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Poster
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
in Poster Session 4 »
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.
Keywords: Reinforcement Learning · global convergence · policy gradient · policy optimization
[ Paper]  [ Poster]  [ OpenReview] 

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)

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