Fast Online Policy Gradient Learning with SMD Gain Vector Adaptation
Jin Yu, Douglas Aberdeen, Nicol Norbert Schraudolph · Neural Information Processing Systems · 2005
Reinforcement learning by direct policy gradient estimation is attractive in theory but in practice leads to notoriously ill-behaved optimization problems. We improve its robustness and speed of convergence with stochastic meta-descent, a gain vector adaptation method that employs fast Hessian-vector products. In our experiments the resulting algorithms outperform previously employed online stochastic, offline conjugate, and natural policy gradient methods.