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Non-Asymptotic Analysis for Single-Loop (Natural) Actor-Critic with Compatible Function Approximation

ICML 2024 · Reinforcement learning › Policy gradient and actor-critic · approach: Actor-critic theory · 1 citations (OpenAlex)

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Gives tightest non-asymptotic single-loop analyses of actor-critic and natural actor-critic with compatible linear function approximation, removing the critic approximation error and achieving O(eps^-2) (AC) and O(eps^-3) (NAC) sample complexity under a single Markovian trajectory.

Problem

Non-asymptotic convergence of single-loop, single-trajectory actor-critic and natural actor-critic methods suffers from a non-vanishing critic approximation error when the critic uses fixed linear features; the compatible function approximation setting with time-varying policy-dependent features has

Approach

Use compatible (policy-dependent linear) function approximation in the critic via k-step TD with compatible features, so the critic approximation error vanishes; handle the time-varying feature and policy in the eligibility trace by constructing auxiliary Markov chains and fixed-feature auxiliary traces, and bound tracking error and optimality gap recursively in terms of each other.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use compatible function approximation in place of a fixed critic function classAC · General MDP, single-loop single-trajectoryconvergence error bound: \epsilon+\varepsilon_{\text{critic}} -> \epsilonHelped
Use compatible function approximation in place of a fixed critic function classNAC · General MDP, single-loop single-trajectoryconvergence error bound: \epsilon+\varepsilon_{\text{critic}}+\sqrt{\varepsilon_{\text{actor}}} -> \epsilon+\sqrt{\varepsilon_{\text{actor}}}Helped
Analyze NAC in the single-loop setting with a single Markovian trajectory instead of a nested-loop settingNAC with compatible function approximation · General MDPsample complexity: \mathcal{O}(\epsilon^{-6}) -> \mathcal{O}(\epsilon^{-3})Helped

Limitations

Experimental setup

Metrics: gradient norm optimality gap sample complexity

Baselines: nested-loop actor-critic analyses (Kumar et al. style) single-loop NAC tabular analysis (Wu et al., 2020) nested-loop NAC analysis (Chen et al., 2022)

Builds on: natural actor-critic k-step TD compatible function approximation

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