Finite-Time Analysis of Entropy-Regularized Neural Natural Actor-Critic Algorithm
Natural actor-critic (NAC) and its variants, equipped with the representation power of neural networks, have demonstrated impressive empirical success in solving Markov decision problems with large state spaces. In this paper, we present a finite-time analysis of NAC with neural network approximation, and identify the roles of neural networks, regularization and optimization techniques (e.g., gradient clipping and averaging) to achieve provably good performance in terms of sample complexity, iteration complexity and overparametrization bounds for the actor and the critic. In particular, we prove that (i) entropy regularization and averaging ensure stability by providing sufficient exploration to avoid near-deterministic and strictly suboptimal policies and (ii) regularization leads to sharp sample complexity and network width bounds in the regularized MDPs, yielding a favorable bias-variance tradeoff in policy optimization. In the process, we identify the importance of uniform approximation power of the actor neural network to achieve global optimality in policy optimization due to distributional shift.
Code (0)
등록된 구현이 없습니다.
Methods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Linear Convergence of Entropy-Regularized Natural Policy Gradient with Linear Function Approximation
Natural policy gradient (NPG) methods with entropy regularization achieve impressive empirical success in reinforcement learning problems with large state-action spaces. However, their convergence properties and the impa…
Finite-Time Error Analysis of Soft Q-Learning: Switching System Approach
Soft Q-learning is a variation of Q-learning designed to solve entropy regularized Markov decision problems where an agent aims to maximize the entropy regularized value function. Despite its empirical success, there hav…
Q-LearningOptimal Rates of Convergence for Entropy Regularization in Discounted Markov Decision Processes
We study the error introduced by entropy regularization in infinite-horizon, discrete, discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength both in …
Policy Gradient MethodsIndependent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization
A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous …
Autonomous VehiclesPolicy Gradient MethodsGeometry and convergence of natural policy gradient methods
We study the convergence of several natural policy gradient (NPG) methods in infinite-horizon discounted Markov decision processes with regular policy parametrizations. For a variety of NPGs and reward functions we show …
Policy Gradient Methods