Stochastic Variance Reduction Methods for Policy Evaluation

Stochastic Variance Reduction Methods for Policy Evaluation

Simons Institute via YouTube Direct link

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18 of 21

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Classroom Contents

Stochastic Variance Reduction Methods for Policy Evaluation

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  1. 1 Intro
  2. 2 Reinforcement Learning
  3. 3 Policy Evaluation (PE)
  4. 4 Main Results
  5. 5 Notation
  6. 6 Objective Function for PE
  7. 7 Outline
  8. 8 Challenge with MSPBE
  9. 9 MSPBE as Saddle-Point Problem
  10. 10 Primal Dual Batch Gradient for Low
  11. 11 Stochastic Gradient Descent for L(0,w)
  12. 12 Stochastic Variance Reduced Gradient (SVRG)
  13. 13 SAGA
  14. 14 Extensions
  15. 15 Complexity: Summary
  16. 16 Preliminary Experiments
  17. 17 Experiments: Benchmarks
  18. 18 Random MDPS
  19. 19 Mountain Car
  20. 20 Previous Work
  21. 21 Conclusions

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