Policy Optimization with Second-Order Advantage InformationDownload PDF

Feb 12, 2018 (edited Jun 04, 2018)ICLR 2018 Workshop SubmissionReaders: Everyone
  • Keywords: Policy gradient, Variance Reduction, Control Variates, Rao-Blackwellization
  • TL;DR: A novel policy gradient estimator incorporating both Rao-Blackwell theorem and Control Variates into a unified framework.
  • Abstract: Policy optimization on high-dimensional action spaces exhibits its difficulty caused by the high variance of the policy gradient estimators. We present the action subspace dependent gradient (ASDG) estimator which incorporates the Rao-Blackwell theorem (RB) and Control Variates (CV) into a unified framework to reduce the variance. To invoke RB, the algorithm learns the underlying factorization structure among the action space based on the second-order gradient of the advantage function with respect to the action. Empirical studies demonstrate the performance improvement on high-dimensional synthetic settings and OpenAI Gym's MuJoCo continuous control tasks.
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