Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction

• URL: http://arxiv.org/abs/2401.01084v2
• Date: Mon, 22 Jan 2024 01:16:24 GMT
• Title: Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction
• Authors: Jie Feng, Ke Wei and Jinchi Chen
• Abstract summary: Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. New NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum technique for variance reduction. Experiments on Mujoco-based environments demonstrate the superior performance of NPG-HM over other state-of-the-art policy gradient methods.
• Score: 6.320200835271402
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum technique for variance reduction, while the sub-problem is solved via the stochastic gradient descent method. It is shown that NPG-HM can achieve the global last iterate $\epsilon$-optimality with a sample complexity of $\mathcal{O}(\epsilon^{-2})$, which is the best known result for natural policy gradient type methods under the generic Fisher non-degenerate policy parameterizations. The convergence analysis is built upon a relaxed weak gradient dominance property tailored for NPG under the compatible function approximation framework, as well as a neat way to decompose the error when handling the sub-problem. Moreover, numerical experiments on Mujoco-based environments demonstrate the superior performance of NPG-HM over other state-of-the-art policy gradient methods.

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