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Policy gradient (PG) methods are popular and efficient for large-scale reinforcement learning due to their relative stability and incremental nature. In recent years, the empirical success of PG methods has led to the development of a…

Machine Learning · Computer Science 2022-05-24 Yuhao Ding , Junzi Zhang , Javad Lavaei

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

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

We consider the problem of designing sample efficient learning algorithms for infinite horizon discounted reward Markov Decision Process. Specifically, we propose the Accelerated Natural Policy Gradient (ANPG) algorithm that utilizes an…

Machine Learning · Computer Science 2024-02-06 Washim Uddin Mondal , Vaneet Aggarwal

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

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) 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

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 (PG) is widely used in reinforcement learning due to its scalability and good performance. In recent years, several variance-reduced PG methods have been proposed with a theoretical guarantee of converging to an approximate…

Machine Learning · Computer Science 2025-10-01 Sadegh Khorasani , Saber Salehkaleybar , Negar Kiyavash , Niao He , Matthias Grossglauser

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

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

Reinforcement learning is essential for neural architecture search and hyperparameter optimization, but the conventional approaches impede widespread use due to prohibitive time and computational costs. Inspired by DeepSeek-V3 multi-token…

Machine Learning · Computer Science 2025-06-19 Zheng Li , Jerry Cheng , Huanying Helen Gu

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

Policy gradient (PG) methods are a widely used reinforcement learning methodology in many applications such as video games, autonomous driving, and robotics. In spite of its empirical success, a rigorous understanding of the global…

Optimization and Control · Mathematics 2020-06-30 Kaiqing Zhang , Alec Koppel , Hao Zhu , Tamer Başar

We study policy gradient methods for continuous-action, entropy-regularized reinforcement learning through the lens of Wasserstein geometry. Starting from a Wasserstein proximal update, we derive Wasserstein Proximal Policy Gradient (WPPG)…

Machine Learning · Computer Science 2026-03-04 Zhaoyu Zhu , Shuhan Zhang , Rui Gao , Shuang Li

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

In the paper, we propose a class of efficient momentum-based policy gradient methods for the model-free reinforcement learning, which use adaptive learning rates and do not require any large batches. Specifically, we propose a fast…

Machine Learning · Computer Science 2020-08-07 Feihu Huang , Shangqian Gao , Jian Pei , Heng Huang

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization. The hybrid policy…

Machine Learning · Computer Science 2020-09-23 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Phuong Ha Nguyen , Marten van Dijk , Quoc Tran-Dinh

Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…

Natural Gradient Descent, a second-degree optimization method motivated by the information geometry, makes use of the Fisher Information Matrix instead of the Hessian which is typically used. However, in many cases, the Fisher Information…

Machine Learning · Computer Science 2023-03-10 Rajesh Shrestha
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