Timezone: »

The Role of Baselines in Policy Gradient Optimization
Jincheng Mei · Wesley Chung · Valentin Thomas · Bo Dai · Csaba Szepesvari · Dale Schuurmans

Wed Nov 30 02:00 PM -- 04:00 PM (PST) @ Hall J #727
We study the effect of baselines in on-policy stochastic policy gradient optimization, and close the gap between the theory and practice of policy optimization methods. Our first contribution is to show that the \emph{state value} baseline allows on-policy stochastic \emph{natural} policy gradient (NPG) to converge to a globally optimal policy at an $O(1/t)$ rate, which was not previously known. The analysis relies on two novel findings: the expected progress of the NPG update satisfies a stochastic version of the non-uniform \L{}ojasiewicz (N\L{}) inequality, and with probability 1 the state value baseline prevents the optimal action's probability from vanishing, thus ensuring sufficient exploration. Importantly, these results provide a new understanding of the role of baselines in stochastic policy gradient: by showing that the variance of natural policy gradient estimates remains unbounded with or without a baseline, we find that variance reduction \emph{cannot} explain their utility in this setting. Instead, the analysis reveals that the primary effect of the value baseline is to \textbf{reduce the aggressiveness of the updates} rather than their variance. That is, we demonstrate that a finite variance is \emph{not necessary} for almost sure convergence of stochastic NPG, while controlling update aggressiveness is both necessary and sufficient. Additional experimental results verify these theoretical findings.

Author Information

Jincheng Mei (Google Research, Brain Team)
Wesley Chung (McGill University)
Valentin Thomas (Mila)
Bo Dai (Google Brain)
Csaba Szepesvari (University of Alberta)
Dale Schuurmans (Google Brain & University of Alberta)

More from the Same Authors