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The Role of Baselines in Policy Gradient Optimization

NeurIPS 2022 · Optimization › Nonconvex and smooth optimization · approach: Variance-reduced policy gradient

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add a state value baseline to on-policy stochastic NPG (ablation)NPG with on-policy importance sampling · One-state MDP with bounded stochastic rewardsglobal convergence to an optimal policy: positive probability of suboptimal convergence -> almost sure global convergenceHelped
Add a state value baseline to on-policy stochastic NPGNPG with on-policy importance sampling · One-state MDP with bounded stochastic rewardssuboptimality gap: O(1/t)Helped
Add a state value baseline to on-policy stochastic NPGNPG with on-policy importance sampling · Finite MDPs with sufficiently exploratory initial state distributionvalue suboptimality gap: O(1/t)Helped
Add a state value baseline (ablation)On-policy stochastic NPG · One-state MDP, fixed repeated-action samplingupdate aggressiveness: O(e^{-c · t}) -> Ω(1/t)Helped
Add a state value baseline (ablation)On-policy stochastic NPG · One-state MDP with stochastic rewardsupdate variance: unbounded -> unboundedNo clear effect
Use a value baseline to moderate updatesOn-policy stochastic NPG · One-state MDP, adversarial initializationexpected reward: r(2) ≈ 0.95 -> r(1) ≈0.97Helped
Use a value baselineOn-policy stochastic NPG · One-state MDP, uniform initialization, deterministic rewardssuboptimality-gap decay: slope is approximately -1; C′/ tHelped

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