Non-asymptotic Analysis For Single-loop (natural) Actor-critic With Compatible Function Approximation
2024 Β· Yudan Wang, Yue Wang, Yi Zhou, et al.
Abstract
Actor-critic (AC) is a powerful method for learning an optimal policy in reinforcement learning, where the critic uses algorithms, e.g., temporal difference (TD) learning with function approximation, to evaluate the current policy and the actor updates the policy along an approximate gradient direction using information from the critic. This paper provides the \textit\{tightest\} non-asymptotic convergence bounds for both the AC and natural AC (NAC) algorithms. Specifically, existing studies show that AC converges to an \(\epsilon+\epsilon_\{\text\{critic\}\}\) neighborhood of stationary points with the best known sample complexity of \(\mathcal\{O\}(\epsilon^\{-2\})\) (up to a log factor), and NAC converges to an \(\epsilon+\epsilon_\{\text\{critic\}\}+\sqrt\{\epsilon_\{\text\{actor\}\}\}\) neighborhood of the global optimum with the best known sample complexity of \(\mathcal\{O\}(\epsilon^\{-3\})\), where \(\epsilon_\{\text\{critic\}\}\) is the approximation error of the critic and \
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