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New theory bridges Newton-Raphson method and Regularized Policy Iteration

Researchers have established a formal equivalence between the Newton-Raphson method and Regularized Policy Iteration (RPI) when applied to regularized Markov Decision Processes (RMDPs). This connection, particularly evident when the regularizer is Shannon entropy, allows for a unified theoretical analysis of RPI and the development of accelerated algorithms. The study demonstrates that RPI exhibits local quadratic convergence, and proposes a new algorithm achieving third-order local convergence, supported by numerical experiments. AI

IMPACT Advances theoretical understanding of regularization in reinforcement learning, potentially leading to more efficient algorithm design.

RANK_REASON The cluster contains an academic paper detailing theoretical advancements in reinforcement learning algorithms. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv cs.LG →

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New theory bridges Newton-Raphson method and Regularized Policy Iteration

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The cluster contains an academic paper detailing theoretical advancements in reinforcement learning algorithms. [lever_c_demoted from research: ic=1 ai=1.0]
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COVERAGE [1]

  1. arXiv cs.LG TIER_1 English(EN) · Zeyang Li, Chuxiong Hu, Yunan Wang, Guojian Zhan, Jie Li, Yao Lyu, Shengbo Eben Li ·

    Bridging the Gap between Newton-Raphson Method and Regularized Policy Iteration

    arXiv:2310.07211v2 Announce Type: replace Abstract: Regularization is a cornerstone of modern reinforcement learning. Regularized policy iteration (RPI) provides a fundamental scheme for solving regularized Markov decision processes (RMDPs), and the widely used soft actor-critic …