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Fast Convergence of Softmax Policy Mirror Ascent

2024-11-18 · Reza Asad, Reza Babanezhad, Issam Laradji, Nicolas Le Roux, Sharan Vaswani

Natural policy gradient (NPG) is a common policy optimization algorithm and can be viewed as mirror ascent in the space of probabilities. Recently, Vaswani et al. [2021] introduced a policy gradient method that corresponds to mirror ascent in the dual space of logits. We refine this algorithm, removing its need for a normalization across actions and analyze the resulting method (referred to as SPMA). For tabular MDPs, we prove that SPMA with a constant step-size matches the linear convergence of NPG and achieves a faster convergence than constant step-size (accelerated) softmax policy gradient. To handle large state-action spaces, we extend SPMA to use a log-linear policy parameterization. Unlike that for NPG, generalizing SPMA to the linear function approximation (FA) setting does not require compatible function approximation. Unlike MDPO, a practical generalization of NPG, SPMA with linear FA only requires solving convex softmax classification problems. We prove that SPMA achieves linear convergence to the neighbourhood of the optimal value function. We extend SPMA to handle non-linear FA and evaluate its empirical performance on the MuJoCo and Atari benchmarks. Our results demonstrate that SPMA consistently achieves similar or better performance compared to MDPO, PPO and TRPO.

📄 PDF Abstract BibTeX arXiv:2411.12042

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MuJoCo

Methods 이 논문이 사용한 방법론

Entropy Regularization 설명 없음
PPO Proximal Policy Optimization, or PPO, is a policy gradient method for reinforcement learning. The motivation was to have an algorithm with the data efficiency and reliable…
Softmax The Softmax output function transforms a previous layer's output into a vector of probabilities. It is commonly used for multiclass classification. Given an input vector $x$…
MDPO Mirror Descent Policy Optimization (MDPO) is a policy gradient algorithm based on the idea of iteratively solving a trust-region problem that minimizes a sum of two terms: a…
TRPO Trust Region Policy Optimization, or TRPO, is a policy gradient method in reinforcement learning that avoids parameter updates that change the policy too much with a KL…
FA 설명 없음

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