Reinforcement Learning Through Gradient Descent
Abstract
Reinforcement learning is often done using parameterized function approximators to store value functions. Algorithms are typically developed for lookup tables, and then applied to function approximators by using backpropagation. This can lead to algorithms diverging on very small, simple MDPs and Markov chains, even with linear function approximators and epoch wise training. These algorithms are also very difficult to analyze, and difficult to combine with other algorithms. A series of new families of algorithms are derived based on stochastic gradient descent. Since they are derived from first principles with function approximators in mind, they have guaranteed convergence to local minima, even on general nonlinear function approximators. For both residual algorithms and VAPS algorithms, it is possible to take any of the standard algorithms in the field, such as Q learning or SARSA or value iteration, and rederive a new form of it with provable convergence. In addition to better convergence properties, it is shown how gradient descent allows an inelegant, inconvenient algorithm like Advantage updating to be converted into a much simpler and more easily analyzed algorithm like Advantage learning. hi this case that is very useful, since Advantages can be learned thousands of times faster than Q values for continuous time problems. In this case, there are significant practical benefits of using gradient descent based techniques. In addition to improving both the theory and practice of existing types of algorithms, the gradient descent approach makes it possible to create entirely new classes of reinforcement learning algorithms. VAPS algorithms can be derived that ignore values altogether, and simply learn good policies directly. One hallmark of gradient descent is the ease with which different algorithms can be combined, and this is a prime example.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 14, 1999
- Accession Number
- ADA366228
Entities
People
- Leemon C. Baird Iii
Organizations
- Carnegie Mellon University