An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods

Type: Preprint

Publication Date: 2022-01-01

Citations: 28

DOI: https://doi.org/10.48550/arxiv.2211.07937

Locations

  • arXiv (Cornell University) - View - PDF
  • DataCite API - View

Similar Works

Action Title Year Authors
+ Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies 2023 Ilyas Fatkhullin
Anas Barakat
Anastasia Kireeva
Niao He
+ PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimation 2022 Matilde Gargiani
Andrea Zanelli
Andrea Martinelli
Tyler Summers
John Lygeros
+ Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction 2024 Jie Feng
Wei Ke
Jinchi Chen
+ Stochastic Recursive Momentum for Policy Gradient Methods 2020 Huizhuo Yuan
Xiangru Lian
Ji Liu
Yuren Zhou
+ PDF Chat Stochastic Variance-Reduced Policy Gradient 2018 Matteo Papini
Damiano Binaghi
Giuseppe Canonaco
Matteo Pirotta
Marcello Restelli
+ The Role of Baselines in Policy Gradient Optimization 2023 Jincheng Mei
Wesley Chung
Valentin Thomas
Bo Dai
Csaba Szepesvári
Dale Schuurmans
+ A general sample complexity analysis of vanilla policy gradient 2021 Rui Yuan
Robert M. Gower
Alessandro Lazaric
+ PDF Chat Bregman Gradient Policy Optimization 2021 Feihu Huang
Shangqian Gao
Heng Huang
+ Bregman Gradient Policy Optimization 2021 Feihu Huang
Shangqian Gao
Heng Huang
+ From Importance Sampling to Doubly Robust Policy Gradient 2019 Jiawei Huang
Nan Jiang
+ From Importance Sampling to Doubly Robust Policy Gradient 2019 Jiawei Huang
Nan Jiang
+ Sample complexity of variance-reduced policy gradient: weaker assumptions and lower bounds 2024 Gabor Paczolay
Matteo Papini
Alberto Maria Metelli
István Harmati
Marcello Restelli
+ Homotopic Policy Mirror Descent: Policy Convergence, Implicit Regularization, and Improved Sample Complexity 2022 Yan Li
Tuo Zhao
Guanghui Lan
+ Optimal Estimation of Off-Policy Policy Gradient via Double Fitted Iteration 2022 Chengzhuo Ni
Ruiqi Zhang
Ji Xiang
Xuezhou Zhang
Mengdi Wang
+ On the Global Convergence of Momentum-based Policy Gradient. 2021 Yuhao Ding
Junzi Zhang
Javad Lavaei
+ On the Global Optimum Convergence of Momentum-based Policy Gradient 2021 Yuhao Ding
Junzi Zhang
Javad Lavaei
+ Zeroth-order Deterministic Policy Gradient. 2020 Harshat Kumar
Dionysios S. Kalogerias
George J. Pappas
Alejandro Ribeiro
+ Zeroth-order Deterministic Policy Gradient 2020 Harshat Kumar
Dionysios S. Kalogerias
George J. Pappas
Alejandro Ribeiro
+ An Improved Convergence Analysis of Stochastic Variance-Reduced Policy Gradient 2019 Pan Xu
Felicia Gao
Quanquan Gu
+ An Improved Convergence Analysis of Stochastic Variance-Reduced Policy Gradient 2019 Pan Xu
Felicia Gao
Quanquan Gu

Works That Cite This (24)

Action Title Year Authors
+ PDF Chat Recent Advances in Reinforcement Learning in Finance 2021 Ben Hambly
Renyuan Xu
Huining Yang
+ Finite-Sample Analysis of Off-Policy Natural Actor–Critic With Linear Function Approximation 2022 Zaiwei Chen
Sajad Khodadadian
Siva Theja Maguluri
+ Local Analysis of Entropy-Regularized Stochastic Soft-Max Policy Gradient Methods 2023 Yuhao Ding
Junzi Zhang
Javad Lavaei
+ On the Global Convergence of Momentum-based Policy Gradient. 2021 Yuhao Ding
Junzi Zhang
Javad Lavaei
+ PDF Chat Smoothed functional-based gradient algorithms for off-policy reinforcement learning: A non-asymptotic viewpoint 2021 Nithia Vijayan
L. A. Prashanth
+ PDF Chat Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization 2022 Shicong Cen
Fan Chen
Yuejie Chi
+ PDF Chat On the Linear Convergence of Natural Policy Gradient Algorithm 2021 Sajad Khodadadian
Prakirt Raj Jhunjhunwala
Sushil Mahavir Varma
Siva Theja Maguluri
+ PDF Chat Convergence and Optimality of Policy Gradient Methods in Weakly Smooth Settings 2022 Matthew S. Zhang
Murat A. Erdogdu
Animesh Garg
+ PDF Chat A Robust and Constrained Multi-Agent Reinforcement Learning Electric Vehicle Rebalancing Method in AMoD Systems 2023 Sihong He
Yue Wang
Shuo Han
Shaofeng Zou
Fei Miao
+ PDF Chat Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Conservative Natural Policy Gradient Primal-Dual Algorithm 2023 Qinbo Bai
Amrit Singh Bedi
Vaneet Aggarwal