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An Adiabatic Theorem for Policy Tracking with TD-learning

2020-10-24 · Neil Walton

We evaluate the ability of temporal difference learning to track the reward function of a policy as it changes over time. Our results apply a new adiabatic theorem that bounds the mixing time of time-inhomogeneous Markov chains. We derive finite-time bounds for tabular temporal difference learning and $Q$-learning when the policy used for training changes in time. To achieve this, we develop bounds for stochastic approximation under asynchronous adiabatic updates.

📄 PDF Abstract BibTeX arXiv:2010.12848

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