An Improved Convergence Analysis of Stochastic Variance-Reduced Policy Gradient
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Cited by 21 in Deep reinforcement learning methods, but placed by its own abstract, which didn’t fit.
Abstract (arXiv)
We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an ε-approximate stationary point of the performance function within O(1/ε5/3) trajectories. This sample complexity improves upon the best known result O(1/ε2) by a factor of O(1/ε1/3). At the core of our analysis is (i) a tighter upper bound for the variance of importance sampling weights, where we prove that the variance can be controlled by the parameter distance between different policies; and (ii) a fine-grained analysis of the epoch length and batch size parameters such that we can significantly reduce the number of trajectories required in each iteration of SVRPG. We also empirically demonstrate the effectiveness of our theoretical claims of batch sizes on reinforcement learning benchmark tasks.
Key facts. Cited by 59 papers in the map (data through 14 Oct 2026). First posted on arXiv 29 May 2019.
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Citing papers per year: 2020: 1; 2021: 11; 2022: 12; 2023: 10; 2024: 14; 2025: 6; 2026: 5.
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- 2021A general sample complexity analysis of vanilla policy gradientcited by 76
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- 2022SoftTreeMax: Policy Gradient with Tree Searchcited by 1
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- 2024Sample-Efficient Constrained Reinforcement Learning with General Parameterization17 May 2024
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- 2024Global Convergence Guarantees for Federated Policy Gradient Methods with Adversaries15 Mar 2024
- 2024Towards Efficient Risk-Sensitive Policy Gradient: An Iteration Complexity Analysis13 Mar 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
- 2023Learning in Zero-Sum Markov Games: Relaxing Strong Reachability and Mixing Time Assumptions13 Dec 2023
- 2023Efficiently Escaping Saddle Points for Policy Optimization15 Nov 2023
- 2023Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimization24 Oct 2023
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- 2022An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods15 Nov 2022
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- 2022Achieving Zero Constraint Violation for Constrained Reinforcement Learning via Conservative Natural Policy Gradient Primal-Dual Algorithm12 Jun 2022
- 2022Finite-Time Analysis of Fully Decentralized Single-Timescale Actor-Critic12 Jun 2022
- 2022Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function25 May 2022
- 2022Momentum-Based Policy Gradient with Second-Order Information17 May 2022
- 2022Efficient Risk-Averse Reinforcement Learning10 May 2022
- 2022A Small Gain Analysis of Single Timescale Actor Critic4 Mar 2022
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimation1 Feb 2022
- 2022Optimal Estimation of Off-Policy Policy Gradient via Double Fitted Iteration31 Jan 2022
- 2021Recent Advances in Reinforcement Learning in Finance8 Dec 2021
- 2021Distributed Policy Gradient with Variance Reduction in Multi-Agent Reinforcement Learning25 Nov 2021
- 2021Fault-Tolerant Federated Reinforcement Learning with Theoretical Guarantee26 Oct 2021
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- 2024Policy Gradient with Active Importance Samplingcited by 10
- 2024Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environmentscited by 8
- 2025Global Convergence for Average Reward Constrained MDPs with Primal-Dual Actor Critic Algorithmcited by 8
- 2025Regret Analysis of Average-Reward Unichain MDPs via an Actor-Critic Approachcited by 7
- 2024Towards Efficient Risk-Sensitive Policy Gradient: An Iteration Complexity Analysiscited by 6
- 2024Global Convergence Guarantees for Federated Policy Gradient Methods with Adversariescited by 6
- 2024Towards Global Optimality for Practical Average Reward Reinforcement Learning without Mixing Time Oraclescited by 6
- 2025Enhancing PPO with Trajectory-Aware Hybrid Policiescited by 4
- 2024On the Convergence of Single-Timescale Actor-Criticcited by 3
- 2024Decentralized Federated Policy Gradient with Byzantine Fault-Tolerance and Provably Fast Convergencecited by 2
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- 2026Optimal Sample Complexity for Single Time-Scale Actor-Critic with Momentum2 Feb 2026
- 2026Rank-1 Approximation of Inverse Fisher for Natural Policy Gradients in Deep Reinforcement Learning26 Jan 2026
- 2025A Communication-Efficient Decentralized Actor-Critic Algorithm22 Oct 2025
- 2025Reusing Trajectories in Policy Gradients Enables Fast Convergence6 Jun 2025
- 2025Regret Analysis of Average-Reward Unichain MDPs via an Actor-Critic Approach26 May 2025
- 2025Global Convergence for Average Reward Constrained MDPs with Primal-Dual Actor Critic Algorithm21 May 2025
- 2025Enhancing PPO with Trajectory-Aware Hybrid Policies21 Feb 2025
- 2024On the Convergence of Single-Timescale Actor-Critic11 Oct 2024
- 2024Last-Iterate Convergence of General Parameterized Policies in Constrained MDPs21 Aug 2024
- 2024Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environments29 May 2024
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- 2021On the Convergence and Sample Efficiency of Variance-Reduced Policy Gradient Methodcited by 70
- 2022An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methodscited by 68
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policiescited by 58
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- 2022Efficient Risk-Averse Reinforcement Learningcited by 43
- 2022Finite-time analysis of single-timescale actor-criticcited by 32
- 2021Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approachcited by 28
- 2021On the Global Optimum Convergence of Momentum-based Policy Gradientcited by 26
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- 2023Efficiently Escaping Saddle Points for Policy Optimization15 Nov 2023
- 2023Convergence of Sign-based Random Reshuffling Algorithms for Nonconvex Optimization24 Oct 2023
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes18 Oct 2023
- 2023Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods4 Oct 2023
- 2023Oracle Complexity Reduction for Model-free LQR: A Stochastic Variance-Reduced Policy Gradient Approach19 Sep 2023
- 2023Reinforcement Learning with General Utilities: Simpler Variance Reduction and Large State-Action Space2 Jun 2023
- 2023Stochastic Policy Gradient Methods: Improved Sample Complexity for Fisher-non-degenerate Policies3 Feb 2023
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