Abstract

The actor-critic (AC) algorithm is a popular method to find an optimal policy in reinforcement learning. In the infinite horizon scenario, the finite-sample convergence rate for the AC and natural actor-critic (NAC) algorithms has been established recently, but under independent and identically distributed (i.i.d.) sampling and single-sample update at each iteration. In contrast, this paper characterizes the convergence rate and sample complexity of AC and NAC under Markovian sampling, with mini-batch data for each iteration, and with actor having general policy class approximation. We show that the overall sample complexity for a mini-batch AC to attain an \(\epsilon\)-accurate stationary point improves the best known sample complexity of AC by an order of \(\mathcal\{O\}(\epsilon^\{-1\}log(1/\epsilon))\), and the overall sample complexity for a mini-batch NAC to attain an \(\epsilon\)-accurate globally optimal point improves the existing sample complexity of NAC by an order of \(\mat

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