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 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 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}
}