Sutton, Szepesvári and Maei (2009) recently introduced the first temporal-difference learning algorithm compatible with both linear function approximation and off-policy training, and whose complexity scales only linearly in the size of the function approximator. Although their gradient temporal difference (GTD) algorithm converges reliably, it can be very slow compared to conventional linear TD (on on-policy problems where TD is convergent), calling into question its practical utility. In this paper we introduce two new related algorithms with better convergence rates. The first algorithm, GTD2, is derived and proved convergent just as GTD was, but uses a different objective function and converges significantly faster (but still not as fast as conventional TD). The second new algorithm, linear TD with gradient correction, or TDC, uses the same update rule as conventional TD except for an additional term which is initially zero. In our experiments on small test problems and in a Computer Go application with a million features, the learning rate of this algorithm was comparable to that of conventional TD. This algorithm appears to extend linear TD to off-policy learning with no penalty in performance while only doubling computational requirements.
Shaping has proven to be a powerful but precarious means of improving reinforcement learning performance. Ng, Harada, and Russell (1999) proposed the potential-based shaping algorithm for adding shaping rewards in a way that guarantees the learner will learn optimal behavior.In this note, we prove certain similarities between this shaping algorithm and the initialization step required for several reinforcement learning algorithms. More specifically, we prove that a reinforcement learner with initial Q-values based on the shaping algorithm's potential function make the same updates throughout learning as a learner receiving potential-based shaping rewards. We further prove that under a broad category of policies, the behavior of these two learners are indistinguishable. The comparison provides intuition on the theoretical properties of the shaping algorithm as well as a suggestion for a simpler method for capturing the algorithm's benefit. In addition, the equivalence raises previously unaddressed issues concerning the efficiency of learning with potential-based shaping.
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