Stochastic Recursive Momentum for Policy Gradient Methods

9 Mar 2020Huizhuo YuanXiangru LianJi LiuYuren Zhou

In this paper, we propose a novel algorithm named STOchastic Recursive Momentum for Policy Gradient (STORM-PG), which operates a SARAH-type stochastic recursive variance-reduced policy gradient in an exponential moving average fashion. STORM-PG enjoys a provably sharp $O(1/\epsilon^3)$ sample complexity bound for STORM-PG, matching the best-known convergence rate for policy gradient algorithm... (read more)

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