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arXiv (Cornell University)
Finite time analysis of temporal difference learning with linear function approximation: Tail averaging and regularisation
October 2022 • Gandharv Patil, L. A. Prashanth, Anant Raj, Doina Precup
We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice that does not require information about the eigenvalues of the matrix underlying the projected TD fixed point. Our analysis shows that tail-averaged TD converges at the optimal $O\left(1/t\right)$ rate, both in expectation and with high probability. In addition, our bounds exhibit…
Mathematics
Temporal Difference Learning
Mathematical Analysis
Computer Science
Physics
Reinforcement Learning
Artificial Intelligence
Materials Science
Biology
Quantum Mechanics
Evolutionary Biology
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