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Recursive Least-Squares Temporal Difference With Gradient Correction
DOI:10.1109/TCYB.2019.2902342.png)
摘要
En 中文
Since the late 1980s, temporal difference (TD) learning has dominated the research area of policy evaluation algorithms. However, the demand for the avoidance of TD defects, such as low data-efficiency and divergence in off-policy learning, has inspired the studies of a large number of novel TD-based approaches. Gradient-based and least-squares-based algorithms comprise the major part of these new approaches. This paper aims to combine advantages of these two categories to derive an efficient policy evaluation algorithm with O(n(2)) per-time-step runtime complexity. The least-squares-based framework is adopted, and the gradient correction is used to improve convergence performance. This paper begins with the revision of a previous O(n(3)) batch algorithm, least-squares TD with a gradient correction (LS-TDC) to regularize the parameter vector. Based on the recursive least-squares technique, an O(n(2)) counterpart of LS-TDC called RC is proposed. To increase data efficiency, we generalize RC with eligibility traces. An off-policy extension is also proposed based on importance sampling. In addition, the convergence analysis for RC as well as LS-TDC is given. The empirical results in both on-policy and off-policy benchmarks show that RC has a higher estimation accuracy than that of RLSTD and a significantly lower runtime complexity than that of LSTDC.
Keyword:
Policy evaluation
reinforcement learning (RL)
temporal differences (TDs)
value function approximation
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期刊
IF:
10.5
论文数:
1.1W
被引数:
5.0W
机构
引用论文
A Clustering-Based Graph Laplacian Framework for Value Function Approximation in Reinforcement Learning基于聚类的图拉普拉斯框架,用于强化学习中的值函数逼近

