Asynchronous Advantage Actor Critic: Non-asymptotic Analysis and Linear Speedup
Authors: Han Shen, Kaiqing Zhang, Mingyi Hong, Tianyi Chen
Abstract: Asynchronous and parallel implementation of standard reinforcement learning (RL) algorithms is a key enabler of the tremendous success of modern RL. 
Among many asynchronous RL algorithms, arguably the most popular and effective one is the asynchronous advantage actor-critic (A3C) algorithm.  
Although A3C is becoming the workhorse of RL, its theoretical properties are still not well-understood, including the non-asymptotic analysis and the performance gain of parallelism (a.k.a. speedup). 
This paper revisits the A3C algorithm with TD(0) for the critic update, termed A3C-TD(0), with provable convergence guarantees. 
With linear value function approximation for the TD update, the convergence of A3C-TD(0) is established under both i.i.d. and Markovian sampling. Under i.i.d. sampling, A3C-TD(0) obtains sample complexity of $\mathcal{O}(\epsilon^{-2.5}/N)$ per worker to achieve $\epsilon$ accuracy, where $N$ is the number of workers.  Compared to the best-known sample complexity of $\mathcal{O}(\epsilon^{-2.5})$ for two-timescale AC, A3C-TD(0) achieves \emph{linear speedup}, which justifies the advantage of parallelism and asynchrony in AC algorithms theoretically for the first time.
Numerical tests on synthetically generated instances and OpenAI Gym environments have been provided to verify our theoretical analysis.