Coordinate-wise Control Variates for Deep Policy Gradients
Not on the map. Why?
Abstract (arXiv)
The control variates (CV) method is widely used in policy gradient estimation to reduce the variance of the gradient estimators in practice. A control variate is applied by subtracting a baseline function from the state-action value estimates. Then the variance-reduced policy gradient presumably leads to higher learning efficiency. Recent research on control variates with deep neural net policies mainly focuses on scalar-valued baseline functions. The effect of vector-valued baselines is under-explored. This paper investigates variance reduction with coordinate-wise and layer-wise control variates constructed from vector-valued baselines for neural net policies. We present experimental evidence suggesting that lower variance can be obtained with such baselines than with the conventional scalar-valued baseline. We demonstrate how to equip the popular Proximal Policy Optimization (PPO) algorithm with these new control variates. We show that the resulting algorithm with proper regularization can achieve higher sample efficiency than scalar control variates in continuous control benchmarks.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 24 of its 44 references that are in the map. First posted on arXiv 11 Jul 2021.
Builds on
24 of 44 references.
References · 24
- 2014Adam: A Method for Stochastic Optimizationcited by 36,960
- 2019PyTorch: An Imperative Style, High-Performance Deep Learning Librarycited by 20,160
- 2017Proximal Policy Optimization Algorithmscited by 14,441
- 2015Trust Region Policy Optimizationcited by 2,503
- 2016Asynchronous Methods for Deep Reinforcement Learningcited by 2,218
- 2015High-Dimensional Continuous Control Using Generalized Advantage Estimationcited by 1,916
- 2013Minimizing Finite Sums with the Stochastic Average Gradientcited by 164
- 2016Stochastic Variance Reduction for Nonconvex Optimizationcited by 143
- 2013Mini-batch Stochastic Approximation Methods for Nonconvex Stochastic Composite Optimizationcited by 142
- 2016Averaged-DQN: Variance Reduction and Stabilization for Deep Reinforcement Learningcited by 106
- 2017Backpropagation through the Void: Optimizing control variates for black-box gradient estimationcited by 104
- 2018Stochastic Variance-Reduced Policy Gradientcited by 103
12 more
- 2013The Optimal Reward Baseline for Gradient-Based Reinforcement Learningcited by 84
- 2016Q-Prop: Sample-Efficient Policy Gradient with An Off-Policy Criticcited by 77
- 2018Variance Reduction for Policy Gradient with Action-Dependent Factorized Baselinescited by 65
- 2018The Mirage of Action-Dependent Baselines in Reinforcement Learningcited by 46
- 2017Interpolated Policy Gradient: Merging On-Policy and Off-Policy Gradient Estimation for Deep Reinforcement Learningcited by 40
- 2019P3O: Policy-on Policy-off Policy Optimizationcited by 37
- 2019Control Regularization for Reduced Variance Reinforcement Learningcited by 34
- 2020Beyond variance reduction: Understanding the true impact of baselines on policy optimizationcited by 32
- 2018Rao-Blackwellized Stochastic Gradients for Discrete Distributionscited by 23
- 2019From Importance Sampling to Doubly Robust Policy Gradientcited by 17
- 2019Trajectory-wise Control Variates for Variance Reduction in Policy Gradient Methodscited by 11
- 2018Reward-estimation variance elimination in sequential decision processescited by 4
Built on by
Citing papers per year: 2025: 1.
1 paper.