arXiv:2504.02130cs.LG2025-04NeurIPS被引 5

提出新条件,证明线性函数逼近下策略梯度可全局收敛

Ordering-based Conditions for Global Convergence of Policy Gradient Methods

  • 用排名保持机制替代近似误差,刻画收敛条件
  • 自然策略梯度收敛当且仅当奖励投影保持最优动作排名
  • 软最大策略梯度只需排名不被支配,适用范围更广

针对具有线性函数逼近的有限动作老虎机问题,我们证明策略梯度(PG)方法的全局收敛性依赖于策略更新与表示之间的相互关系。首先,我们发现:在无需策略或奖励可实现性的条件下,标准Softmax PG和自然策略梯度(NPG)均可实现全局收敛;近似误差并非决定全局收敛的关键量;且两种算法对应的表示条件不同。这些观察质疑了近似误差作为衡量收敛性的合理性。其次,基于此,我们建立新理论结果:在使用线性函数逼近时,NPG全局收敛当且仅当奖励在可表示空间上的投影保持最优动作的排名;Softmax PG的全局收敛要求表示满足非支配条件并能保持奖励排名,该条件远超传统可实现性假设。实验结果支持上述理论发现。

原文摘要 · Abstract (English)

We prove that, for finite-arm bandits with linear function approximation, the global convergence of policy gradient (PG) methods depends on inter-related properties between the policy update and the representation. textcolor{blue}{First}, we establish a few key observations that frame the study: \textbf{(i)} Global convergence can be achieved under linear function approximation without policy or reward realizability, both for the standard Softmax PG and natural policy gradient (NPG). \textbf{(ii)} Approximation error is not a key quantity for characterizing global convergence in either algorithm. \textbf{(iii)} The conditions on the representation that imply global convergence are different between these two algorithms. Overall, these observations call into question approximation error as an appropriate quantity for characterizing the global convergence of PG methods under linear function approximation. \textcolor{blue}{Second}, motivated by these observations, we establish new general results: \textbf{(i)} NPG with linear function approximation achieves global convergence \emph{if and only if} the projection of the reward onto the representable space preserves the optimal action's rank, a quantity that is not strongly related to approximation error. \textbf{(ii)} The global convergence of Softmax PG occurs if the representation satisfies a non-domination condition and can preserve the ranking of rewards, which goes well beyond policy or reward realizability. We provide experimental results to support these theoretical findings.

策略梯度全局收敛线性函数逼近排名保持

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。