Zap Q-Learning With Nonlinear Function Approximation

Part of Advances in Neural Information Processing Systems 33 pre-proceedings (NeurIPS 2020)

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Authors

Shuhang Chen, Adithya M Devraj, Fan Lu, Ana Busic, Sean Meyn

Abstract

<p>Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping. This paper introduces a new framework for analysis of a more general class of recursive algorithms known as stochastic approximation. Based on this general theory, it is shown that Zap Q-learning is consistent under a non-degeneracy assumption, even when the function approximation architecture is nonlinear. Zap Q-learning with neural network function approximation emerges as a special case, and is tested on examples from OpenAI Gym. Based on multiple experiments with a range of neural network sizes, it is found that the new algorithms converge quickly and are robust to choice of function approximation architecture. </p>