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Non-Asymptotic Analysis for Single-Loop (Natural) Actor-Critic with Compatible Function Approximation
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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
- AC with compatible function approximation reaches an epsilon-stationary point with O(epsilon^-2) sample complexity, with no critic approximation error term (only the epsilon term).
- NAC with compatible function approximation attains an epsilon + sqrt(eps_actor) neighborhood of the global optimum with O(epsilon^-3) sample complexity in the single-loop setting, the first such result.
- Under step sizes set to O(T^-2/3 log^-1 T), the NAC optimality gap bound is O(T^-1/3 log^3 T) + O(sqrt(eps_actor)).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use compatible function approximation in place of a fixed critic function class | AC · General MDP, single-loop single-trajectory | convergence error bound: \epsilon+\varepsilon_{\text{critic}} -> \epsilon | Helped |
| Use compatible function approximation in place of a fixed critic function class | NAC · General MDP, single-loop single-trajectory | convergence 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 setting | NAC with compatible function approximation · General MDP | sample complexity: \mathcal{O}(\epsilon^{-6}) -> \mathcal{O}(\epsilon^{-3}) | Helped |
Limitations
- AC analysis requires additional smoothness assumptions (bounded Hessian and third derivatives of the policy) that NAC does not need.
- Requires uniform ergodicity and a concentrability-type assumption on the state-action distribution ratio (C_infinity) for NAC.
- Still leaves a sqrt(eps_actor) approximation error from policy class expressiveness for NAC.
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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