Temporal Difference Learning with Experience Replay
Han-Dong Lim Donghwan Lee
Temporal-difference (TD) learning is widely regarded as one of the most
popular algorithms in reinforcement learning (RL). Despite its widespread use,
it has only been recently that researchers have begun to actively study its
finite time behavior, including the finite time bound on mean squared error and
sample complexity. On the empirical side, experience replay has been a key
ingredient in the success of deep RL algorithms, but its theoretical effects on
RL have yet to be fully understood. In this paper, we present a simple
decomposition of the Markovian noise terms and provide finite-time error bounds
for TD-learning with experience replay. Specifically, under the Markovian
observation model, we demonstrate that for both the averaged iterate and final
iterate cases, the error term induced by a constant step-size can be
effectively controlled by the size of the replay buffer and the mini-batch
sampled from the experience replay buffer.