A Concentration Bound for Two-Timescale Actor-Critic Algorithm
Prashansa Panda, Shalabh Bhatnagar
原文摘要
Significant research effort has been directed in recent years towards establishing both asymptotic and non-asymptotic convergence guarantees for two-timescale actor--critic algorithms, where the actor recursion is run on a slower timescale than the critic recursion. This work derives a uniform all-time concentration bound for the actor--critic algorithm with function approximation in the long-run average-reward setting. This bound helps us analyze the behavior of the actor parameter with high probability. We show that, after some finite time, the actor parameter enters a safe region and remains within it thereafter with high probability. Specifically, with probability at least $1-ε_1-ε_2$, the actor error $\Vert θ_k-θ^{*}\Vert$ is $O\left(\frac{n_0^{3/4}}{k}\frac{1}{\sqrt{ε_2}}+\left(\frac{1}{n_0}\right)^{1/4}\log^{1/4}\left(\frac{1}{ε_1}\right)+\left(\frac{1}{n_0}\right)^{1/4}\right)$ for all $k\geq n_0$ and sufficiently large $n_0$. We also present experimental results demonstrating that the aforementioned actor error diminishes with the number of actor-parameter updates.
cs.LG