Weak Convergence Analysis of Online Neural Actor-Critic Algorithms

We prove that a single-layer neural network trained with the online actor critic algorithm converges in distribution to a random ordinary differential equation (ODE) as the number of hidden units and the number of training steps $\rightarrow \infty$. In the online actor-critic algorithm, the distrib...

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Hauptverfasser:	Lam, Samuel Chun-Hei, Sirignano, Justin, Wang, Ziheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Mathematics - Optimization and Control Mathematics - Probability Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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