Abstract
This paper studies a gradient temporal difference (GTD) algorithm using neural network (NN) function approximators to minimize the mean squared Bellman error (MSBE). For off-policy learning, we show that the minimum MSBE problem can be recast into a min-max optimization involving a pair of over-parameterized primal-dual NNs. The resultant formulation can then be tackled using a neural GTD algorithm. We analyze the convergence of the proposed algorithm with a 2-layer ReLU NN architecture using m neurons and prove that it computes an approximate optimal solution to the minimum MSBE problem as m ! 1.
Original language | English (US) |
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Journal | Advances in Neural Information Processing Systems |
Volume | 2020-December |
State | Published - 2020 |
Event | 34th Conference on Neural Information Processing Systems, NeurIPS 2020 - Virtual, Online Duration: Dec 6 2020 → Dec 12 2020 |
Bibliographical note
Publisher Copyright:© 2020 Neural information processing systems foundation. All rights reserved.