What does it mean for an algorithm to converge

algorithmsmachine learning

I keep coming across this term when reading about reinforcement learning, for example in this sentence:

If the problem is modelled with care, some Reinforcement Learning algorithms can converge to the global optimum

(source)

or here:

For any fixed policy Pi, the TD algorithm described above has been proved to converge to VPi

(source)

My understanding of the word converge is that it means several things coming together to the same point, but how can a single thing (the algorithm) do that?

Best Answer

An iterative algorithm is said to converge when, as the iterations proceed, the output gets closer and closer to some specific value. More precisely, no matter how small an error range you choose, if you continue long enough the function will eventually stay within that error range around the final value.

In some circumstances, an algorithm will not converge, having an output that always varies by some amount. It could even diverge, where its output will undergo larger and larger value swings, never approaching a useful result. More precisely, no matter how long you continue, the function value will never settle down within a range of any "final" value.

The "converge to a global optimum" phrase in your first sentence is a reference to algorithms which may converge, but not to the "optimal" value (e.g. a hill-climbing algorithm which, depending on the function and initial conditions, may converge to a local maximum, never reaching the global maximum).