Adaptive Step-Size for Online Temporal Difference Learning

@inproceedings{Dabney2012AdaptiveSF,
  title={Adaptive Step-Size for Online Temporal Difference Learning},
  author={William Dabney and Andrew G. Barto},
  booktitle={AAAI},
  year={2012}
}
The step-size, often denoted as α, is a key parameter for most incremental learning algorithms. Its importance is especially pronounced when performing online temporal difference (TD) learning with function approximation. Several methods have been developed to adapt the step-size online. These range from straightforward back-off strategies to adaptive algorithms based on gradient descent. We derive an adaptive upper bound on the step-size parameter to guarantee that online TD learning with… CONTINUE READING
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