Finite-Sample Analysis of GTD Algorithms

2020.

Cited by: 0|Views66

Abstract:

In this paper, we analyze the convergence rate of the gradient temporal difference learning (GTD) family of algorithms. Previous analyses of this class of algorithms use ODE techniques to prove asymptotic convergence, and to the best of our knowledge, no finite-sample analysis has been done. Moreover, there has been not much work on fin...More

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