Momentum-Based Policy Gradient Methods

Feihu Huang, Shangqian Gao, Jian Pei, Heng Huang
Proceedings of the 37th International Conference on Machine Learning, PMLR 119:4422-4433, 2020.

Abstract

In the paper, we propose a class of efficient momentum-based policy gradient methods for the model-free reinforcement learning, which use adaptive learning rates and do not require any large batches. Specifically, we propose a fast important-sampling momentum-based policy gradient (IS-MBPG) method based on a new momentum-based variance reduced technique and the importance sampling technique. We also propose a fast Hessian-aided momentum-based policy gradient (HA-MBPG) method based on the momentum-based variance reduced technique and the Hessian-aided technique. Moreover, we prove that both the IS-MBPG and HA-MBPG methods reach the best known sample complexity of $O(\epsilon^{-3})$ for finding an $\epsilon$-stationary point of the nonconcave performance function, which only require one trajectory at each iteration. In particular, we present a non-adaptive version of IS-MBPG method, i.e., IS-MBPG*, which also reaches the best known sample complexity of $O(\epsilon^{-3})$ without any large batches. In the experiments, we apply four benchmark tasks to demonstrate the effectiveness of our algorithms.

Cite this Paper


BibTeX
@InProceedings{pmlr-v119-huang20a, title = {Momentum-Based Policy Gradient Methods}, author = {Huang, Feihu and Gao, Shangqian and Pei, Jian and Huang, Heng}, booktitle = {Proceedings of the 37th International Conference on Machine Learning}, pages = {4422--4433}, year = {2020}, editor = {Hal Daumé III and Aarti Singh}, volume = {119}, series = {Proceedings of Machine Learning Research}, month = {13--18 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v119/huang20a/huang20a.pdf}, url = { http://proceedings.mlr.press/v119/huang20a.html }, abstract = {In the paper, we propose a class of efficient momentum-based policy gradient methods for the model-free reinforcement learning, which use adaptive learning rates and do not require any large batches. Specifically, we propose a fast important-sampling momentum-based policy gradient (IS-MBPG) method based on a new momentum-based variance reduced technique and the importance sampling technique. We also propose a fast Hessian-aided momentum-based policy gradient (HA-MBPG) method based on the momentum-based variance reduced technique and the Hessian-aided technique. Moreover, we prove that both the IS-MBPG and HA-MBPG methods reach the best known sample complexity of $O(\epsilon^{-3})$ for finding an $\epsilon$-stationary point of the nonconcave performance function, which only require one trajectory at each iteration. In particular, we present a non-adaptive version of IS-MBPG method, i.e., IS-MBPG*, which also reaches the best known sample complexity of $O(\epsilon^{-3})$ without any large batches. In the experiments, we apply four benchmark tasks to demonstrate the effectiveness of our algorithms.} }
Endnote
%0 Conference Paper %T Momentum-Based Policy Gradient Methods %A Feihu Huang %A Shangqian Gao %A Jian Pei %A Heng Huang %B Proceedings of the 37th International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2020 %E Hal Daumé III %E Aarti Singh %F pmlr-v119-huang20a %I PMLR %P 4422--4433 %U http://proceedings.mlr.press/v119/huang20a.html %V 119 %X In the paper, we propose a class of efficient momentum-based policy gradient methods for the model-free reinforcement learning, which use adaptive learning rates and do not require any large batches. Specifically, we propose a fast important-sampling momentum-based policy gradient (IS-MBPG) method based on a new momentum-based variance reduced technique and the importance sampling technique. We also propose a fast Hessian-aided momentum-based policy gradient (HA-MBPG) method based on the momentum-based variance reduced technique and the Hessian-aided technique. Moreover, we prove that both the IS-MBPG and HA-MBPG methods reach the best known sample complexity of $O(\epsilon^{-3})$ for finding an $\epsilon$-stationary point of the nonconcave performance function, which only require one trajectory at each iteration. In particular, we present a non-adaptive version of IS-MBPG method, i.e., IS-MBPG*, which also reaches the best known sample complexity of $O(\epsilon^{-3})$ without any large batches. In the experiments, we apply four benchmark tasks to demonstrate the effectiveness of our algorithms.
APA
Huang, F., Gao, S., Pei, J. & Huang, H.. (2020). Momentum-Based Policy Gradient Methods. Proceedings of the 37th International Conference on Machine Learning, in Proceedings of Machine Learning Research 119:4422-4433 Available from http://proceedings.mlr.press/v119/huang20a.html .

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