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Gradient Temporal-Difference Learning Algorithms

  • Author / Creator
    Maei, Hamid Reza
  • We present a new family of gradient temporal-difference (TD) learning methods with function approximation whose complexity, both in terms of memory and per-time-step computation, scales linearly with the number of learning parameters. TD methods are powerful prediction techniques, and with function approximation form a core part of modern reinforcement learning (RL). However, the most popular TD methods, such as TD(lambda), Q-learning and Sarsa, may become unstable and diverge when combined with function approximation. In particular, convergence cannot be guaranteed for these methods when they are used with off-policy training. Off-policy training---training on data from one policy in order to learn the value of another---is useful in dealing with the exploration-exploitation tradeoff. As function approximation is needed for large-scale applications, this stability problem is a key impediment to extending TD methods to real-world large-scale problems. The new family of TD algorithms, also called gradient-TD methods, are based on stochastic gradient-descent in a Bellman error objective function. We provide convergence proofs for general settings, including off-policy learning with unrestricted features, and nonlinear function approximation. Gradient-TD algorithms are on-line, incremental, and extend conventional TD methods to off-policy learning while retaining a convergence guarantee and only doubling computational requirements. Our empirical results suggest that many members of the gradient-TD algorithms may be slower than conventional TD on the subset of training cases in which conventional TD methods are sound. Our latest gradient-TD algorithms are ``hybrid" in that they become equivalent to conventional TD---in terms of asymptotic rate of convergence---in on-policy problems.

  • Subjects / Keywords
  • Graduation date
    2011-11
  • Type of Item
    Thesis
  • Degree
    Doctor of Philosophy
  • DOI
    https://doi.org/10.7939/R30Q50
  • License
    This thesis is made available by the University of Alberta Libraries with permission of the copyright owner solely for non-commercial purposes. This thesis, or any portion thereof, may not otherwise be copied or reproduced without the written consent of the copyright owner, except to the extent permitted by Canadian copyright law.
  • Language
    English
  • Institution
    University of Alberta
  • Degree level
    Doctoral
  • Department
    • Department of Computing Science
  • Supervisor / co-supervisor and their department(s)
    • Richard S. Sutton (Computing Science)
  • Examining committee members and their departments
    • Geoffrey J. Gordon (Machine Learning Department, Carnegie Mellon University)
    • Marek Reformat (Electrical and Computer Engineering)
    • Dale Schuurmans (Computing Science)
    • Csaba Szepesvari (Computing Science)