system perspective and convergence analysis
A Unified Switching System Perspective and Convergence Analysis of Q-Learning Algorithms
This paper develops a novel and unified framework to analyze the convergence of a large family of Q-learning algorithms from the switching system perspective. We show that the nonlinear ODE models associated with Q-learning and many of its variants can be naturally formulated as affine switching systems. Building on their asymptotic stability, we obtain a number of interesting results: (i) we provide a simple ODE analysis for the convergence of asynchronous Q-learning under relatively weak assumptions; (ii) we establish the first convergence analysis of the averaging Q-learning algorithm; and (iii) we derive a new sufficient condition for the convergence of Q-learning with linear function approximation.
Review for NeurIPS paper: A Unified Switching System Perspective and Convergence Analysis of Q-Learning Algorithms
Summary and Contributions: The goal of the paper is to prove (asymptotic) convergence of asynchronous Q-learning and other variants of Q-learning within a "simplified" common framework. This is done using the (commonly adopted) ODE method and the results in Borkar and Meyn, but crucially, modeling the ODEs as switched linear systems with state-dependent switching policies. This allows the authors to unify the treatment across different instances of Q-learning, and in particular establish convergence of some interesting variants of Q-learning ("averaging Q-learning" which essentially amounts to target tracking with a Polyak average; Q-learning with a linear state-space function approximator). The established theory of switching systems is a key tool in the paper, and its usage in the context of an analysis of RL algorithms may be of interest in its own right. The novelty of the paper stems principally from the use of switching systems as an analysis tool; the authors provide a condition for global asymptotic convergence of Q-learning with linear function approximators that appears to be weaker than in previously published work.
Review for NeurIPS paper: A Unified Switching System Perspective and Convergence Analysis of Q-Learning Algorithms
The paper provides a new tool (theory of switching systems) for the convergence analysis of RL algorithms that can be of interest to the wider RL theory community. Compared with existing results, several improvements are made. Authors should revise the paper to address reviewer comments. Prior works in this area need to be discussed more carefully, as pointed out by reviewers.
A Unified Switching System Perspective and Convergence Analysis of Q-Learning Algorithms
This paper develops a novel and unified framework to analyze the convergence of a large family of Q-learning algorithms from the switching system perspective. We show that the nonlinear ODE models associated with Q-learning and many of its variants can be naturally formulated as affine switching systems. Building on their asymptotic stability, we obtain a number of interesting results: (i) we provide a simple ODE analysis for the convergence of asynchronous Q-learning under relatively weak assumptions; (ii) we establish the first convergence analysis of the averaging Q-learning algorithm; and (iii) we derive a new sufficient condition for the convergence of Q-learning with linear function approximation.