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Mirror descent actor-critic methods for entropy regularised MDPs in general spaces: stability and convergence
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Proves stability and convergence of a single-loop and a multi-step TD actor-critic with policy mirror descent for entropy-regularised MDPs in Polish state/action spaces under linear Q-realisability.
Problem
Stability and convergence of actor-critic with policy mirror descent and TD critic for entropy-regularised MDPs in general (Polish) state and action spaces, where KL divergence to the reference measure may be unbounded.
Approach
Derives sufficient step-size conditions for a single-loop TD actor-critic to keep KL bounded and converge, then introduces a multi-step TD variant where the number of inner TD steps grows logarithmically (sublinear rate) or linearly (linear rate under concentrability) with policy updates.
Key results
- Single-step TD actor-critic is stable (bounded KL and critic parameters) under step-size conditions, with linear convergence of the single-loop variant under restrictive conditions.
- With M(n) >= (4/(h Gamma)) log(c(n+1)) inner TD steps, the iterates are stable and the value gap satisfies min_r (V^{pi^r} - V*) <= a/n.
- Under a concentrability assumption and M(n) linear in n, the value gap decays as b exp(-min{1/xi, c} n).
Surprising findings
- A single TD step per policy update may be insufficient for stability in Polish action spaces for all discount factors, motivating multi-step TD.
Limitations
- Analysis is in the population (exact integrals) setting; no sample-based TD guarantees.
- Requires Q-realisability with linear features and restrictive step-size conditions for the single-step variant.
- Sublinear/linear rates are in number of policy updates; total TD steps scale as O(n log n) or O(n^2).
Experimental setup
Builds on: policy mirror descent TD learning TRPO PPO
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