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Related papers: PAGE-PG: A Simple and Loopless Variance-Reduced Po…

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Policy gradient (PG) gives rise to a rich class of reinforcement learning (RL) methods. Recently, there has been an emerging trend to accelerate the existing PG methods such as REINFORCE by the \emph{variance reduction} techniques. However,…

Machine Learning · Computer Science 2021-05-31 Junyu Zhang , Chengzhuo Ni , Zheng Yu , Csaba Szepesvari , Mengdi Wang

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation…

Machine Learning · Computer Science 2020-06-25 Jiawei Huang , Nan Jiang

In this paper, we revisit and improve the convergence of policy gradient (PG), natural PG (NPG) methods, and their variance-reduced variants, under general smooth policy parametrizations. More specifically, with the Fisher information…

Machine Learning · Computer Science 2022-11-17 Yanli Liu , Kaiqing Zhang , Tamer Başar , Wotao Yin

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

In this paper, we propose a novel stochastic gradient estimator -- ProbAbilistic Gradient Estimator (PAGE) -- for nonconvex optimization. PAGE is easy to implement as it is designed via a small adjustment to vanilla SGD: in each iteration,…

Machine Learning · Computer Science 2021-06-15 Zhize Li , Hongyan Bao , Xiangliang Zhang , Peter Richtárik

Improving the sample efficiency in reinforcement learning has been a long-standing research problem. In this work, we aim to reduce the sample complexity of existing policy gradient methods. We propose a novel policy gradient algorithm…

Machine Learning · Computer Science 2021-08-03 Pan Xu , Felicia Gao , Quanquan Gu

In this paper, we propose a novel algorithm named STOchastic Recursive Momentum for Policy Gradient (STORM-PG), which operates a SARAH-type stochastic recursive variance-reduced policy gradient in an exponential moving average fashion.…

Machine Learning · Statistics 2020-03-10 Huizhuo Yuan , Xiangru Lian , Ji Liu , Yuren Zhou

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

We adapt recent tools developed for the analysis of Stochastic Gradient Descent (SGD) in non-convex optimization to obtain convergence and sample complexity guarantees for the vanilla policy gradient (PG). Our only assumptions are that the…

Machine Learning · Computer Science 2022-11-21 Rui Yuan , Robert M. Gower , Alessandro Lazaric

Policy gradient (PG) methods are a class of effective reinforcement learning algorithms, particularly when dealing with continuous control problems. They rely on fresh on-policy data, making them sample-inefficient and requiring…

Machine Learning · Computer Science 2026-02-03 Alessandro Montenegro , Federico Mansutti , Marco Mussi , Matteo Papini , Alberto Maria Metelli

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

Reinforcement learning from human feedback (RLHF) has become the dominant paradigm for aligning large language models with human preferences. However, policy gradient methods such as PPO suffer from high variance gradient estimates,…

Machine Learning · Computer Science 2026-01-21 Lukas Abrie Nel

In this paper, we propose World Model Policy Gradient (WMPG), an approach to reduce the variance of policy gradient estimates using learned world models (WM's). In WMPG, a WM is trained online and used to imagine trajectories. The imagined…

Machine Learning · Statistics 2020-10-30 Michal Nauman , Floris Den Hengst

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

We introduce Policy Gradient Guidance (PGG), a simple extension of classifier-free guidance from diffusion models to classical policy gradient methods. PGG augments the policy gradient with an unconditional branch and interpolates…

Machine Learning · Computer Science 2025-10-03 Jianing Qi , Hao Tang , Zhigang Zhu

We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the…

Optimization and Control · Mathematics 2026-05-15 Guanghui Lan , Tianjiao Li , Yangyang Xu

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

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters
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