arXiv:2504.18743cs.LGmath.PR2025-04被引 4

首次给出自适应步长Q学习的有限时间收敛分析,解决异步更新难题。

From Set Convergence to Pointwise Convergence: Finite-Time Guarantees for Average-Reward Q-Learning with Adaptive Stepsizes

  • 用自适应步长作为状态动作对的本地时钟,实现非马尔可夫更新的稳定收敛。
  • 在均方意义下,迭代值以约1/k的速率收敛到最优Q函数。
  • 适用于强化学习中需快速收敛且异步更新的场景,如实时决策系统。

本文首次对采用异步实现的平均奖励Q-学习算法的最后迭代收敛性进行了有限时间分析。研究的核心是自适应步长,其作为每个状态-动作对的本地时钟。在适当假设下,该算法的迭代序列在跨度半范数下以$ ilde{ ext{O}}(1/k)$的速率(均方意义)收敛至最优Q函数。通过引入中心化步骤,进一步建立了点态均方收敛至中心化最优Q函数的结果,同样为$ ilde{ ext{O}}(1/k)$。证明表明,自适应步长不可或缺,否则算法无法收敛至正确目标。此外,自适应步长可视为一种隐式重要性采样,以抵消异步更新的影响。技术上,自适应步长使每次更新依赖整个样本历史,引入强相关性,导致非马尔可夫随机逼近。为此,本文提出:(1) 非马尔可夫随机逼近的时间异质马尔可夫重构;(2) 结合几乎必然的时间变界、条件分析与马尔可夫链集中不等式,打破自适应步长与迭代值间的强相关性。所发展工具有望广泛应用于一般带自适应步长的随机逼近分析。

原文摘要 · Abstract (English)

This work presents the first finite-time analysis for the last-iterate convergence of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes, which serve as local clocks for each state-action pair. We show that, under appropriate assumptions, the iterates generated by this $Q$-learning algorithm converge at a rate of $\tilde{\mathcal{O}}(1/k)$ (in the mean-square sense) to the optimal $Q$-function in the span seminorm. Moreover, by adding a centering step to the algorithm, we further establish pointwise mean-square convergence to the centered optimal $Q$-function, also at a rate of $\tilde{\mathcal{O}}(1/k)$. To prove these results, we show that adaptive stepsizes are necessary, as without them, the algorithm fails to converge to the correct target. In addition, adaptive stepsizes can be interpreted as a form of implicit importance sampling that counteracts the effects of asynchronous updates. Technically, the use of adaptive stepsizes makes each $Q$-learning update depend on the entire sample history, introducing strong correlations and making the algorithm a non-Markovian stochastic approximation (SA) scheme. Our approach to overcoming this challenge involves (1) a time-inhomogeneous Markovian reformulation of non-Markovian SA, and (2) a combination of almost-sure time-varying bounds, conditioning arguments, and Markov chain concentration inequalities to break the strong correlations between the adaptive stepsizes and the iterates. The tools developed in this work are likely to be broadly applicable to the analysis of general SA algorithms with adaptive stepsizes.

强化学习Q学习收敛分析自适应步长

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。