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arXiv 0909.2934cs.LGcs.AI
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一种收敛的在线单时标演员评判算法

A Convergent Online Single Time Scale Actor Critic Algorithm

Technion(以色列理工学院)

D. Di Castro, R. Meir

摘要:

基于Actor-Critic的方法是最早在一般环境中解决强化学习的方法之一。最近,这些算法已经获得了新的兴趣,由于其通用性,良好的收敛性能,和可能的生物相关性。在本文中,我们介绍了一个在线的时间差的演员评论家算法被证明是收敛到一个局部最大值的平均回报的邻域。评价者使用线性函数近似来估计价值函数和从评价者传递到执行者的时间差信号。本收敛性证明的主要区别特征是演员和评论家都在类似的时间尺度上操作,而在大多数当前收敛性证明中,它们需要具有非常不同的时间尺度才能收敛。此外,使用相同的时间差信号来更新演员和评论家两者的参数。所提出的方法的一个局限性,两个时间尺度收敛的结果相比,是收敛只保证一个最优值的邻域,而不是最优值本身。演员和评论家使用的单个时间尺度和相同的时间差信号可以提供朝向在大脑中构建更生物现实的强化学习模型的步骤。

英文摘要:

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological relevance. In this paper, we introduce an online temporal difference based actor-critic algorithm which is proved to converge to a neighborhood of a local maximum of the average reward. Linear function approximation is used by the critic in order estimate the value function, and the temporal difference signal, which is passed from the critic to the actor. The main distinguishing feature of the present convergence proof is that both the actor and the critic operate on a similar time scale, while in most current convergence proofs they are required to have very different time scales in order to converge. Moreover, the same temporal difference signal is used to update the parameters of both the actor and the critic. A limitation of the proposed approach, compared to results available for two time scale convergence, is that convergence is guaranteed only to a neighborhood of an optimal value, rather to an optimal value itself. The single time scale and identical temporal difference signal used by the actor and the critic, may provide a step towards constructing more biologically realistic models of reinforcement learning in the brain.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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