We discuss the approximation of the value function for infinite-horizon discounted Markov Reward Processes (MRP) with wide neural networks trained with the Temporal-Difference (TD) learning algorithm. We first consider this problem under a certain scaling of the approximating function, leading to a regime called lazy training. In this regime, which arises naturally, implicit in the initialization of the neural network, the parameters of the model vary only slightly during the learning process, resulting in approximately linear behavior of the model. Both in the under- and over-parametrized frameworks, we prove exponential convergence to local, respectively global minimizers of the TD learning algorithm in the lazy training regime. We then compare the above scaling with the alternative mean-field scaling, where the approximately linear behavior of the model is lost. In this nonlinear, mean-field regime we prove that all fixed points of the dynamics in parameter space are global minimizers. We finally give examples of our convergence results in the case of models that diverge if trained with non-lazy TD learning.

Temporal-difference learning with nonlinear function approximation: lazy training and mean field regimes

Agazzi
Primo
;
2022

Abstract

We discuss the approximation of the value function for infinite-horizon discounted Markov Reward Processes (MRP) with wide neural networks trained with the Temporal-Difference (TD) learning algorithm. We first consider this problem under a certain scaling of the approximating function, leading to a regime called lazy training. In this regime, which arises naturally, implicit in the initialization of the neural network, the parameters of the model vary only slightly during the learning process, resulting in approximately linear behavior of the model. Both in the under- and over-parametrized frameworks, we prove exponential convergence to local, respectively global minimizers of the TD learning algorithm in the lazy training regime. We then compare the above scaling with the alternative mean-field scaling, where the approximately linear behavior of the model is lost. In this nonlinear, mean-field regime we prove that all fixed points of the dynamics in parameter space are global minimizers. We finally give examples of our convergence results in the case of models that diverge if trained with non-lazy TD learning.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/1143408
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact