Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation
From MaRDI portal
Publication:5885838
DOI10.1137/21M1468668MaRDI QIDQ5885838
Ashwin Pananjady, Tianjiao Li, Guanghui Lan
Publication date: 30 March 2023
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.13109
Inference from stochastic processes and prediction (62M20) Analysis of algorithms and problem complexity (68Q25) Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimizing finite sums with the stochastic average gradient
- On optimality of Krylov's information when solving linear operator equations
- Information-based complexity of linear operator equations
- Introductory lectures on convex optimization. A basic course.
- Asymptotics in statistics. Some basic concepts.
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Mixing time estimation in reversible Markov chains from a single sample path
- On the Almost Sure Rate of Convergence of Linear Stochastic Approximation Algorithms
- Acceleration of Stochastic Approximation by Averaging
- An analysis of temporal-difference learning with function approximation
- The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning
- Instance-Dependent ℓ∞-Bounds for Policy Evaluation in Tabular Reinforcement Learning
- Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
- A Proximal Stochastic Gradient Method with Progressive Variance Reduction
- A Convergent Incremental Gradient Method with a Constant Step Size