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A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm

Machine Learning 2024-08-12 v1 Computer Science and Game Theory Theoretical Economics Optimization and Control

Abstract

This paper proposes a geometric approach for estimating the α\alpha value in Q learning. We establish a systematic framework that optimizes the {\alpha} parameter, thereby enhancing learning efficiency and stability. Our results show that there is a relationship between the learning rate and the angle between a vector T (total time steps in each episode of learning) and R (the reward vector for each episode). The concept of angular bisector between vectors T and R and Nash Equilibrium provide insight into estimating α\alpha such that the algorithm minimizes losses arising from exploration-exploitation trade-off.

Cite

@article{arxiv.2408.04911,
  title  = {A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm},
  author = {Kwadwo Osei Bonsu},
  journal= {arXiv preprint arXiv:2408.04911},
  year   = {2024}
}
R2 v1 2026-06-28T18:08:24.470Z