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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

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

We study the effect of stochasticity in on-policy policy optimization, and make the following four contributions. First, we show that the preferability of optimization methods depends critically on whether stochastic versus exact gradients…

Machine Learning · Computer Science 2021-11-01 Jincheng Mei , Bo Dai , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

Many problems involve the use of models which learn probability distributions or incorporate randomness in some way. In such problems, because computing the true expected gradient may be intractable, a gradient estimator is used to update…

Machine Learning · Computer Science 2022-12-29 Ronan Keane , H. Oliver Gao

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

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

Machine Learning · Statistics 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi

Approaches to policy optimization have been motivated from diverse principles, based on how the parametric model is interpreted (e.g. value versus policy representation) or how the learning objective is formulated, yet they share a common…

Machine Learning · Computer Science 2022-06-20 Ramki Gummadi , Saurabh Kumar , Junfeng Wen , Dale Schuurmans

Bandit and reinforcement learning (RL) problems can often be framed as optimization problems where the goal is to maximize average performance while having access only to stochastic estimates of the true gradient. Traditionally, stochastic…

Machine Learning · Computer Science 2021-02-22 Wesley Chung , Valentin Thomas , Marlos C. Machado , Nicolas Le Roux

We make three contributions toward better understanding policy gradient methods in the tabular setting. First, we show that with the true gradient, policy gradient with a softmax parametrization converges at a $O(1/t)$ rate, with constants…

Machine Learning · Computer Science 2022-06-03 Jincheng Mei , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

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 study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the…

Machine Learning · Computer Science 2019-07-09 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

Natural policy gradient (NPG) methods with entropy regularization achieve impressive empirical success in reinforcement learning problems with large state-action spaces. However, their convergence properties and the impact of entropy…

Machine Learning · Computer Science 2026-02-17 Semih Cayci , Niao He , R. Srikant

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

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

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…

Machine Learning · Computer Science 2023-12-05 Qinghua Liu , Gellért Weisz , András György , Chi Jin , Csaba Szepesvári

Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

Existing reinforcement learning (RL)-based post-training methods for large language models have advanced rapidly, yet their design has largely been guided by heuristics rather than systematic theoretical principles. This gap limits our…

Machine Learning · Statistics 2026-01-16 Zixun Huang , Jiayi Sheng , Zeyu Zheng

Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum…

Machine Learning · Computer Science 2024-01-23 Jie Feng , Ke Wei , Jinchi Chen
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