Policy gradient method: Difference between revisions

Revision as of 15:12, 15 May 2025

Revision as of 15:51, 24 May 2025

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=== Actor-critic methods ===

{{Main|Actor-critic algorithm}}

If <math display="inline">b_i</math> is chosen well, such that <math display="inline">b_i(S_t) \approx \sum_{\tau \in t:T} (\gamma^\tau R_\tau) = \gamma^\taut V^{\pi_{\theta_i}}(S_t)</math>, this could significantly decrease variance in the gradient estimation. That is, the baseline should be as close to the '''value function''' <math>V^{\pi_{\theta_i}}(S_t)</math> as possible, approaching the ideal of:<math display="block">\nabla_\theta J(\theta)= \mathbb{E}_{\pi_\theta}\left[\sum_{t\in 0:T} \nabla_\theta\ln\pi_\theta(A_t| S_t)\left(\sum_{\tau \in t:T} (\gamma^\tau R_\tau) - \gamma^t V^{\pi_\theta}(S_t)\right)

\Big|S_0 = s_0 \right]</math>Note that, as the policy <math>\pi_{\theta_t}</math> updates, the value function <math>V^{\pi_{\theta_i}}(S_t)</math> updates as well, so the baseline should also be updated. One common approach is to train a separate function that estimates the value function, and use that as the baseline. This is one of the [[actor-critic method]]s, where the policy function is the actor and the value function is the critic.