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Poster

Neural Temporal-Difference Learning Converges to Global Optima

Qi Cai · Zhuoran Yang · Jason Lee · Zhaoran Wang

East Exhibition Hall B, C #211

Keywords: [ Non-Convex Optimization ] [ Optimization ] [ Reinforcement Learning and Planning ] [ Multi-Agent RL ]


Abstract:

Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to nonconvexity and even divergence in optimization. As a result, the global convergence of neural TD remains unclear. In this paper, we prove for the first time that neural TD converges at a sublinear rate to the global optimum of the mean-squared projected Bellman error for policy evaluation. In particular, we show how such global convergence is enabled by the overparametrization of neural networks, which also plays a vital role in the empirical success of neural TD. Beyond policy evaluation, we establish the global convergence of neural (soft) Q-learning, which is further connected to that of policy gradient algorithms.

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