Analysis of Off-Policy $n$-Step TD-Learning with Linear Function Approximation

Fuente: arXiv
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Auteurs principaux: Lim, Han-Dong, Lee, Donghwan
Format: Preprint
Publié: 2025
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author Lim, Han-Dong
Lee, Donghwan
author_facet Lim, Han-Dong
Lee, Donghwan
contents This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step TD-learning algorithms converge to a solution as the sampling horizon $n$ increases sufficiently. The paper is divided into two parts. In the first part, we comprehensively examine the fundamental properties of their model-based deterministic counterparts, including projected value iteration, gradient descent algorithms, which can be viewed as prototype deterministic algorithms whose analysis plays a pivotal role in understanding and developing their model-free reinforcement learning counterparts. In particular, we prove that these algorithms converge to meaningful solutions when $n$ is sufficiently large. Based on these findings, in the second part, two $n$-step TD-learning algorithms are proposed and analyzed, which can be seen as the model-free reinforcement learning counterparts of the model-based deterministic algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2502_08941
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Analysis of Off-Policy $n$-Step TD-Learning with Linear Function Approximation
Lim, Han-Dong
Lee, Donghwan
Machine Learning
Artificial Intelligence
This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step TD-learning algorithms converge to a solution as the sampling horizon $n$ increases sufficiently. The paper is divided into two parts. In the first part, we comprehensively examine the fundamental properties of their model-based deterministic counterparts, including projected value iteration, gradient descent algorithms, which can be viewed as prototype deterministic algorithms whose analysis plays a pivotal role in understanding and developing their model-free reinforcement learning counterparts. In particular, we prove that these algorithms converge to meaningful solutions when $n$ is sufficiently large. Based on these findings, in the second part, two $n$-step TD-learning algorithms are proposed and analyzed, which can be seen as the model-free reinforcement learning counterparts of the model-based deterministic algorithms.
title Analysis of Off-Policy $n$-Step TD-Learning with Linear Function Approximation
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2502.08941