Computer Science > Machine Learning
[Submitted on 2 Oct 2019]
Title:Analyzing the Variance of Policy Gradient Estimators for the Linear-Quadratic Regulator
View PDFAbstract:We study the variance of the REINFORCE policy gradient estimator in environments with continuous state and action spaces, linear dynamics, quadratic cost, and Gaussian noise. These simple environments allow us to derive bounds on the estimator variance in terms of the environment and noise parameters. We compare the predictions of our bounds to the empirical variance in simulation experiments.
Bibliographic and Citation Tools
Bibliographic Explorer (What is the Explorer?)
Connected Papers (What is Connected Papers?)
Litmaps (What is Litmaps?)
scite Smart Citations (What are Smart Citations?)
Code, Data and Media Associated with this Article
alphaXiv (What is alphaXiv?)
CatalyzeX Code Finder for Papers (What is CatalyzeX?)
DagsHub (What is DagsHub?)
Gotit.pub (What is GotitPub?)
Hugging Face (What is Huggingface?)
Papers with Code (What is Papers with Code?)
ScienceCast (What is ScienceCast?)
Demos
Recommenders and Search Tools
Influence Flower (What are Influence Flowers?)
CORE Recommender (What is CORE?)
IArxiv Recommender
(What is IArxiv?)
arXivLabs: experimental projects with community collaborators
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.