Gal Dalal

Finite Sample Analyses for TD(0) with Function Approximation

2017 · arXiv (Cornell University)

TD(0) is one of the most commonly used algorithms in reinforcement learning. Despite this, there is no existing finite sample analysis for TD(0) with function approximation, even for the linear case. Our work is the …

Finite Sample Analysis of Two-Timescale Stochastic Approximation with Applications to Reinforcement Learning

2017 · arXiv (Cornell University)

Two-timescale Stochastic Approximation (SA) algorithms are widely used in Reinforcement Learning (RL). Their iterates have two parts that are updated using distinct stepsizes. In this work, we develop a novel recipe for their finite sample …