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 performance gradient estimate


Rates of Convergence of Performance Gradient Estimates Using Function Approximation and Bias in Reinforcement Learning

Neural Information Processing Systems

We address two open theoretical questions in Policy Gradient Reinforce- ment Learning. The first concerns the efficacy of using function approx- imation to represent the state action value function, . Theory is pre- sented showing that linear function approximation representations of can degrade the rate of convergence of performance gradient estimates by a factor of relative to when no function approximation of is used, where is the number of basis functions in the function approximation representation. The sec- ond concerns the use of a bias term in estimating the state action value function. Theory is presented showing that a non-zero bias term can improve the rate of convergence of performance gradient estimates by is the number of possible actions.