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Communication Dans Un Congrès Année : 2022

A general sample complexity analysis of vanilla policy gradient

Résumé

We adapt recent tools developed for the analysis of Stochastic Gradient Descent (SGD) in non-convex optimization to obtain convergence and sample complexity guarantees for the vanilla policy gradient (PG). Our only assumptions are that the expected return is smooth w.r.t. the policy parameters, that its H-step truncated gradient is close to the exact gradient, and a certain ABC assumption. This assumption requires the second moment of the estimated gradient to be bounded by A ≥ 0 times the suboptimality gap, B ≥ 0 times the norm of the full batch gradient and an additive constant C ≥ 0, or any combination of aforementioned. We show that the ABC assumption is more general than the commonly used assumptions on the policy space to prove convergence to a stationary point. We provide a single convergence theorem that recovers the O(−4) sample complexity of PG. Our results also affords greater flexibility in the choice of hyper parameters such as the step size and places no restriction on the batch size m, including the single trajectory case (i.e., m = 1). We then instantiate our theorem in different settings, where we both recover existing results and obtained improved sample complexity, e.g., for convergence to the global optimum for Fisher-nondegenerated parameterized policies.
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Dates et versions

hal-04255228 , version 1 (23-10-2023)

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  • HAL Id : hal-04255228 , version 1

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Rui Yuan, Robert M Gower, Alessandro Lazaric. A general sample complexity analysis of vanilla policy gradient. International Conference on Artificial Intelligence and Statistics, 2022, Virtual conference (Covid), France. ⟨hal-04255228⟩
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