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Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

Machine Learning · Computer Science 2018-03-21 Cathy Wu , Aravind Rajeswaran , Yan Duan , Vikash Kumar , Alexandre M Bayen , Sham Kakade , Igor Mordatch , Pieter Abbeel

Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the…

Machine Learning · Computer Science 2018-11-20 George Tucker , Surya Bhupatiraju , Shixiang Gu , Richard E. Turner , Zoubin Ghahramani , Sergey Levine

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey

Policy gradient methods have been successfully applied to many complex reinforcement learning problems. However, policy gradient methods suffer from high variance, slow convergence, and inefficient exploration. In this work, we introduce a…

Machine Learning · Computer Science 2017-04-11 Yang Liu , Prajit Ramachandran , Qiang Liu , Jian Peng

Policy gradient methods have demonstrated success in reinforcement learning tasks that have high-dimensional continuous state and action spaces. However, policy gradient methods are also notoriously sample inefficient. This can be…

Machine Learning · Computer Science 2019-08-12 Ching-An Cheng , Xinyan Yan , Byron Boots

The control variates (CV) method is widely used in policy gradient estimation to reduce the variance of the gradient estimators in practice. A control variate is applied by subtracting a baseline function from the state-action value…

Machine Learning · Computer Science 2021-08-12 Yuanyi Zhong , Yuan Zhou , Jian Peng

Reliable robotic manipulation requires control policies that can accurately represent and adapt to uncertainty arising from contact-rich interactions. Modern data-driven methods mitigate uncertainty through large-scale training and…

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

In reinforcement learning, classic on-policy evaluation methods often suffer from high variance and require massive online data to attain the desired accuracy. Previous studies attempt to reduce evaluation variance by searching for or…

Machine Learning · Computer Science 2025-03-21 Claire Chen , Shuze Daniel Liu , Shangtong Zhang

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Stochastic gradient-based optimisation for discrete latent variable models is challenging due to the high variance of gradients. We introduce a variance reduction technique for score function estimators that makes use of double control…

Machine Learning · Statistics 2022-06-07 Michalis K. Titsias , Jiaxin Shi

Variational inference is increasingly being addressed with stochastic optimization. In this setting, the gradient's variance plays a crucial role in the optimization procedure, since high variance gradients lead to poor convergence. A…

Machine Learning · Computer Science 2020-10-23 Tomas Geffner , Justin Domke

Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

Machine Learning · Computer Science 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

In this paper, a novel optimal control-based baseline function is presented for the policy gradient method in deep reinforcement learning (RL). The baseline is obtained by computing the value function of an optimal control problem, which is…

Machine Learning · Computer Science 2024-11-07 Xubo Lyu , Site Li , Seth Siriya , Ye Pu , Mo Chen

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

Policy gradient methods are very attractive in reinforcement learning due to their model-free nature and convergence guarantees. These methods, however, suffer from high variance in gradient estimation, resulting in poor sample efficiency.…

Machine Learning · Computer Science 2018-11-16 Sergey Pankov
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