改进强化学习中的时序差分算法,让其对学习率不敏感且更稳定。
Stabilizing Temporal Difference Learning via Implicit Stochastic Recursion
- 将TD更新转化为不动点方程,提升稳定性
- 理论证明几乎必然收敛和有限时间误差界
- 适合对学习率敏感的现代强化学习任务
时序差分(TD)学习是强化学习的基础算法,近四十年来广泛应用于实际任务并作为复杂算法的基石。然而,TD方法通常对学习率选择敏感,不当的选择会显著增加方差并减缓收敛速度。实践中常通过试错寻找稳定学习率,但效率低下。本文提出隐式TD算法,将TD更新重构为不动点方程,提升了稳定性且对学习率不敏感,同时保持计算高效。我们推导了几乎必然收敛性保证与带投影步骤的有限时间误差界。实验表明,该方法适用于更广泛的学习率范围,在多种在线与离线策略评估任务中均表现优越。
原文摘要 · Abstract (English)
Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized algorithms. However, despite its widespread use, TD procedures are generally sensitive to step size specification. A poor choice of step size can dramatically increase variance and slow convergence in both on-policy and off-policy evaluation tasks. In practice, researchers often use trial and error to identify stable step sizes, but these approaches tend to be ad hoc and inefficient. As an alternative, we propose implicit TD algorithms that reformulate TD updates into fixed-point equations. Such updates are more stable and less sensitive to step size without sacrificing computational efficiency. Moreover, we derive almost sure convergence guarantees and finite-time error bounds (with a projection step) for the proposed implicit TD algorithms. Our results show that implicit TD algorithms are applicable to a much broader range of step sizes, and thus provide a robust and versatile framework for policy evaluation and value approximation in modern RL tasks. We demonstrate these benefits empirically through extensive numerical experiments spanning both on-policy and off-policy tasks.
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。