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The Role of Target Update Frequencies in Q-Learning
Authors:
Simon Weissmann,
Tilman Aach,
Benedikt Wille,
Sebastian Kassing,
Leif Döring
Abstract:
The target network update frequency (TUF) is a central stabilization mechanism in (deep) Q-learning. However, their selection remains poorly understood and is often treated merely as another tunable hyperparameter rather than as a principled design decision. This work provides a theoretical analysis of target fixing in tabular Q-learning through the lens of approximate dynamic programming. We form…
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The target network update frequency (TUF) is a central stabilization mechanism in (deep) Q-learning. However, their selection remains poorly understood and is often treated merely as another tunable hyperparameter rather than as a principled design decision. This work provides a theoretical analysis of target fixing in tabular Q-learning through the lens of approximate dynamic programming. We formulate periodic target updates as a nested optimization scheme in which each outer iteration applies an inexact Bellman optimality operator, approximated by a generic inner loop optimizer. Rigorous theory yields a finite-time convergence analysis for the asynchronous sampling setting, specializing to stochastic gradient descent in the inner loop. Our results deliver an explicit characterization of the bias-variance trade-off induced by the target update period, showing how to optimally set this critical hyperparameter. We prove that constant target update schedules are suboptimal, incurring a logarithmic overhead in sample complexity that is entirely avoidable with adaptive schedules. Our analysis shows that the optimal target update frequency increases geometrically over the course of the learning process.
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Submitted 3 February, 2026;
originally announced February 2026.
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An Approximate Ascent Approach To Prove Convergence of PPO
Authors:
Leif Doering,
Daniel Schmidt,
Moritz Melcher,
Sebastian Kassing,
Benedikt Wille,
Tilman Aach,
Simon Weissmann
Abstract:
Proximal Policy Optimization (PPO) is among the most widely used deep reinforcement learning algorithms, yet its theoretical foundations remain incomplete. Most importantly, convergence and understanding of fundamental PPO advantages remain widely open. Under standard theory assumptions we show how PPO's policy update scheme (performing multiple epochs of minibatch updates on multi-use rollouts wi…
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Proximal Policy Optimization (PPO) is among the most widely used deep reinforcement learning algorithms, yet its theoretical foundations remain incomplete. Most importantly, convergence and understanding of fundamental PPO advantages remain widely open. Under standard theory assumptions we show how PPO's policy update scheme (performing multiple epochs of minibatch updates on multi-use rollouts with a surrogate gradient) can be interpreted as approximated policy gradient ascent. We show how to control the bias accumulated by the surrogate gradients and use techniques from random reshuffling to prove a convergence theorem for PPO that sheds light on PPO's success. Additionally, we identify a previously overlooked issue in truncated Generalized Advantage Estimation commonly used in PPO. The geometric weighting scheme induces infinite mass collapse onto the longest $k$-step advantage estimator at episode boundaries. Empirical evaluations show that a simple weight correction can yield substantial improvements in environments with strong terminal signal, such as Lunar Lander.
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Submitted 3 February, 2026;
originally announced February 2026.
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Adaptive Kernel Selection for Stein Variational Gradient Descent
Authors:
Moritz Melcher,
Simon Weissmann,
Ashia C. Wilson,
Jakob Zech
Abstract:
A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target distribution. The SVGD dynamics are governed by a reproducing kernel Hilbert space (RKHS) and are highly sensitive to the choice of the kernel function, which d…
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A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target distribution. The SVGD dynamics are governed by a reproducing kernel Hilbert space (RKHS) and are highly sensitive to the choice of the kernel function, which directly influences both convergence and approximation quality. The commonly used median heuristic offers a simple approach for setting kernel bandwidths but lacks flexibility and often performs poorly, particularly in high-dimensional settings. In this work, we propose an alternative strategy for adaptively choosing kernel parameters over an abstract family of kernels. Recent convergence analyses based on the kernelized Stein discrepancy (KSD) suggest that optimizing the kernel parameters by maximizing the KSD can improve performance. Building on this insight, we introduce Adaptive SVGD (Ad-SVGD), a method that alternates between updating the particles via SVGD and adaptively tuning kernel bandwidths through gradient ascent on the KSD. We provide a simplified theoretical analysis that extends existing results on minimizing the KSD for fixed kernels to our adaptive setting, showing convergence properties for the maximal KSD over our kernel class. Our empirical results further support this intuition: Ad-SVGD consistently outperforms standard heuristics in a variety of tasks.
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Submitted 4 December, 2025; v1 submitted 2 October, 2025;
originally announced October 2025.
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Clicks, comments, consequences: Are content creators' socio-structural and platform characteristics shaping the exposure to negative sentiment, offensive language, and hate speech on YouTube?
Authors:
Sarah Weißmann,
Aaron Philipp,
Roland Verwiebe,
Chiara Osorio Krauter,
Nina-Sophie Fritsch,
Claudia Buder
Abstract:
Receiving negative sentiment, offensive comments, or even hate speech is a constant part of the working experience of content creators (CCs) on YouTube - a growing occupational group in the platform economy. This study investigates how socio-structural characteristics such as the age, gender, and race of CCs but also platform features including the number of subscribers, community strength, and th…
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Receiving negative sentiment, offensive comments, or even hate speech is a constant part of the working experience of content creators (CCs) on YouTube - a growing occupational group in the platform economy. This study investigates how socio-structural characteristics such as the age, gender, and race of CCs but also platform features including the number of subscribers, community strength, and the channel topic shape differences in the occurrence of these phenomena on that platform. Drawing on a random sample of n=3,695 YouTube channels from German-speaking countries, we conduct a comprehensive analysis combining digital trace data, enhanced with hand-coded variables to include socio-structural characteristics in social media data. Publicly visible negative sentiment, offensive language, and hate speech are detected with machine- and deep-learning methods using N=40,000,000 comments. Contrary to existing studies our findings indicate that female content creators are confronted with less negative communication. Notably, our analysis reveals that while BIPoC, who work as CCs, receive significantly more negative sentiment, they aren't exposed to more offensive comments or hate speech. Additionally, platform characteristics also play a crucial role, as channels publishing content on conspiracy theories or politics are more frequently subject to negative communication.
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Submitted 10 April, 2025;
originally announced April 2025.
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Clustered KL-barycenter design for policy evaluation
Authors:
Simon Weissmann,
Till Freihaut,
Claire Vernade,
Giorgia Ramponi,
Leif Döring
Abstract:
In the context of stochastic bandit models, this article examines how to design sample-efficient behavior policies for the importance sampling evaluation of multiple target policies. From importance sampling theory, it is well established that sample efficiency is highly sensitive to the KL divergence between the target and importance sampling distributions. We first analyze a single behavior poli…
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In the context of stochastic bandit models, this article examines how to design sample-efficient behavior policies for the importance sampling evaluation of multiple target policies. From importance sampling theory, it is well established that sample efficiency is highly sensitive to the KL divergence between the target and importance sampling distributions. We first analyze a single behavior policy defined as the KL-barycenter of the target policies. Then, we refine this approach by clustering the target policies into groups with small KL divergences and assigning each cluster its own KL-barycenter as a behavior policy. This clustered KL-based policy evaluation (CKL-PE) algorithm provides a novel perspective on optimal policy selection. We prove upper bounds on the sample complexity of our method and demonstrate its effectiveness with numerical validation.
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Submitted 4 March, 2025;
originally announced March 2025.
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Structure Matters: Dynamic Policy Gradient
Authors:
Sara Klein,
Xiangyuan Zhang,
Tamer Başar,
Simon Weissmann,
Leif Döring
Abstract:
In this work, we study $γ$-discounted infinite-horizon tabular Markov decision processes (MDPs) and introduce a framework called dynamic policy gradient (DynPG). The framework directly integrates dynamic programming with (any) policy gradient method, explicitly leveraging the Markovian property of the environment. DynPG dynamically adjusts the problem horizon during training, decomposing the origi…
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In this work, we study $γ$-discounted infinite-horizon tabular Markov decision processes (MDPs) and introduce a framework called dynamic policy gradient (DynPG). The framework directly integrates dynamic programming with (any) policy gradient method, explicitly leveraging the Markovian property of the environment. DynPG dynamically adjusts the problem horizon during training, decomposing the original infinite-horizon MDP into a sequence of contextual bandit problems. By iteratively solving these contextual bandits, DynPG converges to the stationary optimal policy of the infinite-horizon MDP. To demonstrate the power of DynPG, we establish its non-asymptotic global convergence rate under the tabular softmax parametrization, focusing on the dependencies on salient but essential parameters of the MDP. By combining classical arguments from dynamic programming with more recent convergence arguments of policy gradient schemes, we prove that softmax DynPG scales polynomially in the effective horizon $(1-γ)^{-1}$. Our findings contrast recent exponential lower bound examples for vanilla policy gradient.
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Submitted 7 November, 2024;
originally announced November 2024.
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Polyak's Heavy Ball Method Achieves Accelerated Local Rate of Convergence under Polyak-Lojasiewicz Inequality
Authors:
Sebastian Kassing,
Simon Weissmann
Abstract:
In this work, we analyze the convergence of Polyak's heavy ball method in both continuous and discrete time for non-convex $C^4$-objective functions satisfying the Polyak-Lojasiewicz inequality. Under this weak assumption, we recover the asymptotic convergence rates originally derived by Polyak in [Polyak, U.S.S.R. Comput. Math. and Math. Phys., 1964] for strongly convex objectives. Our results de…
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In this work, we analyze the convergence of Polyak's heavy ball method in both continuous and discrete time for non-convex $C^4$-objective functions satisfying the Polyak-Lojasiewicz inequality. Under this weak assumption, we recover the asymptotic convergence rates originally derived by Polyak in [Polyak, U.S.S.R. Comput. Math. and Math. Phys., 1964] for strongly convex objectives. Our results demonstrate that the heavy ball method exhibits asymptotic local acceleration on this class of functions. In particular, in the discrete time setting, we prove local convergence of the iterates to a minimum once the method enters a sufficiently small neighborhood of the set of minima, for a broad range of hyperparameters, including aggressive choices for the momentum parameter and the step-size for which global convergence is known to fail. Instead of the usually employed Lyapunov-type arguments, our approach leverages a new differential geometric perspective of the Polyak-Lojasiewicz inequality proposed in [Rebjock and Boumal, Math. Program., 2025].
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Submitted 31 January, 2026; v1 submitted 22 October, 2024;
originally announced October 2024.
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Almost sure convergence rates of stochastic gradient methods under gradient domination
Authors:
Simon Weissmann,
Sara Klein,
Waïss Azizian,
Leif Döring
Abstract:
Stochastic gradient methods are among the most important algorithms in training machine learning problems. While classical assumptions such as strong convexity allow a simple analysis they are rarely satisfied in applications. In recent years, global and local gradient domination properties have shown to be a more realistic replacement of strong convexity. They were proved to hold in diverse setti…
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Stochastic gradient methods are among the most important algorithms in training machine learning problems. While classical assumptions such as strong convexity allow a simple analysis they are rarely satisfied in applications. In recent years, global and local gradient domination properties have shown to be a more realistic replacement of strong convexity. They were proved to hold in diverse settings such as (simple) policy gradient methods in reinforcement learning and training of deep neural networks with analytic activation functions. We prove almost sure convergence rates $f(X_n)-f^*\in o\big( n^{-\frac{1}{4β-1}+ε}\big)$ of the last iterate for stochastic gradient descent (with and without momentum) under global and local $β$-gradient domination assumptions. The almost sure rates get arbitrarily close to recent rates in expectation. Finally, we demonstrate how to apply our results to the training task in both supervised and reinforcement learning.
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Submitted 15 March, 2025; v1 submitted 22 May, 2024;
originally announced May 2024.
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Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods
Authors:
Sara Klein,
Simon Weissmann,
Leif Döring
Abstract:
Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems, but also in the training of large language models. In contrast to infinite horizon MDPs optimal policies are not stationary, policies must be learned for every si…
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Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems, but also in the training of large language models. In contrast to infinite horizon MDPs optimal policies are not stationary, policies must be learned for every single epoch. In practice all parameters are often trained simultaneously, ignoring the inherent structure suggested by dynamic programming. This paper introduces a combination of dynamic programming and policy gradient called dynamic policy gradient, where the parameters are trained backwards in time. For the tabular softmax parametrisation we carry out the convergence analysis for simultaneous and dynamic policy gradient towards global optima, both in the exact and sampled gradient settings without regularisation. It turns out that the use of dynamic policy gradient training much better exploits the structure of finite- time problems which is reflected in improved convergence bounds.
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Submitted 6 May, 2024; v1 submitted 4 October, 2023;
originally announced October 2023.