| IEICE Technical Committee Submission System Conference Paper's Information |
Online Proceedings [Sign in] Tech. Rep. Archives |
| Go Top Page | Go Previous | [Japanese] / [English] |
| Paper Abstract and Keywords | ||
| Presentation | 2011-06-21 14:15 Analysis and Improvement of Policy Gradient Estimation Tingting Zhao, Hirotaka Hachiya, Gang Niu, Masashi Sugiyama (Tokyo Inst. of Tech.)  IBISML2011-12 |
|
| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Policy gradient is a useful model-free reinforcement learning approach, but it tends to suffer from instability of gradient estimates. In this paper, we analyze and improve the stability of policy gradient methods. We first prove that the variance of gradient estimates in the PGPE (policy gradients with parameter-based exploration) method is smaller than that of the classical REINFORCE method under a mild assumption. We then derive the optimal baseline for PGPE, which contributes to further reducing the variance. We also theoretically show that PGPE with the optimal baseline is more preferable than REINFORCE with the optimal baseline in terms of the variance of gradient estimates. Finally, we demonstrate the usefulness of the improved PGPE method through experiments. |
|
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Reinforcement Learning / Policy gradients / Optimal Baseline / / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 111, no. 87, IBISML2011-12, pp. 83-89, June 2011. | |
| Paper # | IBISML2011-12 | |
| Date of Issue | 2011-06-13 (IBISML) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2011-12 |
|
| Conference Information | |
| Committee | IBISML |
| Conference Date | 2011-06-20 - 2011-06-21 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Takeda Hall |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Machine learning and its applications |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2011-06-IBISML |
| Language | English |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Analysis and Improvement of Policy Gradient Estimation |
| Sub Title (in English) | |
| Keyword(1) | Reinforcement Learning |
| Keyword(2) | Policy gradients |
| Keyword(3) | Optimal Baseline |
| Keyword(4) | |
| Keyword(5) | |
| Keyword(6) | |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Tingting Zhao |
| 1st Author's Affiliation | Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
| 2nd Author's Name | Hirotaka Hachiya |
| 2nd Author's Affiliation | Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
| 3rd Author's Name | Gang Niu |
| 3rd Author's Affiliation | Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
| 4th Author's Name | Masashi Sugiyama |
| 4th Author's Affiliation | Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
| 5th Author's Name | |
| 5th Author's Affiliation | () |
| 6th Author's Name | |
| 6th Author's Affiliation | () |
| 7th Author's Name | |
| 7th Author's Affiliation | () |
| 8th Author's Name | |
| 8th Author's Affiliation | () |
| 9th Author's Name | |
| 9th Author's Affiliation | () |
| 10th Author's Name | |
| 10th Author's Affiliation | () |
| 11th Author's Name | |
| 11th Author's Affiliation | () |
| 12th Author's Name | |
| 12th Author's Affiliation | () |
| 13th Author's Name | |
| 13th Author's Affiliation | () |
| 14th Author's Name | |
| 14th Author's Affiliation | () |
| 15th Author's Name | |
| 15th Author's Affiliation | () |
| 16th Author's Name | |
| 16th Author's Affiliation | () |
| 17th Author's Name | |
| 17th Author's Affiliation | () |
| 18th Author's Name | |
| 18th Author's Affiliation | () |
| Speaker | Author-1 |
| Date Time | 2011-06-21 14:15:00 |
| Presentation Time | 30 minutes |
| Registration for | IBISML |
| Paper # | IBISML2011-12 |
| Volume (vol) | vol.111 |
| Number (no) | no.87 |
| Page | pp.83-89 |
| #Pages | 7 |
| Date of Issue | 2011-06-13 (IBISML) |
[Return to Top Page]