop novel techniques to address the above challenges and explicitly characterize the non-asymptotic error bound for the general off-policy setting with i.i.d. or Markovian samples, and show that it converges as fast as $\mathcal O(1/\sqrt T)$ (up to a factor of $\mathcal O(\log T)$). Our approach can be applied to a wide range of value-based reinforcement learning algorithms with general smooth function approximation.

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