arXiv · 2012.06684
Faster Policy Learning with Continuous-Time Gradients
Abstract
We study the estimation of policy gradients for continuous-time systems with known dynamics. By reframing policy learning in continuous-time, we show that it is possible construct a more efficient and accurate gradient estimator. The standard back-propagation through time estimator (BPTT) computes exact gradients for a crude discretization of the continuous-time system. In contrast, we approximate continuous-time gradients in the original system. With the explicit goal of estimating continuous-time gradients, we are able to discretize adaptively and construct a more efficient policy gradient estimator which we call the Continuous-Time Policy Gradient (CTPG). We show that replacing BPTT policy gradients with more efficient CTPG estimates results in faster and more robust learning in a variety of control tasks and simulators.
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Samuel Ainsworth, Kendall Lowrey, John Thickstun, Zaid Harchaoui, Siddhartha Srinivasa. 2020-12-12. Faster Policy Learning with Continuous-Time Gradients. https://arxiv.org/abs/2012.06684
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