Linked Questions

0
votes
0answers
40 views

Why convergence is not guaranteed when using approximation? [duplicate]

I am doing self study of Reinforcement Learning with Q-learning using online resources like blog posts, youtube videos and books and at this point, I have learned the underpinning concepts of ...
19
votes
1answer
6k views

What is the Bellman operator in reinforcement learning?

In mathematics, the word operator can refer to several distinct but related concepts. An operator can be defined as a function between two vector spaces, it can be defined as a function where the ...
9
votes
2answers
1k views

What is the difference between Q-learning, Deep Q-learning and Deep Q-network?

Q-learning uses a table to store all state-action pairs. Q-learning is a model-free RL algorithm, so how could there be the one called Deep Q-learning, as deep means using DNN; or maybe the state-...
3
votes
1answer
246 views

How to determine if Q-learning has converged in practice?

I am using Q-learning and SARSA to solve a problem. The agent learns to go from the start to the goal without falling in the holes. At each state, I can choose the action corresponding to the maximum ...
7
votes
1answer
141 views

Why does reinforcement learning using a non-linear function approximator diverge when using strongly correlated data as input?

While reading the DQN paper, I found that randomly selecting and learning samples reduced divergence in RL using a non-linear function approximator (e.g a neural network). So, why does Reinforcement ...
1
vote
1answer
175 views

What kind of problems is DQN algorithm good and bad for?

I know this is a general question, but I'm just looking for intuition. What are the characteristics of problems (in terms of state-space, action-space, environment, or anything else you can think of) ...
1
vote
2answers
152 views

Can stochastic gradient descent be properly used in any sample based learning algorithm in Reinforcement Learning?

Assuming we use an MSE cost function of the form $$ \sum_s\mu(s)(V_{\pi}(S_t)-\hat{V}(S_t,\theta_t))^2 = E_{\mu(s)}[(V_{\pi}(S_t)-\hat{V}(S_t,\theta_t))^2])$$ The Stochastic Gradient Descent is used ...
2
votes
0answers
211 views

Why is it hard to prove the convergence of the deep Q-learning algorithm?

Why is it hard to prove the convergence of the DQN algorithm? We know that the tabular Q-learning algorithm converges to the optimal Q-values, and with a linear approximator convergence is proved. ...
1
vote
1answer
140 views

Does TD(0) prediction require Robbins-Monro conditions to converge to the value function?

Does the learning rate parameter $\alpha$ require the Robbins-Monro conditions below for the TD(0) algorithm to converge to the true value function of a policy? $$\sum \alpha_t =\infty \quad \text{...
1
vote
0answers
60 views

When does Monte Carlo linear function approximation converge?

In this Stanford lecture (minute 35:47 and 37:00), the professor says that Monte Carlo (MC) linear function approximation does not always converge, and she gives an example. In general, when does MC ...
2
votes
0answers
57 views

Are there reinforcement learning algorithms that ensure convergence for continuous state space problems?

The Q-learning does not guarantee convergence for continuous state space problems (Why doesn't Q-learning converge when using function approximation?). In that case, is there an algorithm which ...
0
votes
0answers
43 views

Off-policy full-random training in easy-to-explore environment

Let say we are in an environment where a random agent can easily explore all the states of an environment (for example: tic-tac-toe). In those environments, using off-policy algorithm, is it a good ...
1
vote
0answers
32 views

How can deep Q-learning converge if the targets may not be correct?

In deep Q-learning, $Q(s, a)$ and $Q'(s, a)$ are predicted or estimated by the neural network itself. In supervised learning, the target value is a true unbiased value. However, this isn't the case in ...