Gradient descent temporal difference-difference learning
Off-policy learning algorithms, in which an agent updates the value function of the optimal policy while selecting actions using an independent exploration policy, provide an effective solution to the explore-exploit tradeoff and have proven to be of great practical value in reinforcement learning. While these algorithms are not in general guaranteed to be stable, even for simple convex problems such as linear value function approximation, alternative algorithms that are provably convergent in such cases have been introduced, the most well known being gradient descent temporal difference (GTD) learning. This algorithm and others like it, however, tend to converge much more slowly than conventional temporal difference learning. In this paper we propose gradient descent temporal difference-difference (Gradient-DD) learning in order to accelerate GTD learning by introducing second-order differences in successive parameter updates. We investigate this algorithm in the framework of linear value function approximation and analytically showing its improvement over GTD learning. Studying the model empirically on the random walk and Boyan-chain prediction tasks, we find substantial improvement over GTD learning and, in several cases, better performance even than conventional TD learning.
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