A3DQN: Adaptive Anderson Acceleration for Deep Q-Networks

Abstract

Reinforcement learning (RL) has been used for an agent to learn efficient decision-making strategies through its interactions with an environment. However, slow convergence and sample inefficiency of RL algorithms make them impractical for complex real-world problems. In this paper, we present an acceleration scheme, called Anderson acceleration (AA), for RL, where the value function in the next iteration is calculated using a linear combination of value functions in the previous iterations. Since the original AA method suffers from instability, we consider adaptive Anderson acceleration (A3) as a stabilized variant of AA, which contains both adaptive regularization to handle instability and safeguarding to enhance performance. We first apply A3 to value iteration for Q-functions and show its convergence property. To extend the idea of A3 to model-free deep RL, we devise a simple variant of deep Q-networks (DQN). Our experiments on the Atari 2600 benchmark demonstrate that the proposed method outperforms double DQN in terms of both final performance and learning speed.