证明了平均奖励RL中局部学习率可收敛,全局学习率却可能发散
On the Divergence of Differential Temporal Difference Learning without Local Clocks
- 用局部/全局时钟区分两种学习率,分析其收敛性差异
- 构造反例:局部时钟收敛时,全局时钟可能导致发散
- 解决平均奖励RL中的长期开放问题,适合强化学习研究者
学习率是强化学习中的关键组件。本文通过全局时钟(仅依赖时间步t)和局部时钟(依赖状态访问次数ν(s,t))区分两类学习率。在折扣型强化学习中,两者收敛性等价,且未发现反例。但本工作首次证明,在平均奖励强化学习中,这种对应关系不成立:构造的反例显示,差分时序差分学习在局部时钟下收敛,但在全局时钟下可能发散。该结果解决了Wan等人[2021]、Blaser等人[2026]提出的开放问题。
原文摘要 · Abstract (English)
Learning rate is a critical component of reinforcement learning (RL). This work uses global and local clocks to distinguish two types of learning rates. The former is of the standard form $α_t$ that depends only on the time step $t$ (i.e., a global clock). The latter is of the form $α_{ν(S_t, t)}$, where $ν(s, t)$ counts the number of visits to state $s$ until time $t$ (i.e., a local clock). In discounted RL, an RL algorithm that is convergent with a local clock is always also convergent with a global clock, and vice versa. We are not aware of any counterexample. The key contribution of this work is to show that this nice correspondence breaks down in average-reward RL. Specifically, we construct a counterexample showing that although differential temporal difference learning is convergent with a local clock, it can diverge with a global clock. This counterexample closes the open problem in Wan et al. [2021], Blaser et al. [2026].
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