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 optimization attain globally optimal policy


Neural Trust Region/Proximal Policy Optimization Attains Globally Optimal Policy

Neural Information Processing Systems

Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the global convergence of PPO and TRPO remains less understood, which separates theory from practice. In this paper, we prove that a variant of PPO and TRPO equipped with overparametrized neural networks converges to the globally optimal policy at a sublinear rate. The key to our analysis is the global convergence of infinite-dimensional mirror descent under a notion of one-point monotonicity, where the gradient and iterate are instantiated by neural networks. In particular, the desirable representation power and optimization geometry induced by the overparametrization of such neural networks allow them to accurately approximate the infinite-dimensional gradient and iterate.


Reviews: Neural Proximal/Trust Region Policy Optimization Attains Globally Optimal Policy

Neural Information Processing Systems

Originality: The authors apply the idea that overparametrization induces local linearization, which has been documented for supervised learning, and in another submission for TD learning. In particular, they decompose the error into two terms, one due to TD, and the other due to SGD, and incorporate them in the analysis of infinite-dimensional mirror descent. The insight that the previous previous analysis for TD could be generalised to a meta algorithm that includes both TD and SGD as particular cases is key. Related work is adequately cited, and differences with previous works are clearly stated, including differences with the sister submission [5]. Quality: The submission seems technically sound, and includes detailed proofs (I just skimmed through them). This is a complete piece of work.


Neural Trust Region/Proximal Policy Optimization Attains Globally Optimal Policy

Neural Information Processing Systems

Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the global convergence of PPO and TRPO remains less understood, which separates theory from practice. In this paper, we prove that a variant of PPO and TRPO equipped with overparametrized neural networks converges to the globally optimal policy at a sublinear rate. The key to our analysis is the global convergence of infinite-dimensional mirror descent under a notion of one-point monotonicity, where the gradient and iterate are instantiated by neural networks. In particular, the desirable representation power and optimization geometry induced by the overparametrization of such neural networks allow them to accurately approximate the infinite-dimensional gradient and iterate.


Neural Trust Region/Proximal Policy Optimization Attains Globally Optimal Policy

Neural Information Processing Systems

Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the global convergence of PPO and TRPO remains less understood, which separates theory from practice. In this paper, we prove that a variant of PPO and TRPO equipped with overparametrized neural networks converges to the globally optimal policy at a sublinear rate. The key to our analysis is the global convergence of infinite-dimensional mirror descent under a notion of one-point monotonicity, where the gradient and iterate are instantiated by neural networks. In particular, the desirable representation power and optimization geometry induced by the overparametrization of such neural networks allow them to accurately approximate the infinite-dimensional gradient and iterate. Papers published at the Neural Information Processing Systems Conference.