Global Convergence of Natural Policy Gradient with Hessian-aided Momentum Variance Reduction
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Abstract (arXiv)
Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum technique for variance reduction, while the sub-problem is solved via the stochastic gradient descent method. It is shown that NPG-HM can achieve the global last iterate ε-optimality with a sample complexity of O(ε-2), which is the best known result for natural policy gradient type methods under the generic Fisher non-degenerate policy parameterizations. The convergence analysis is built upon a relaxed weak gradient dominance property tailored for NPG under the compatible function approximation framework, as well as a neat way to decompose the error when handling the sub-problem. Moreover, numerical experiments on Mujoco-based environments demonstrate the superior performance of NPG-HM over other state-of-the-art policy gradient methods.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 39 of its 57 references that are in the map. First posted on arXiv 2 Jan 2024.
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39 of 57 references.
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Citing papers per year: 2025: 3; 2026: 1.
4 papers.
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