提出一种高效稳定的二阶策略梯度方法,提升强化学习收敛速度。
Second-Order Actor-Critic Methods for Discounted MDPs via Policy Hessian Decomposition

- 基于双重时间尺度框架,利用动作价值函数近似不变性
- 通过海森向量积实现计算高效的二阶更新
- 适合追求快速收敛的强化学习研究者
本文研究强化学习中的折扣回报设置。为缓解策略梯度方法中值函数近似的挑战,已发展出演员-评论家方法,其在合理假设下可收敛至平稳点。然而,这些方法依赖一阶更新。相比之下,二阶优化提供具有曲率感知的更新,理论上可加速收敛,但受限于海森矩阵估计的计算复杂性。本文分析了演员更新的二阶近似,尽可能利用目标函数的完整曲率信息。稳定近似需将动作价值函数视为关于策略参数的局部常数,这在传统策略梯度方法中不成立。我们证明,在双重时间尺度演员-评论家框架下,评论家以更快时间尺度演化,可在演员更新期间视为准平稳状态,该近似得以成立。基于此,我们提出了适用于折扣回报设置的二阶演员-评论家方法,利用海森向量积(HVP)计算,实现了计算高效且稳定的二阶更新。
原文摘要 · Abstract (English)
We address the discounted reward setting in reinforcement learning (RL). To mitigate the value approximation challenges in policy gradient methods, actor-critic approaches have been developed and are known to converge to stationary points under suitable assumptions. However, these methods rely on first-order updates. In contrast, second-order optimization provides principled curvature-aware updates that are proven to accelerate convergence, but its application in RL is limited by the computational complexity of Hessian estimation. In this work, we analyze second-order approximations for the actor update that leverage the full curvature information of the objective as much as possible. A stable approximation requires treating the action-value function as locally constant with respect to policy parameters, which does not generally hold in policy gradient methods. We show that this approximation becomes well-justified under a two-timescale actor-critic framework, where the critic evolves on a faster timescale and can be treated as quasi-stationary during actor updates. Building on this insight, we formulate a second-order actor-critic method for the discounted reward setting that leverages Hessian-vector product (HVP) computations, resulting in a computationally efficient and stable second-order update.
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