{"title":"调整 Q 学习算法学习率的几何纳什方法","authors":"Kwadwo Osei Bonsu","doi":"arxiv-2408.04911","DOIUrl":null,"url":null,"abstract":"This paper proposes a geometric approach for estimating the $\\alpha$ value in\nQ learning. We establish a systematic framework that optimizes the {\\alpha}\nparameter, thereby enhancing learning efficiency and stability. Our results\nshow that there is a relationship between the learning rate and the angle\nbetween a vector T (total time steps in each episode of learning) and R (the\nreward vector for each episode). The concept of angular bisector between\nvectors T and R and Nash Equilibrium provide insight into estimating $\\alpha$\nsuch that the algorithm minimizes losses arising from exploration-exploitation\ntrade-off.","PeriodicalId":501188,"journal":{"name":"arXiv - ECON - Theoretical Economics","volume":"48 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-08-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm\",\"authors\":\"Kwadwo Osei Bonsu\",\"doi\":\"arxiv-2408.04911\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper proposes a geometric approach for estimating the $\\\\alpha$ value in\\nQ learning. We establish a systematic framework that optimizes the {\\\\alpha}\\nparameter, thereby enhancing learning efficiency and stability. Our results\\nshow that there is a relationship between the learning rate and the angle\\nbetween a vector T (total time steps in each episode of learning) and R (the\\nreward vector for each episode). The concept of angular bisector between\\nvectors T and R and Nash Equilibrium provide insight into estimating $\\\\alpha$\\nsuch that the algorithm minimizes losses arising from exploration-exploitation\\ntrade-off.\",\"PeriodicalId\":501188,\"journal\":{\"name\":\"arXiv - ECON - Theoretical Economics\",\"volume\":\"48 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-08-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - ECON - Theoretical Economics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2408.04911\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - ECON - Theoretical Economics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2408.04911","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
本文提出了一种在 Q 学习中估计 $\alpha$ 值的几何方法。我们建立了一个系统框架来优化{\alpha}参数,从而提高学习效率和稳定性。我们的研究结果表明,学习率与向量 T(每集学习的总时间步数)和 R(每集的前进向量)之间的夹角有一定的关系。向量 T 和 R 之间的角平分线概念以及纳什均衡为估计 $\alpha$ 提供了启示,从而使算法最大限度地减少探索-开发-权衡所造成的损失。
A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm
This paper proposes a geometric approach for estimating the $\alpha$ value in
Q learning. We establish a systematic framework that optimizes the {\alpha}
parameter, thereby enhancing learning efficiency and stability. Our results
show that there is a relationship between the learning rate and the angle
between a vector T (total time steps in each episode of learning) and R (the
reward vector for each episode). The concept of angular bisector between
vectors T and R and Nash Equilibrium provide insight into estimating $\alpha$
such that the algorithm minimizes losses arising from exploration-exploitation
trade-off.