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arXiv · 1701.00867

A K-fold Method for Baseline Estimation in Policy Gradient Algorithms

Nithyanand Kota·Abhishek Mishra·Sunil Srinivasa·Xi·Chen·Pieter Abbeel
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Abstract

The high variance issue in unbiased policy-gradient methods such as VPG and REINFORCE is typically mitigated by adding a baseline. However, the baseline fitting itself suffers from the underfitting or the overfitting problem. In this paper, we develop a K-fold method for baseline estimation in policy gradient algorithms. The parameter K is the baseline estimation hyperparameter that can adjust the bias-variance trade-off in the baseline estimates. We demonstrate the usefulness of our approach via two state-of-the-art policy gradient algorithms on three MuJoCo locomotive control tasks.

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Nithyanand Kota, Abhishek Mishra, Sunil Srinivasa, Xi, Chen, Pieter Abbeel. 2017-01-03. A K-fold Method for Baseline Estimation in Policy Gradient Algorithms. https://arxiv.org/abs/1701.00867

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