Linear Convergence of Natural Policy Gradient Methods with Log-Linear PoliciesDownload PDF


22 Sept 2022, 12:30 (modified: 18 Nov 2022, 08:37)ICLR 2023 Conference Blind SubmissionReaders: Everyone
Keywords: Discounted Markov decision process, natural policy gradient, policy mirror descent, log-linear policy, sample complexity
TL;DR: We show linear convergence of natural policy gradient methods with log-linear policies without any regularization.
Abstract: We consider infinite-horizon discounted Markov decision processes and study the convergence rates of the natural policy gradient (NPG) and the Q-NPG methods with the log-linear policy class. Using the compatible function approximation framework, both methods with log-linear policies can be written as approximate versions of the policy mirror descent (PMD) method. We show that both methods attain linear convergence rates and $\tilde{\mathcal{O}}(1/\epsilon^2)$ sample complexities using a simple, non-adaptive geometrically increasing step size, without resorting to entropy or other strongly convex regularization. Lastly, as a byproduct, we obtain sublinear convergence rates for both methods with arbitrary constant step size.
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