Finite-Time Performance Bounds and Adaptive Learning Rate Selection for Two Time-Scale Reinforcement Learning

14 July 2019

Papers citing "Finite-Time Performance Bounds and Adaptive Learning Rate Selection for Two Time-Scale Reinforcement Learning"

31 / 31 papers shown

Title
Fast Two-Time-Scale Stochastic Gradient Method with Applications in Reinforcement Learning Sihan Zeng Thinh T. Doan 56 5 0 15 May 2024
Rates of Convergence in the Central Limit Theorem for Markov Chains, with an Application to TD Learning R. Srikant 46 5 0 28 Jan 2024
Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications Jie Hu Vishwaraj Doshi Do Young Eun 38 4 0 17 Jan 2024
Tight Finite Time Bounds of Two-Time-Scale Linear Stochastic Approximation with Markovian Noise Shaan ul Haque S. Khodadadian S. T. Maguluri 44 11 0 31 Dec 2023
Finite-Time Analysis of Whittle Index based Q-Learning for Restless Multi-Armed Bandits with Neural Network Function Approximation Guojun Xiong Jian Li 38 13 0 03 Oct 2023
High-probability sample complexities for policy evaluation with linear function approximation Gen Li Weichen Wu Yuejie Chi Cong Ma Alessandro Rinaldo Yuting Wei OffRL 35 7 0 30 May 2023
Intelligent gradient amplification for deep neural networks S. Basodi K. Pusuluri Xueli Xiao Yi Pan ODL 21 1 0 29 May 2023
Finite-Time Error Bounds for Greedy-GQ Yue Wang Yi Zhou Shaofeng Zou 34 1 0 06 Sep 2022
A Single-Timescale Analysis For Stochastic Approximation With Multiple Coupled Sequences Han Shen Tianyi Chen 54 15 0 21 Jun 2022
Stochastic Gradient Descent with Dependent Data for Offline Reinforcement Learning Jing-rong Dong Xin T. Tong OffRL 35 2 0 06 Feb 2022
Convergence Rates of Two-Time-Scale Gradient Descent-Ascent Dynamics for Solving Nonconvex Min-Max Problems Thinh T. Doan 22 15 0 17 Dec 2021
Finite-Time Error Bounds for Distributed Linear Stochastic Approximation Yixuan Lin V. Gupta Ji Liu 32 3 0 24 Nov 2021
Gradient Temporal Difference with Momentum: Stability and Convergence Rohan Deb S. Bhatnagar 19 5 0 22 Nov 2021
Finite-Time Complexity of Online Primal-Dual Natural Actor-Critic Algorithm for Constrained Markov Decision Processes Sihan Zeng Thinh T. Doan Justin Romberg 102 17 0 21 Oct 2021
PER-ETD: A Polynomially Efficient Emphatic Temporal Difference Learning Method Ziwei Guan Tengyu Xu Yingbin Liang 23 4 0 13 Oct 2021
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning Sihan Zeng Thinh T. Doan Justin Romberg 67 22 0 29 Sep 2021
Online Robust Reinforcement Learning with Model Uncertainty Yue Wang Shaofeng Zou OOD OffRL 76 97 0 29 Sep 2021
A Credibility-aware Swarm-Federated Deep Learning Framework in Internet of Vehicles Zhe Wang Xinhang Li Tianhao Wu Chen Xu Lin Zhang FedML 30 15 0 09 Aug 2021
Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning Pratik Ramprasad Yuantong Li Zhuoran Yang Zhaoran Wang W. Sun Guang Cheng OffRL 50 27 0 08 Aug 2021
Analysis of a Target-Based Actor-Critic Algorithm with Linear Function Approximation Anas Barakat Pascal Bianchi Julien Lehmann 32 9 0 14 Jun 2021
Finite-Time Convergence Rates of Nonlinear Two-Time-Scale Stochastic Approximation under Markovian Noise Thinh T. Doan 16 15 0 04 Apr 2021
Greedy-GQ with Variance Reduction: Finite-time Analysis and Improved Complexity Shaocong Ma Ziyi Chen Yi Zhou Shaofeng Zou 17 11 0 30 Mar 2021
Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysis Gen Li Changxiao Cai Ee Yuting Wei Yuejie Chi OffRL 55 75 0 12 Feb 2021
On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning Alain Durmus Eric Moulines A. Naumov S. Samsonov Hoi-To Wai 27 19 0 30 Jan 2021
Nonlinear Two-Time-Scale Stochastic Approximation: Convergence and Finite-Time Performance Thinh T. Doan 14 45 0 03 Nov 2020
Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model Gen Li Yuting Wei Yuejie Chi Yuxin Chen 34 125 0 26 May 2020
Non-asymptotic Convergence Analysis of Two Time-scale (Natural) Actor-Critic Algorithms Tengyu Xu Zhe Wang Yingbin Liang 26 57 0 07 May 2020
A Finite Time Analysis of Two Time-Scale Actor Critic Methods Yue Wu Weitong Zhang Pan Xu Quanquan Gu 90 146 0 04 May 2020
Finite-Time Analysis and Restarting Scheme for Linear Two-Time-Scale Stochastic Approximation Thinh T. Doan 21 36 0 23 Dec 2019
A Multistep Lyapunov Approach for Finite-Time Analysis of Biased Stochastic Approximation Gang Wang Bingcong Li G. Giannakis 31 28 0 10 Sep 2019
Finite-Sample Analysis for SARSA with Linear Function Approximation Shaofeng Zou Tengyu Xu Yingbin Liang 32 146 0 06 Feb 2019