Stochastic Variance-Reduced Policy Gradient
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Abstract (arXiv)
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods have proven to be very successful in supervised learning. However, their adaptation to policy gradient is not straightforward and needs to account for I) a non-concave objective func- tion; II) approximations in the full gradient com- putation; and III) a non-stationary sampling pro- cess. The result is SVRPG, a stochastic variance- reduced policy gradient algorithm that leverages on importance weights to preserve the unbiased- ness of the gradient estimate. Under standard as- sumptions on the MDP, we provide convergence guarantees for SVRPG with a convergence rate that is linear under increasing batch sizes. Finally, we suggest practical variants of SVRPG, and we empirically evaluate them on continuous MDPs.
Key facts. Cited by 103 papers in the map (data through 7 Oct 2026). First posted on arXiv 14 Jun 2018.
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Citing papers per year: 2021: 20; 2022: 16; 2023: 22; 2024: 19; 2025: 14; 2026: 12.
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- 2023ReMax: A Simple, Effective, and Efficient Reinforcement Learning Method for Aligning Large Language Modelscited by 184
- 2021Recent Advances in Reinforcement Learning in Financecited by 102
- 2021A general sample complexity analysis of vanilla policy gradientcited by 74
- 2021On the Convergence and Sample Efficiency of Variance-Reduced Policy Gradient Methodcited by 67
- 2022An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methodscited by 63
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policiescited by 53
- 2021Fault-Tolerant Federated Reinforcement Learning with Theoretical Guaranteecited by 52
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- 2024Towards Efficient Exact Optimization of Language Model Alignmentcited by 37
- 2022Finite-time analysis of single-timescale actor-criticcited by 30
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processescited by 24
- 2021On the Global Optimum Convergence of Momentum-based Policy Gradientcited by 23
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- 2021Accelerated and instance-optimal policy evaluation with linear function approximationcited by 18
- 2023Beyond Exponentially Fast Mixing in Average-Reward Reinforcement Learning via Multi-Level Monte Carlo Actor-Criticcited by 18
- 2023Reinforcement Learning with General Utilities: Simpler Variance Reduction and Large State-Action Spacecited by 18
- 2021Bregman Gradient Policy Optimizationcited by 15
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimationcited by 15
- 2024A Sharper Global Convergence Analysis for Average Reward Reinforcement Learning via an Actor-Critic Approachcited by 14
- 2021Joint Optimization of Multi-Objective Reinforcement Learning with Policy Gradient Based Algorithmcited by 12
- 2021On the Sample Complexity and Metastability of Heavy-tailed Policy Search in Continuous Controlcited by 12
- 2022On the Hidden Biases of Policy Mirror Ascent in Continuous Action Spacescited by 11
- 2022Momentum-Based Policy Gradient with Second-Order Informationcited by 11
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- 2021Smoothed functional-based gradient algorithms for off-policy reinforcement learning: A non-asymptotic viewpointcited by 5
- 2023On the Global Convergence of Natural Actor-Critic with Two-layer Neural Network Parametrizationcited by 5
- 2023On the Second-Order Convergence of Biased Policy Gradient Algorithmscited by 5
- 2024Towards Efficient Risk-Sensitive Policy Gradient: An Iteration Complexity Analysiscited by 5
- 2021On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correctioncited by 4
- 2022Variance Reduction for Policy-Gradient Methods via Empirical Variance Minimizationcited by 4
- 2024Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reductioncited by 4
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- 2026Reusing Past Samples in Proximal Policy Optimization: When and How Does It Help?1 Oct 2026
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- 2026Hierarchical Multilevel Monte Carlo for Order-Optimal Neural Actor-Critic in Average-Reward CMDPs30 Jul 2026
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization28 Jul 2026
- 2026Securing Autonomous Vehicle Systems via Twin-Aware Federated Reinforcement Learning9 Jul 2026
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- 2026Breaking the Impasse: Dual-Scale Evolutionary Policy Training for Social Language Agents9 May 2026
- 2026Global Convergence of Average Reward Constrained MDPs with Neural Critic and General Policy Parameterization8 Mar 2026
- 2026Cold-Start Personalization via Training-Free Priors from Structured World Models16 Feb 2026
- 2026Provably Efficient Algorithms for S- and Non-Rectangular Robust MDPs with General Parameterization11 Feb 2026
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- 2025Bayesian Risk-Sensitive Policy Optimization For MDPs With General Loss Functions19 Sep 2025
- 2025Reinforcement Learning-based Control via Y-wise Affine Neural Networks (YANNs)22 Aug 2025
- 2025Is On-Policy Data always the Best Choice for Direct Preference Optimization-based LM Alignment?14 Aug 2025
- 2025Centralized Adaptive Sampling for Reliable Co-Training of Independent Multi-Agent Policies1 Aug 2025
- 2025A Variance-Reduced Cubic-Regularized Newton for Policy Optimization14 Jul 2025
- 2025Reusing Trajectories in Policy Gradients Enables Fast Convergence6 Jun 2025
- 2025Latent Guided Sampling for Combinatorial Optimization4 Jun 2025
- 2025Global Convergence for Average Reward Constrained MDPs with Primal-Dual Actor Critic Algorithm21 May 2025
- 2025Analysis of On-policy Policy Gradient Methods under the Distribution Mismatch28 Mar 2025
- 2025A Multi-Fidelity Control Variate Approach for Policy Gradient Estimation7 Mar 2025
- 2025Enhancing PPO with Trajectory-Aware Hybrid Policies21 Feb 2025
- 2024FedRLHF: A Convergence-Guaranteed Federated Framework for Privacy-Preserving and Personalized RLHF20 Dec 2024
- 2024Streaming Bayes GFlowNets8 Nov 2024
- 2024Structure Matters: Dynamic Policy Gradient7 Nov 2024
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- 2024Momentum-Based Federated Reinforcement Learning with Interaction and Communication Efficiency24 May 2024
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- 2024Off-OAB: Off-Policy Policy Gradient Method with Optimal Action-Dependent Baseline4 May 2024
- 2024Learning Optimal Deterministic Policies with Stochastic Policy Gradients3 May 2024
- 2024On the Sample Efficiency of Abstractions and Potential-Based Reward Shaping in Reinforcement Learning11 Apr 2024
- 2024Asynchronous Federated Reinforcement Learning with Policy Gradient Updates: Algorithm Design and Convergence Analysis9 Apr 2024
- 2024Towards Global Optimality for Practical Average Reward Reinforcement Learning without Mixing Time Oracles18 Mar 2024
- 2024Global Convergence Guarantees for Federated Policy Gradient Methods with Adversaries15 Mar 2024
- 2024Towards Efficient Risk-Sensitive Policy Gradient: An Iteration Complexity Analysis13 Mar 2024
- 2024Towards Efficient Exact Optimization of Language Model Alignment1 Feb 2024
- 2024On the Stochastic (Variance-Reduced) Proximal Gradient Method for Regularized Expected Reward Optimization23 Jan 2024
- 2024Decentralized Federated Policy Gradient with Byzantine Fault-Tolerance and Provably Fast Convergence7 Jan 2024
- 2024Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction2 Jan 2024
- 2023Efficiently Escaping Saddle Points for Policy Optimization15 Nov 2023
- 2023On the Second-Order Convergence of Biased Policy Gradient Algorithms5 Nov 2023
- 2023Over-the-air Federated Policy Gradient25 Oct 2023
- 2023Absolute Policy Optimization20 Oct 2023
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes18 Oct 2023
50 newest of 103 All 103 (JSON)
- 2023ReMax: A Simple, Effective, and Efficient Reinforcement Learning Method for Aligning Large Language Modelscited by 184
- 2024Towards Efficient Exact Optimization of Language Model Alignmentcited by 37
- 2024FedRLHF: A Convergence-Guaranteed Federated Framework for Privacy-Preserving and Personalized RLHFcited by 11
- 2025Is On-Policy Data always the Best Choice for Direct Preference Optimization-based LM Alignment?cited by 1
- 2026On the Convergence of Self-Improving Online LLM Alignmentcited by 1
- 2026On the Convergence of Self-Improving Online LLM Alignment30 Jun 2026
- 2025Is On-Policy Data always the Best Choice for Direct Preference Optimization-based LM Alignment?14 Aug 2025
- 2024FedRLHF: A Convergence-Guaranteed Federated Framework for Privacy-Preserving and Personalized RLHF20 Dec 2024
- 2024Towards Efficient Exact Optimization of Language Model Alignment1 Feb 2024
- 2023ReMax: A Simple, Effective, and Efficient Reinforcement Learning Method for Aligning Large Language Models16 Oct 2023
- 2021Recent Advances in Reinforcement Learning in Financecited by 102
- 2021A general sample complexity analysis of vanilla policy gradientcited by 74
- 2021On the Convergence and Sample Efficiency of Variance-Reduced Policy Gradient Methodcited by 67
- 2022An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methodscited by 63
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policiescited by 53
- 2021Fault-Tolerant Federated Reinforcement Learning with Theoretical Guaranteecited by 52
- 2022Linear Convergence of Natural Policy Gradient Methods with Log-Linear Policiescited by 44
- 2022Finite-time analysis of single-timescale actor-criticcited by 30
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processescited by 24
- 2021On the Global Optimum Convergence of Momentum-based Policy Gradientcited by 23
- 2024Asynchronous Federated Reinforcement Learning with Policy Gradient Updates: Algorithm Design and Convergence Analysiscited by 21
- 2023Improved Communication Efficiency in Federated Natural Policy Gradient via ADMM-based Gradient Updatescited by 20
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- 2026Reusing Past Samples in Proximal Policy Optimization: When and How Does It Help?1 Oct 2026
- 2026Personalized Federated Reinforcement Learning via Model-Agnostic Meta-Learning: Convergence of Exact and Hessian-Free Meta-Policy Gradients19 Sep 2026
- 2026Hierarchical Multilevel Monte Carlo for Order-Optimal Neural Actor-Critic in Average-Reward CMDPs30 Jul 2026
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization28 Jul 2026
- 2026Bias-Controlled Primal-Dual Natural Actor-Critic: Optimal Rates for Constrained Multi-Objective Average-Reward RL23 Jun 2026
- 2026Breaking the Impasse: Dual-Scale Evolutionary Policy Training for Social Language Agents9 May 2026
- 2026Global Convergence of Average Reward Constrained MDPs with Neural Critic and General Policy Parameterization8 Mar 2026
- 2026Provably Efficient Algorithms for S- and Non-Rectangular Robust MDPs with General Parameterization11 Feb 2026
- 2025Performative Policy Gradient: Optimality in Performative Reinforcement Learning23 Dec 2025
- 2025EGG-SR: Embedding Symbolic Equivalence into Symbolic Regression via Equality Graph8 Nov 2025
- 2025On the Sample Complexity of Differentially Private Policy Optimization24 Oct 2025
- 2025Bayesian Risk-Sensitive Policy Optimization For MDPs With General Loss Functions19 Sep 2025
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