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An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural
  Policy Gradient Methods

An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods

15 November 2022
Yanli Liu
K. Zhang
Tamer Basar
W. Yin
ArXivPDFHTML

Papers citing "An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods"

50 / 73 papers shown
Title
Enhancing PPO with Trajectory-Aware Hybrid Policies
Qisai Liu
Zhanhong Jiang
Hsin-Jung Yang
Mahsa Khosravi
Joshua R. Waite
S. Sarkar
40
0
0
21 Feb 2025
A learning-based approach to stochastic optimal control under reach-avoid constraint
A learning-based approach to stochastic optimal control under reach-avoid constraint
Tingting Ni
Maryam Kamgarpour
70
0
0
21 Dec 2024
Last-Iterate Convergence of General Parameterized Policies in
  Constrained MDPs
Last-Iterate Convergence of General Parameterized Policies in Constrained MDPs
Washim Uddin Mondal
Vaneet Aggarwal
31
1
0
21 Aug 2024
Momentum for the Win: Collaborative Federated Reinforcement Learning
  across Heterogeneous Environments
Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environments
Han Wang
Sihong He
Zhili Zhang
Fei Miao
James Anderson
39
3
0
29 May 2024
Fast Stochastic Policy Gradient: Negative Momentum for Reinforcement
  Learning
Fast Stochastic Policy Gradient: Negative Momentum for Reinforcement Learning
Haobin Zhang
Zhuang Yang
25
0
0
08 May 2024
Linear Convergence of Independent Natural Policy Gradient in Games with
  Entropy Regularization
Linear Convergence of Independent Natural Policy Gradient in Games with Entropy Regularization
Youbang Sun
Tao-Wen Liu
P. R. Kumar
Shahin Shahrampour
35
0
0
04 May 2024
Learning Optimal Deterministic Policies with Stochastic Policy Gradients
Learning Optimal Deterministic Policies with Stochastic Policy Gradients
Alessandro Montenegro
Marco Mussi
Alberto Maria Metelli
Matteo Papini
33
2
0
03 May 2024
Asynchronous Federated Reinforcement Learning with Policy Gradient Updates: Algorithm Design and Convergence Analysis
Asynchronous Federated Reinforcement Learning with Policy Gradient Updates: Algorithm Design and Convergence Analysis
Guangchen Lan
Dong-Jun Han
Abolfazl Hashemi
Vaneet Aggarwal
Christopher G. Brinton
122
15
0
09 Apr 2024
Order-Optimal Regret with Novel Policy Gradient Approaches in Infinite-Horizon Average Reward MDPs
Order-Optimal Regret with Novel Policy Gradient Approaches in Infinite-Horizon Average Reward MDPs
Swetha Ganesh
Washim Uddin Mondal
Vaneet Aggarwal
39
3
0
02 Apr 2024
Towards Global Optimality for Practical Average Reward Reinforcement
  Learning without Mixing Time Oracles
Towards Global Optimality for Practical Average Reward Reinforcement Learning without Mixing Time Oracles
Bhrij Patel
Wesley A. Suttle
Alec Koppel
Vaneet Aggarwal
Brian M. Sadler
Amrit Singh Bedi
Dinesh Manocha
32
1
0
18 Mar 2024
Global Convergence Guarantees for Federated Policy Gradient Methods with
  Adversaries
Global Convergence Guarantees for Federated Policy Gradient Methods with Adversaries
Swetha Ganesh
Jiayu Chen
Gugan Thoppe
Vaneet Aggarwal
FedML
47
1
0
15 Mar 2024
On the Stochastic (Variance-Reduced) Proximal Gradient Method for
  Regularized Expected Reward Optimization
On the Stochastic (Variance-Reduced) Proximal Gradient Method for Regularized Expected Reward Optimization
Ling Liang
Haizhao Yang
9
0
0
23 Jan 2024
Global Convergence of Natural Policy Gradient with Hessian-aided
  Momentum Variance Reduction
Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction
Jie Feng
Ke Wei
Jinchi Chen
15
1
0
02 Jan 2024
PPO-Clip Attains Global Optimality: Towards Deeper Understandings of
  Clipping
PPO-Clip Attains Global Optimality: Towards Deeper Understandings of Clipping
Nai-Chieh Huang
Ping-Chun Hsieh
Kuo-Hao Ho
I-Chen Wu
16
8
0
19 Dec 2023
A safe exploration approach to constrained Markov decision processes
A safe exploration approach to constrained Markov decision processes
Tingting Ni
Maryam Kamgarpour
20
3
0
01 Dec 2023
Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm
  with General Parameterization for Infinite Horizon Discounted Reward Markov
  Decision Processes
Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes
Washim Uddin Mondal
Vaneet Aggarwal
22
9
0
18 Oct 2023
When is Agnostic Reinforcement Learning Statistically Tractable?
When is Agnostic Reinforcement Learning Statistically Tractable?
Zeyu Jia
Gene Li
Alexander Rakhlin
Ayush Sekhari
Nathan Srebro
OffRL
12
5
0
09 Oct 2023
Improved Communication Efficiency in Federated Natural Policy Gradient
  via ADMM-based Gradient Updates
Improved Communication Efficiency in Federated Natural Policy Gradient via ADMM-based Gradient Updates
Guangchen Lan
Han Wang
James Anderson
Christopher G. Brinton
Vaneet Aggarwal
FedML
16
27
0
09 Oct 2023
Accelerating Large Batch Training via Gradient Signal to Noise Ratio
  (GSNR)
Accelerating Large Batch Training via Gradient Signal to Noise Ratio (GSNR)
Guo-qing Jiang
Jinlong Liu
Zixiang Ding
Lin Guo
W. Lin
AI4CE
9
1
0
24 Sep 2023
Oracle Complexity Reduction for Model-free LQR: A Stochastic
  Variance-Reduced Policy Gradient Approach
Oracle Complexity Reduction for Model-free LQR: A Stochastic Variance-Reduced Policy Gradient Approach
Leonardo F. Toso
Han Wang
James Anderson
27
2
0
19 Sep 2023
Regret Analysis of Policy Gradient Algorithm for Infinite Horizon
  Average Reward Markov Decision Processes
Regret Analysis of Policy Gradient Algorithm for Infinite Horizon Average Reward Markov Decision Processes
Qinbo Bai
Washim Uddin Mondal
Vaneet Aggarwal
16
9
0
05 Sep 2023
On the Global Convergence of Natural Actor-Critic with Two-layer Neural
  Network Parametrization
On the Global Convergence of Natural Actor-Critic with Two-layer Neural Network Parametrization
Mudit Gaur
Amrit Singh Bedi
Di-di Wang
Vaneet Aggarwal
25
3
0
18 Jun 2023
Reinforcement Learning with General Utilities: Simpler Variance
  Reduction and Large State-Action Space
Reinforcement Learning with General Utilities: Simpler Variance Reduction and Large State-Action Space
Anas Barakat
Ilyas Fatkhullin
Niao He
13
11
0
02 Jun 2023
Regret-Optimal Model-Free Reinforcement Learning for Discounted MDPs
  with Short Burn-In Time
Regret-Optimal Model-Free Reinforcement Learning for Discounted MDPs with Short Burn-In Time
Xiang Ji
Gen Li
OffRL
10
7
0
24 May 2023
Deep Metric Tensor Regularized Policy Gradient
Deep Metric Tensor Regularized Policy Gradient
Gang Chen
Victoria Huang
13
0
0
18 May 2023
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators
Yin-Huan Han
Meisam Razaviyayn
Renyuan Xu
16
5
0
15 Mar 2023
Optimal Convergence Rate for Exact Policy Mirror Descent in Discounted
  Markov Decision Processes
Optimal Convergence Rate for Exact Policy Mirror Descent in Discounted Markov Decision Processes
Emmeran Johnson
Ciara Pike-Burke
Patrick Rebeschini
26
11
0
22 Feb 2023
Stochastic Policy Gradient Methods: Improved Sample Complexity for
  Fisher-non-degenerate Policies
Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies
Ilyas Fatkhullin
Anas Barakat
Anastasia Kireeva
Niao He
19
37
0
03 Feb 2023
A Novel Framework for Policy Mirror Descent with General
  Parameterization and Linear Convergence
A Novel Framework for Policy Mirror Descent with General Parameterization and Linear Convergence
Carlo Alfano
Rui Yuan
Patrick Rebeschini
54
15
0
30 Jan 2023
Stochastic Dimension-reduced Second-order Methods for Policy
  Optimization
Stochastic Dimension-reduced Second-order Methods for Policy Optimization
Jinsong Liu
Chen Xie
Qinwen Deng
Dongdong Ge
Yi-Li Ye
11
1
0
28 Jan 2023
Mean-Field Control based Approximation of Multi-Agent Reinforcement
  Learning in Presence of a Non-decomposable Shared Global State
Mean-Field Control based Approximation of Multi-Agent Reinforcement Learning in Presence of a Non-decomposable Shared Global State
Washim Uddin Mondal
Vaneet Aggarwal
S. Ukkusuri
25
8
0
13 Jan 2023
Coordinate Ascent for Off-Policy RL with Global Convergence Guarantees
Coordinate Ascent for Off-Policy RL with Global Convergence Guarantees
Hsin-En Su
Yen-Ju Chen
Ping-Chun Hsieh
Xi Liu
OffRL
11
0
0
10 Dec 2022
On the Global Convergence of Fitted Q-Iteration with Two-layer Neural
  Network Parametrization
On the Global Convergence of Fitted Q-Iteration with Two-layer Neural Network Parametrization
Mudit Gaur
Vaneet Aggarwal
Mridul Agarwal
MLT
31
1
0
14 Nov 2022
Decentralized Policy Gradient for Nash Equilibria Learning of
  General-sum Stochastic Games
Decentralized Policy Gradient for Nash Equilibria Learning of General-sum Stochastic Games
Yan Chen
Taoying Li
11
3
0
14 Oct 2022
SoftTreeMax: Policy Gradient with Tree Search
SoftTreeMax: Policy Gradient with Tree Search
Gal Dalal
Assaf Hallak
Shie Mannor
Gal Chechik
11
1
0
28 Sep 2022
A Robust and Constrained Multi-Agent Reinforcement Learning Electric
  Vehicle Rebalancing Method in AMoD Systems
A Robust and Constrained Multi-Agent Reinforcement Learning Electric Vehicle Rebalancing Method in AMoD Systems
Sihong He
Yue Wang
Shuo Han
Shaofeng Zou
Fei Miao
17
11
0
17 Sep 2022
On the Near-Optimality of Local Policies in Large Cooperative
  Multi-Agent Reinforcement Learning
On the Near-Optimality of Local Policies in Large Cooperative Multi-Agent Reinforcement Learning
Washim Uddin Mondal
Vaneet Aggarwal
S. Ukkusuri
18
5
0
07 Sep 2022
An Approximate Policy Iteration Viewpoint of Actor-Critic Algorithms
An Approximate Policy Iteration Viewpoint of Actor-Critic Algorithms
Zaiwei Chen
S. T. Maguluri
11
0
0
05 Aug 2022
Achieving Zero Constraint Violation for Constrained Reinforcement
  Learning via Conservative Natural Policy Gradient Primal-Dual Algorithm
Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Conservative Natural Policy Gradient Primal-Dual Algorithm
Qinbo Bai
Amrit Singh Bedi
Vaneet Aggarwal
11
20
0
12 Jun 2022
Finite-Time Analysis of Fully Decentralized Single-Timescale
  Actor-Critic
Finite-Time Analysis of Fully Decentralized Single-Timescale Actor-Critic
Qijun Luo
Xiao Li
8
1
0
12 Jun 2022
Policy Optimization for Markov Games: Unified Framework and Faster
  Convergence
Policy Optimization for Markov Games: Unified Framework and Faster Convergence
Runyu Zhang
Qinghua Liu
Haiquan Wang
Caiming Xiong
Na Li
Yu Bai
8
26
0
06 Jun 2022
Convergence and sample complexity of natural policy gradient primal-dual
  methods for constrained MDPs
Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs
Dongsheng Ding
K. Zhang
Jiali Duan
Tamer Bacsar
Mihailo R. Jovanović
13
19
0
06 Jun 2022
Stochastic Second-Order Methods Improve Best-Known Sample Complexity of
  SGD for Gradient-Dominated Function
Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function
Saeed Masiha
Saber Salehkaleybar
Niao He
Negar Kiyavash
Patrick Thiran
79
18
0
25 May 2022
Momentum-Based Policy Gradient with Second-Order Information
Momentum-Based Policy Gradient with Second-Order Information
Saber Salehkaleybar
Sadegh Khorasani
Negar Kiyavash
Niao He
Patrick Thiran
13
9
0
17 May 2022
Independent Natural Policy Gradient Methods for Potential Games:
  Finite-time Global Convergence with Entropy Regularization
Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization
Shicong Cen
Fan Chen
Yuejie Chi
16
15
0
12 Apr 2022
Deep Reinforcement Learning for Data-Driven Adaptive Scanning in
  Ptychography
Deep Reinforcement Learning for Data-Driven Adaptive Scanning in Ptychography
M. Schloz
Johannes Müller
T. Pekin
W. V. D. Broek
C. Koch
12
7
0
29 Mar 2022
Can Mean Field Control (MFC) Approximate Cooperative Multi Agent
  Reinforcement Learning (MARL) with Non-Uniform Interaction?
Can Mean Field Control (MFC) Approximate Cooperative Multi Agent Reinforcement Learning (MARL) with Non-Uniform Interaction?
Washim Uddin Mondal
Vaneet Aggarwal
S. Ukkusuri
15
9
0
28 Feb 2022
Understanding Curriculum Learning in Policy Optimization for Online
  Combinatorial Optimization
Understanding Curriculum Learning in Policy Optimization for Online Combinatorial Optimization
Runlong Zhou
Zelin He
Yuandong Tian
Yi Wu
S. Du
OffRL
12
3
0
11 Feb 2022
Single Time-scale Actor-critic Method to Solve the Linear Quadratic
  Regulator with Convergence Guarantees
Single Time-scale Actor-critic Method to Solve the Linear Quadratic Regulator with Convergence Guarantees
Mo Zhou
Jianfeng Lu
11
13
0
31 Jan 2022
Recent Advances in Reinforcement Learning in Finance
Recent Advances in Reinforcement Learning in Finance
B. Hambly
Renyuan Xu
Huining Yang
OffRL
16
165
0
08 Dec 2021
12
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