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Stabilizing Policy Optimization via Logits Convexity

NeurIPS 2026 · Reinforcement learning › Policy gradient and actor-critic · approach: Variance-reduced policy gradients · 0 citations (OpenAlex)

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Proposes Logits Convex Optimization (LCO), which reformulates RL policy optimization as regressing/matching policy logits or distribution to an advantage-shifted optimal target, arguing this restores logits-level convexity and stable gradients relative to PPO.

Problem

RL optimization for LLMs (e.g., PPO) is notoriously unstable compared to SFT, with gradient explosions and training collapse; the causes are poorly understood.

Approach

Identify logits convexity (positive semi-definite Hessian of the loss w.r.t. logits) as the property that makes SFT stable and PPO's clipped objective lacks; then recast RL as fitting the policy to the closed-form optimal policy/logits pi* ∝ pi_old exp(A/β) using MSE, log-cosh, or forward-KL losses, which are logits convex.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: MATH QA-Feedback UltraFeedback MMLU MMLU-Redux

Benchmarks: MATH500 AMC23 MinervaMath QA-Feedback AlpacaEval 2.0 MMLU MMLU-Redux

Metrics: Pass@1 reward score (relevance, factuality, completeness) win rate length-controlled win rate gradient norm

Baselines: REINFORCE PPO GRPO DAPO GSPO MiniLLM GKD SFT

Builds on: PPO DPO GRPO GKD MiniLLM

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