Stochastic Recursive Momentum for Policy Gradient Methods
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Abstract (arXiv)
In this paper, we propose a novel algorithm named STOchastic Recursive Momentum for Policy Gradient (STORM-PG), which operates a SARAH-type stochastic recursive variance-reduced policy gradient in an exponential moving average fashion. STORM-PG enjoys a provably sharp O(1/ε3) sample complexity bound for STORM-PG, matching the best-known convergence rate for policy gradient algorithm. In the mean time, STORM-PG avoids the alternations between large batches and small batches which persists in comparable variance-reduced policy gradient methods, allowing considerably simpler parameter tuning. Numerical experiments depicts the superiority of our algorithm over comparative policy gradient algorithms.
Key facts. Cited by 22 papers in the map (data through 7 Oct 2026). First posted on arXiv 9 Mar 2020.
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Citing papers per year: 2021: 4; 2022: 5; 2023: 4; 2024: 5; 2025: 1; 2026: 3.
22 papers.
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- 2021A general sample complexity analysis of vanilla policy gradientcited by 74
- 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
- 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
- 2023Reinforcement Learning with General Utilities: Simpler Variance Reduction and Large State-Action Spacecited by 18
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimationcited by 15
- 2022On the Hidden Biases of Policy Mirror Ascent in Continuous Action Spacescited by 11
- 2022Momentum-Based Policy Gradient with Second-Order Informationcited by 11
- 2024Policy Gradient with Active Importance Samplingcited by 9
- 2024Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environmentscited by 7
- 2021On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correctioncited by 4
10 more
- 2024Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reductioncited by 4
- 2022Dealing with Sparse Rewards in Continuous Control Robotics via Heavy-Tailed Policiescited by 2
- 2024Decentralized Federated Policy Gradient with Byzantine Fault-Tolerance and Provably Fast Convergencecited by 2
- 2024On the Stochastic (Variance-Reduced) Proximal Gradient Method for Regularized Expected Reward Optimizationcited by 1
- 2025Reusing Trajectories in Policy Gradients Enables Fast Convergencecited by 1
- 2021Adaptive Stochastic ADMM for Decentralized Reinforcement Learning in Edge Industrial IoTcited by 0
- 2023Stochastic Dimension-reduced Second-order Methods for Policy Optimizationcited by 0
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimizationcited by 0
- 2026Learning Chance-Constrained MDPs with Bellman Distributional Certificatescited by 0
- 2026Reusing Past Samples in Proximal Policy Optimization: When and How Does It Help?cited by 0
- 2026Reusing Past Samples in Proximal Policy Optimization: When and How Does It Help?1 Oct 2026
- 2026Learning Chance-Constrained MDPs with Bellman Distributional Certificates25 Sep 2026
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization28 Jul 2026
- 2025Reusing Trajectories in Policy Gradients Enables Fast Convergence6 Jun 2025
- 2024Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environments29 May 2024
- 2024Policy Gradient with Active Importance Sampling9 May 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
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes18 Oct 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
10 more
- 2023Stochastic Dimension-reduced Second-order Methods for Policy Optimization28 Jan 2023
- 2022An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods15 Nov 2022
- 2022Dealing with Sparse Rewards in Continuous Control Robotics via Heavy-Tailed Policies12 Jun 2022
- 2022Momentum-Based Policy Gradient with Second-Order Information17 May 2022
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimation1 Feb 2022
- 2022On the Hidden Biases of Policy Mirror Ascent in Continuous Action Spaces28 Jan 2022
- 2021On the Global Optimum Convergence of Momentum-based Policy Gradient19 Oct 2021
- 2021A general sample complexity analysis of vanilla policy gradient23 Jul 2021
- 2021Adaptive Stochastic ADMM for Decentralized Reinforcement Learning in Edge Industrial IoT30 Jun 2021
- 2021On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correction2 Jun 2021
- 2021A general sample complexity analysis of vanilla policy gradientcited by 74
- 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
- 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
- 2023Reinforcement Learning with General Utilities: Simpler Variance Reduction and Large State-Action Spacecited by 18
- 2022PAGE-PG: A Simple and Loopless Variance-Reduced Policy Gradient Method with Probabilistic Gradient Estimationcited by 15
- 2022On the Hidden Biases of Policy Mirror Ascent in Continuous Action Spacescited by 11
- 2022Momentum-Based Policy Gradient with Second-Order Informationcited by 11
- 2024Policy Gradient with Active Importance Samplingcited by 9
- 2024Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environmentscited by 7
- 2021On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correctioncited by 4
12 most cited of 22 All 22 (JSON)
- 2026Reusing Past Samples in Proximal Policy Optimization: When and How Does It Help?1 Oct 2026
- 2026Learning Chance-Constrained MDPs with Bellman Distributional Certificates25 Sep 2026
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization28 Jul 2026
- 2025Reusing Trajectories in Policy Gradients Enables Fast Convergence6 Jun 2025
- 2024Momentum for the Win: Collaborative Federated Reinforcement Learning across Heterogeneous Environments29 May 2024
- 2024Policy Gradient with Active Importance Sampling9 May 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
- 2023Improved Sample Complexity Analysis of Natural Policy Gradient Algorithm with General Parameterization for Infinite Horizon Discounted Reward Markov Decision Processes18 Oct 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
12 newest of 22 All 22 (JSON)