An Improved Convergence Analysis of Stochastic Variance-Reduced Policy Gradient

29 May 2019

Quanquan Gu

Papers citing "An Improved Convergence Analysis of Stochastic Variance-Reduced Policy Gradient"

29 / 29 papers shown

Title
Learning Optimal Deterministic Policies with Stochastic Policy Gradients Alessandro Montenegro Marco Mussi Alberto Maria Metelli Matteo Papini 48 2 0 03 May 2024
Global Convergence Guarantees for Federated Policy Gradient Methods with Adversaries Swetha Ganesh Jiayu Chen Gugan Thoppe Vaneet Aggarwal FedML 71 1 0 15 Mar 2024
Towards Efficient Risk-Sensitive Policy Gradient: An Iteration Complexity Analysis Rui Liu Erfaun Noorani Pratap Tokekar John S. Baras 36 1 0 13 Mar 2024
On the Stochastic (Variance-Reduced) Proximal Gradient Method for Regularized Expected Reward Optimization Ling Liang Haizhao Yang 14 1 0 23 Jan 2024
Efficiently Escaping Saddle Points for Non-Convex Policy Optimization Sadegh Khorasani Saber Salehkaleybar Negar Kiyavash Niao He Matthias Grossglauser 29 1 0 15 Nov 2023
Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimization Zhen Qin Zhishuai Liu Pan Xu 28 1 0 24 Oct 2023
Oracle Complexity Reduction for Model-free LQR: A Stochastic Variance-Reduced Policy Gradient Approach Leonardo F. Toso Han Wang James Anderson 37 2 0 19 Sep 2023
SoftTreeMax: Exponential Variance Reduction in Policy Gradient via Tree Search Gal Dalal Assaf Hallak Gugan Thoppe Shie Mannor Gal Chechik 29 3 0 30 Jan 2023
Beyond Exponentially Fast Mixing in Average-Reward Reinforcement Learning via Multi-Level Monte Carlo Actor-Critic Wesley A Suttle Amrit Singh Bedi Bhrij Patel Brian M Sadler Alec Koppel Dinesh Manocha 31 14 0 28 Jan 2023
An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods Yanli Liu Kaipeng Zhang Tamer Basar W. Yin 48 102 0 15 Nov 2022
Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Conservative Natural Policy Gradient Primal-Dual Algorithm Qinbo Bai Amrit Singh Bedi Vaneet Aggarwal 26 20 0 12 Jun 2022
A Small Gain Analysis of Single Timescale Actor Critic Alexander Olshevsky Bahman Gharesifard 33 20 0 04 Mar 2022
PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimation Matilde Gargiani Andrea Zanelli Andrea Martinelli Tyler H. Summers John Lygeros 33 14 0 01 Feb 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 29 167 0 08 Dec 2021
Distributed Policy Gradient with Variance Reduction in Multi-Agent Reinforcement Learning Xiaoxiao Zhao Jinlong Lei Li Li Jie-bin Chen OffRL 20 2 0 25 Nov 2021
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach Haotian Gu Xin Guo Xiaoli Wei Renyuan Xu OOD 42 36 0 05 Aug 2021
A general sample complexity analysis of vanilla policy gradient Rui Yuan Robert Mansel Gower A. Lazaric 79 62 0 23 Jul 2021
On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correction Jiawei Huang Nan Jiang 19 5 0 02 Jun 2021
CRPO: A New Approach for Safe Reinforcement Learning with Convergence Guarantee Tengyu Xu Yingbin Liang Guanghui Lan 47 122 0 11 Nov 2020
Single and Multi-Agent Deep Reinforcement Learning for AI-Enabled Wireless Networks: A Tutorial Amal Feriani Ekram Hossain 35 237 0 06 Nov 2020
Variance-Reduced Methods for Machine Learning Robert Mansel Gower Mark Schmidt Francis R. Bach Peter Richtárik 19 111 0 02 Oct 2020
Non-asymptotic Convergence Analysis of Two Time-scale (Natural) Actor-Critic Algorithms Tengyu Xu Zhe Wang Yingbin Liang 26 57 0 07 May 2020
A Finite Time Analysis of Two Time-Scale Actor Critic Methods Yue Wu Weitong Zhang Pan Xu Quanquan Gu 90 146 0 04 May 2020
Improving Sample Complexity Bounds for (Natural) Actor-Critic Algorithms Tengyu Xu Zhe Wang Yingbin Liang 24 25 0 27 Apr 2020
Stochastic Recursive Momentum for Policy Gradient Methods Huizhuo Yuan Xiangru Lian Ji Liu Yuren Zhou 21 31 0 09 Mar 2020
Generative Adversarial Imitation Learning with Neural Networks: Global Optimality and Convergence Rate Yufeng Zhang Qi Cai Zhuoran Yang Zhaoran Wang 116 12 0 08 Mar 2020
$Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence$ Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence Kaipeng Zhang Bin Hu Tamer Basar 24 119 0 21 Oct 2019
Sample Efficient Policy Gradient Methods with Recursive Variance Reduction Pan Xu F. Gao Quanquan Gu 31 83 0 18 Sep 2019
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 93 737 0 19 Mar 2014