{"id":832498,"date":"2022-04-04T19:25:05","date_gmt":"2022-04-05T02:25:05","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=832498"},"modified":"2022-04-04T19:25:05","modified_gmt":"2022-04-05T02:25:05","slug":"mirror-descent-policy-optimization","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/mirror-descent-policy-optimization\/","title":{"rendered":"Mirror Descent Policy Optimization"},"content":{"rendered":"

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable gap between such theoretically analyzed algorithms and the ones used in practice. Inspired by this, we propose an efficient RL algorithm, called {\\em mirror descent policy optimization} (MDPO). MDPO iteratively updates the policy by {\\em approximately} solving a trust-region problem, whose objective function consists of two terms: a linearization of the standard RL objective and a proximity term that restricts two consecutive policies to be close to each other. Each update performs this approximation by taking multiple gradient steps on this objective function. We derive {\\em on-policy} and {\\em off-policy} variants of MDPO, while emphasizing important design choices motivated by the existing theory of MD in RL. We highlight the connections between on-policy MDPO and two popular trust-region RL algorithms: TRPO and PPO, and show that explicitly enforcing the trust-region constraint is in fact {\\em not} a necessity for high performance gains in TRPO. We then show how the popular soft actor-critic (SAC) algorithm can be derived by slight modifications of off-policy MDPO. Overall, MDPO is derived from the MD principles, offers a unified approach to viewing a number of popular RL algorithms, and performs better than or on-par with TRPO, PPO, and SAC in a number of continuous and discrete control tasks.<\/p>\n","protected":false},"excerpt":{"rendered":"

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable gap between such theoretically analyzed algorithms and the ones used in practice. Inspired by this, we propose an efficient RL algorithm, called {\\em 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Tomar","user_id":0,"rest_url":false},{"type":"text","value":"Lior Shani","user_id":0,"rest_url":false},{"type":"user_nicename","value":"Yonathan Efroni","user_id":39838,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Yonathan Efroni"},{"type":"text","value":"Mohammad 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