惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

U
Unit 42
罗磊的独立博客
博客园 - 聂微东
T
The Blog of Author Tim Ferriss
博客园 - 司徒正美
Stack Overflow Blog
Stack Overflow Blog
F
Fortinet All Blogs
A
About on SuperTechFans
腾讯CDC
Apple Machine Learning Research
Apple Machine Learning Research
B
Blog RSS Feed
IT之家
IT之家
V
Visual Studio Blog
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
宝玉的分享
宝玉的分享
C
Check Point Blog
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Vercel News
Vercel News
爱范儿
爱范儿
Microsoft Security Blog
Microsoft Security Blog
月光博客
月光博客
T
Tailwind CSS Blog
The Cloudflare Blog
Hugging Face - Blog
Hugging Face - Blog

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Sample Complexity Bounds for Two Timescale Value-based Re...
Tengyu Xu, Yingbin Liang · 2020-11-10 · via stat.ML updates on arXiv.org

Two timescale stochastic approximation (SA) has been widely used in value-based reinforcement learning algorithms. In the policy evaluation setting, it can model the linear and nonlinear temporal difference learning with gradient correction (TDC) algorithms as linear SA and nonlinear SA, respectively. In the policy optimization setting, two timescale nonlinear SA can also model the greedy gradient-Q (Greedy-GQ) algorithm. In previous studies, the non-asymptotic analysis of linear TDC and Greedy-GQ has been studied in the Markovian setting, with diminishing or accuracy-dependent stepsize. For the nonlinear TDC algorithm, only the asymptotic convergence has been established. In this paper, we study the non-asymptotic convergence rate of two timescale linear and nonlinear TDC and Greedy-GQ under Markovian sampling and with accuracy-independent constant stepsize. For linear TDC, we provide a novel non-asymptotic analysis and show that it attains an $ε$-accurate solution with the optimal sample complexity of $\mathcal{O}(ε^{-1}\log(1/ε))$ under a constant stepsize. For nonlinear TDC and Greedy-GQ, we show that both algorithms attain $ε$-accurate stationary solution with sample complexity $\mathcal{O}(ε^{-2})$. It is the first non-asymptotic convergence result established for nonlinear TDC under Markovian sampling and our result for Greedy-GQ outperforms the previous result orderwisely by a factor of $\mathcal{O}(ε^{-1}\log(1/ε))$.