Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme
We analyze the DQN reinforcement learning algorithm as a stochastic approximation scheme using the o.d.e. (for 'ordinary differential equation') approach and point out certain theoretical issues. We then propose a modified scheme called Full Gradient DQN (FG-DQN, for short) that has a sound theoretical basis and compare it with the original scheme on sample problems. We observe a better performance for FG-DQN.
Code (0)
등록된 구현이 없습니다.
Tasks
reinforcement-learningReinforcement LearningReinforcement Learning (RL)Methods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Full Gradient Deep Reinforcement Learning for Average-Reward Criterion
We extend the provably convergent Full Gradient DQN algorithm for discounted reward Markov decision processes from Avrachenkov et al. (2021) to average reward problems. We experimentally compare widely used RVI Q-Learnin…
Deep Reinforcement LearningMulti-Armed BanditsQ-Learningreinforcement-learning+1Provably Convergent Two-Timescale Off-Policy Actor-Critic with Function Approximation
We present the first provably convergent two-timescale off-policy actor-critic algorithm (COF-PAC) with function approximation. Key to COF-PAC is the introduction of a new critic, the emphasis critic, which is trained vi…
Vocal Bursts Valence PredictionSmoothed Q-learning
In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelp…
Q-Learningreinforcement-learningReinforcement Learning (RL)Unsupervised approaches based on optimal transport and convex analysis for inverse problems in imaging
Unsupervised deep learning approaches have recently become one of the crucial research areas in imaging owing to their ability to learn expressive and powerful reconstruction operators even when paired high-quality train…
SurveyMirror and Preconditioned Gradient Descent in Wasserstein Space
As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasse…