Optimality and Approximation with Policy Gradient Methods in Markov Decision Processes

Optimality and Approximation with Policy Gradient Methods in Markov Decision Processes

Simons Institute via YouTube Direct link

Intro

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1 of 16

Intro

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Classroom Contents

Optimality and Approximation with Policy Gradient Methods in Markov Decision Processes

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  1. 1 Intro
  2. 2 Questions of interest
  3. 3 Main challenges
  4. 4 MDP Preliminaries
  5. 5 Policy parameterizations
  6. 6 Policy gradient algorithm
  7. 7 Policy gradient example: Softmax parameterization
  8. 8 Entropy regularization
  9. 9 Convergence of Entropy regularized PG
  10. 10 A natural solution
  11. 11 Proof ideas
  12. 12 Restricted parameterizations
  13. 13 A closer look at Natural Policy Gradient • NPG performs the update
  14. 14 Assumptions on policies
  15. 15 Extension to finite samples
  16. 16 Looking ahead

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