Variance-Reduced Policy Gradient is Nearly Minimax-Optimal
精选理由
提出仅依赖一阶更新的方差缩减策略梯度框架,在弱假设下实现近乎最优的样本复杂度,为高效强化学习提供理论保障。
AI 摘要
Standard Policy Gradient (PG) algorithms suffer from high estimation variance because they rely on Monte Carlo updates. While off-policy variance reduction mitigates this problem, establishing optimal sample complexity currently requires either restrictive assumptions, such as uniformly bounded importance weights, or impractical second-order operations. In this work, we introduce Loopless Variance-Reduced PG (LVR-PG), a unified theoretical framework that abstracts a class of first-order estimators that integrate recursive updates with defensive importance sampling, including known estimators such as PAGE-PG and STORM-PG. We prove that this algorithmic class achieves $\tilde{\mathcal{O}}(ε^{-2})$ last-iterate global convergence under weak gradient domination for general parametric policies. We establish this guarantee using purely first-order updates, with minimal assumptions and without gradient preconditioners. By extending state-of-the-art lower bounds to continuous parametric policies, we establish an $Ω(ε^{-2})$ sample complexity limit, confirming our framework is minimax-optimal up to logarithmic factors and horizon terms.