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A Baseline for Any Order Gradient Estimation in Stochastic Computation Graphs

ICML 2019 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add any-order baseline B (second-order term B(2) on top of first-order baseline) (ablation)DiCE multi-agent second-order gradient estimator · Iterated prisoner's dilemmacorrelation with exact Hessian (1000 samples): 0.29 -> 0.97Helped
add second order baseline term B(2) to first order baseline (ablation)Higher order (3rd and 4th) gradient estimators · Iterated prisoner's dilemmamean correlation with true gradients (1000 samples)Helped
use first order baseline only (no new term) for higher order gradients (ablation)Fourth order gradient estimator · Iterated prisoner's dilemmacorrelation with true gradientNo clear effect
add any-order baseline (reduces required sample size for 0.97 Hessian correlation)DiCE second-order Hessian estimation · Iterated prisoner's dilemmasamples required for 0.97 correlation: 100k -> 1kHelped
add second order baseline B(2) (ablation)LOLA-DiCE · IPD LOLA-DiCEaverage per-step return: without baseline ~-1.6 (random ~-1.5); with baseline agents learnHelped

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