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English(EN) Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA

新技术分析Q学习的收敛性和随机逼近中的偏差

研究人员开发了一种新技术,用于分析非光滑收缩随机逼近(SA)动力学,这与Q学习特别相关。该研究在Wasserstein距离下,对加性噪声以及加性和乘性噪声的同步/异步Q学习的迭代弱收敛到平稳极限分布进行了证明。引入了一种新颖的预极限耦合方法,以证明稳态收敛并表征步长趋近于零时的极限分布,揭示了与光滑SA不同,存在与步长平方根成比例的渐近偏差。 AI

影响 引入了一种分析Q学习收敛性和偏差的新颖方法,有可能提高强化学习算法的性能。

排序理由 学术论文,详细介绍了一种分析机器学习算法的新理论方法。[lever_c_demoted from research: ic=1 ai=1.0]

在 arXiv cs.LG 阅读 →

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新技术分析Q学习的收敛性和随机逼近中的偏差

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学术论文,详细介绍了一种分析机器学习算法的新理论方法。[lever_c_demoted from research: ic=1 ai=1.0]
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报道来源 [1]

  1. arXiv cs.LG TIER_1 English(EN) · Yixuan Zhang, Dongyan Huo, Yudong Chen, Qiaomin Xie ·

    常步长非光滑收缩随机逼近的预极限耦合与稳态收敛性

    arXiv:2404.06023v3 Announce Type: replace-cross Abstract: Motivated by Q-learning, we study nonsmooth contractive stochastic approximation (SA) with constant stepsize. We focus on two important classes of dynamics: 1) nonsmooth contractive SA with additive noise, and 2) synchrono…