Poster

Global optimality of softmax policy gradient with single hidden layer neural networks in the mean-field regime

Andrea Agazzi · Jianfeng Lu

Keywords: [ policy gradient ] [ mean-field dynamics ] [ entropy regularization ] [ neural networks ]

Abstract:

We study the problem of policy optimization for infinite-horizon discounted Markov Decision Processes with softmax policy and nonlinear function approximation trained with policy gradient algorithms. We concentrate on the training dynamics in the mean-field regime, modeling e.g. the behavior of wide single hidden layer neural networks, when exploration is encouraged through entropy regularization. The dynamics of these models is established as a Wasserstein gradient flow of distributions in parameter space. We further prove global optimality of the fixed points of this dynamics under mild conditions on their initialization.

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