`

Timezone: »

 
Poster
Finite Sample Analysis of Average-Reward TD Learning and $Q$-Learning
Sheng Zhang · Zhe Zhang · Siva Theja Maguluri

Wed Dec 08 04:30 PM -- 06:00 PM (PST) @
The focus of this paper is on sample complexity guarantees of average-reward reinforcement learning algorithms, which are known to be more challenging to study than their discounted-reward counterparts. To the best of our knowledge, we provide the first known finite sample guarantees using both constant and diminishing step sizes of (i) average-reward TD($\lambda$) with linear function approximation for policy evaluation and (ii) average-reward $Q$-learning in the tabular setting to find the optimal policy. A major challenge is that since the value functions are agnostic to an additive constant, the corresponding Bellman operators are no longer contraction mappings under any norm. We obtain the results for TD($\lambda$) by working in an appropriately defined subspace that ensures uniqueness of the solution. For $Q$-learning, we exploit the span seminorm contractive property of the Bellman operator, and construct a novel Lyapunov function obtained by infimal convolution of a generalized Moreau envelope and the indicator function of a set.

Author Information

Sheng Zhang (Georgia Institute of Technology)
Zhe Zhang
Siva Theja Maguluri (Georgia Institute of Technology)

More from the Same Authors

  • 2021 Poster: Finite-Sample Analysis of Off-Policy TD-Learning via Generalized Bellman Operators »
    Zaiwei Chen · Siva Theja Maguluri · Sanjay Shakkottai · Karthikeyan Shanmugam
  • 2020 Poster: Finite-Sample Analysis of Contractive Stochastic Approximation Using Smooth Convex Envelopes »
    Zaiwei Chen · Siva Theja Maguluri · Sanjay Shakkottai · Karthikeyan Shanmugam
  • 2019 : Poster and Coffee Break 1 »
    Aaron Sidford · Aditya Mahajan · Alejandro Ribeiro · Alex Lewandowski · Ali H Sayed · Ambuj Tewari · Angelika Steger · Anima Anandkumar · Asier Mujika · Hilbert J Kappen · Bolei Zhou · Byron Boots · Chelsea Finn · Chen-Yu Wei · Chi Jin · Ching-An Cheng · Christina Yu · Clement Gehring · Craig Boutilier · Dahua Lin · Daniel McNamee · Daniel Russo · David Brandfonbrener · Denny Zhou · Devesh Jha · Diego Romeres · Doina Precup · Dominik Thalmeier · Eduard Gorbunov · Elad Hazan · Elena Smirnova · Elvis Dohmatob · Emma Brunskill · Enrique Munoz de Cote · Ethan Waldie · Florian Meier · Florian Schaefer · Ge Liu · Gergely Neu · Haim Kaplan · Hao Sun · Hengshuai Yao · Jalaj Bhandari · James A Preiss · Jayakumar Subramanian · Jiajin Li · Jieping Ye · Jimmy Smith · Joan Bas Serrano · Joan Bruna · John Langford · Jonathan Lee · Jose A. Arjona-Medina · Kaiqing Zhang · Karan Singh · Yuping Luo · Zafarali Ahmed · Zaiwei Chen · Zhaoran Wang · Zhizhong Li · Zhuoran Yang · Ziping Xu · Ziyang Tang · Yi Mao · David Brandfonbrener · Shirli Di-Castro · Riashat Islam · Zuyue Fu · Abhishek Naik · Saurabh Kumar · Benjamin Petit · Angeliki Kamoutsi · Simone Totaro · Arvind Raghunathan · Rui Wu · Donghwan Lee · Dongsheng Ding · Alec Koppel · Hao Sun · Christian Tjandraatmadja · Mahdi Karami · Jincheng Mei · Chenjun Xiao · Junfeng Wen · Zichen (Vincent) Zhang · Ross Goroshin · Mohammad Pezeshki · Jiaqi Zhai · Philip Amortila · Shuo Huang · Mariya Vasileva · El houcine Bergou · Adel Ahmadyan · Haoran Sun · Sheng Zhang · Lukas Gruber · Yuanhao Wang · Tetiana Parshakova