Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies

• URL: http://arxiv.org/abs/2302.01734v2
• Date: Wed, 8 Nov 2023 10:05:55 GMT
• Title: Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies
• Authors: Ilyas Fatkhullin and Anas Barakat and Anastasia Kireeva and Niao He
• Abstract summary: We develop improved global convergence guarantees for a general class of Fisher-non-degenerate parameterized policies. In this work, we propose a Normalized Policy Gradient method with Implicit Gradient Transport (N-PG-IGT) and derive a $tildemathcalO(varepsilon-2.5)$ sample complexity of this method. We further improve this complexity to $tilde mathcalmathcalO (varepsilon-2)$ by considering a Hessian-Aided Recursive Policy Gradient
• Score: 19.779044926914704
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the understanding of their convergence to a globally optimal policy is still limited. In this work, we develop improved global convergence guarantees for a general class of Fisher-non-degenerate parameterized policies which allows to address the case of continuous state action spaces. First, we propose a Normalized Policy Gradient method with Implicit Gradient Transport (N-PG-IGT) and derive a $\tilde{\mathcal{O}}(\varepsilon^{-2.5})$ sample complexity of this method for finding a global $\varepsilon$-optimal policy. Improving over the previously known $\tilde{\mathcal{O}}(\varepsilon^{-3})$ complexity, this algorithm does not require the use of importance sampling or second-order information and samples only one trajectory per iteration. Second, we further improve this complexity to $\tilde{ \mathcal{\mathcal{O}} }(\varepsilon^{-2})$ by considering a Hessian-Aided Recursive Policy Gradient ((N)-HARPG) algorithm enhanced with a correction based on a Hessian-vector product. Interestingly, both algorithms are $(i)$ simple and easy to implement: single-loop, do not require large batches of trajectories and sample at most two trajectories per iteration; $(ii)$ computationally and memory efficient: they do not require expensive subroutines at each iteration and can be implemented with memory linear in the dimension of parameters.

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