[edit]
On Global Convergence Rates for Federated Softmax Policy Gradient Under HeterogeneousEnvironments
Proceedings of The 29th International Conference on Artificial Intelligence and Statistics, PMLR 300:4960-4968, 2026.
Abstract
We provide global convergence rates for vanilla and entropy-regularized federated softmax stochastic policy gradient ($\texttt{FedPG}$) with local training. We show that $\texttt{FedPG}$ converges to a near-optimal policy in terms of the average agent value, with a gap controlled by the level of heterogeneity. Remarkably, we obtain the first convergence rates for entropy-regularized policy gradient \emph{with explicit constants}, leveraging a projection-like operator. Our results build upon a new analysis of federated averaging for non-convex objectives, based on the observation that the {Ł}ojasiewicz-type inequalities from the single-agent setting (Mei et al., 2020) do not hold for the federated objective. This uncovers a fundamental difference between single-agent and federated reinforcement learning: while single-agent optimal policies can be deterministic, federated objectives may inherently require stochastic policies.