A Small Gain Analysis of Single Timescale Actor Critic

03/04/2022

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by   Alex Olshevsky, et al.

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We consider a version of actor-critic which uses proportional step-sizes and only one critic update with a single sample from the stationary distribution per actor step. We provide an analysis of this method using the small-gain theorem. Specifically, we prove that this method can be used to find a stationary point, and that the resulting sample complexity improves the state of the art for actor-critic methods to O (μ^-2ϵ^-2) to find an ϵ-approximate stationary point where μ is the condition number associated with the critic.