The Optimal Reward Baseline for Gradient-Based Reinforcement Learning

There exist a number of reinforcement learning algorithms which learn by climbing the gradient of expected reward. Their long-run convergence has been proved, even in partially observable environments with non-deterministic actions, and without the need for a system model. However, the variance of the gradient estimator has been found to be a significant practical problem. Recent approaches have discounted future rewards, introducing a bias-variance trade-off into the gradient estimate. We incorporate a reward baseline into the learning system, and show that it affects variance without introducing further bias. In particular, as we approach the zerobias, high-variance parameterization, the optimal (or variance minimizing) constant reward baseline is equal to the long-term average expected reward. Modified policy-gradient algorithms are presented, and a number of experiments demonstrate their improvement over previous work.

• Type: Conference
• Year: 2001
• Where: UAI
• Authors: Lex Weaver, Nigel Tao
• Keywords: Gradient, Reward Baseline, UAI 2001, UAI 2008, Variance