An Adiabatic Theorem for Policy Tracking with TD-learning
Machine Learning
2020-11-03 v2 Artificial Intelligence
Probability
Abstract
We evaluate the ability of temporal difference learning to track the reward function of a policy as it changes over time. Our results apply a new adiabatic theorem that bounds the mixing time of time-inhomogeneous Markov chains. We derive finite-time bounds for tabular temporal difference learning and -learning when the policy used for training changes in time. To achieve this, we develop bounds for stochastic approximation under asynchronous adiabatic updates.
Keywords
Cite
@article{arxiv.2010.12848,
title = {An Adiabatic Theorem for Policy Tracking with TD-learning},
author = {Neil Walton},
journal= {arXiv preprint arXiv:2010.12848},
year = {2020}
}