Stochastic Dimension-reduced Second-order Methods for Policy Optimization

no code implementations • 28 Jan 2023 • Jinsong Liu, Chenghan Xie, Qi Deng, Dongdong Ge, Yinyu Ye

In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy gradient methods.

Policy Gradient Methods Second-order methods