Variance Reduction for Policy-Gradient Methods via Empirical Variance Minimization

no code implementations • 14 Jun 2022 • Maxim Kaledin, Alexander Golubev, Denis Belomestny

Policy-gradient methods in Reinforcement Learning(RL) are very universal and widely applied in practice but their performance suffers from the high variance of the gradient estimate.

Policy Gradient Methods Reinforcement Learning (RL)