首次在最弱假设下实现单循环强化学习的最优样本复杂度。
Achieving $ε^{-2}$ Sample Complexity for Single-Loop Actor-Critic under Minimal Assumptions
- 采用耦合李雅普诺夫漂移框架分析单循环更新。
- 在仅需不可约马尔可夫链条件下达到ε⁻²样本复杂度。
- 适用于自然策略梯度等广泛算法,适合理论研究者。
本文建立了离策略演员-评论家方法在强化学习中的最终迭代收敛速率。在单循环、单时标实现下,对包括近似策略迭代和自然策略梯度在内的广义策略更新,首次在最小假设(即存在诱导不可约马尔可夫链的策略)下证明了找到ε-最优策略的$ ilde{oldsymbol{ ext{O}}}(ε^{-2})$样本复杂度。这与现有文献形成鲜明对比——以往此类复杂度仅在嵌套循环或强且依赖算法的假设(如均匀混合、均匀探索)下成立。技术上,为应对单循环带来的耦合更新方程及离策略学习可能导致的无界迭代,分析基于耦合李雅普诺夫漂移框架,分别建立演员的几何收敛率与评论家的$ ilde{oldsymbol{ ext{O}}}(1/T)$收敛率,并通过交叉支配性质结合两个漂移不等式。该分析框架具有独立意义,或可推广至其他具有无界迭代的耦合迭代算法。
原文摘要 · Abstract (English)
In this paper, we establish last-iterate convergence rates for off-policy actor--critic methods in reinforcement learning. In particular, under a single-loop, single-timescale implementation and a broad class of policy updates, including approximate policy iteration and natural policy gradient methods, we prove the first $\tilde{\mathcal{O}}(ε^{-2})$ sample complexity guarantee for finding an $ε$-optimal policy under minimal assumptions, namely, the existence of a policy that induces an irreducible Markov chain. This stands in stark contrast to the existing literature, where an $\tilde{\mathcal{O}}(ε^{-2})$ sample complexity is achieved only through nested-loop updates and/or under strong, algorithm-dependent assumptions on the policies, such as uniform mixing and uniform exploration. Technically, to address the challenges posed by the coupled update equations arising from the single-loop implementation, as well as the potentially unbounded iterates induced by off-policy learning, our analysis is based on a coupled Lyapunov drift framework. Specifically, we establish a geometric convergence rate for the actor and an $\tilde{\mathcal{O}}(1/T)$ convergence rate for the critic, and combine the two Lyapunov drift inequalities through a cross-domination property. We believe this analytical framework is of independent interest and may be applicable to other coupled iterative algorithms with unbounded
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