SAMPLE-EFFICIENT POLICY OPTIMIZATION WITH STEIN CONTROL VARIATE

Anonymous

Nov 03, 2017 (modified: Nov 03, 2017) ICLR 2018 Conference Blind Submission readers: everyone Show Bibtex
  • Abstract: Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample efficiency during training. In this work, we propose a control variate method to effectively reduce variance for policy gradient methods. Motivated by the Stein’s identity, our method extends the previous control variate methods used in REINFORCE and advantage actor-critic by introducing more flexible and general action-dependent baseline functions. Empirical studies show that our method essentially improves the sample efficiency of the state-of-the-art policy gradient approaches.
  • Keywords: reinforcement learning, control variates, sample efficiency, variance reduction

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