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Efficient Wasserstein Natural Gradients for Reinforcement Learning

Moskovitz, Ted; Arbel, Michael; Huszar, Ferenc; Gretton, Arthur; (2021) Efficient Wasserstein Natural Gradients for Reinforcement Learning. In: ICLR 2021 - 9th International Conference on Learning Representations. ICLR Green open access

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Abstract

A novel optimization approach is proposed for application to policy gradient methods and evolution strategies for reinforcement learning (RL). The procedure uses a computationally efficient Wasserstein natural gradient (WNG) descent that takes advantage of the geometry induced by a Wasserstein penalty to speed optimization. This method follows the recent theme in RL of including a divergence penalty in the objective to establish a trust region. Experiments on challenging tasks demonstrate improvements in both computational cost and performance over advanced baselines

Type: Proceedings paper
Title: Efficient Wasserstein Natural Gradients for Reinforcement Learning
Event: ICLR 2021 - 9th International Conference on Learning Representations
Open access status: An open access version is available from UCL Discovery
Publisher version: https://openreview.net/forum?id=OHgnfSrn2jv
Language: English
Additional information: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit
URI: https://discovery.ucl.ac.uk/id/eprint/10168482
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