Fast Global Convergence of Natural Policy Gradient Methods with Entropy Regularization
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Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization – an algorithmic scheme that helps encourage exploration – and is closely related to soft policy iteration and trust region policy optimization. Despite the empirical success, the theoretical underpinnings for NPG methods remain severely limited even for the tabular setting. This paper develops non-asymptotic convergence guarantees for entropy-regularized NPG methods under softmax parameterization, focusing on discounted Markov decision processes (MDPs). Assuming access to exact policy evaluation, we demonstrate that the algorithm converges linearly – or even quadratically once it enters a local region around the optimal policy – when computing optimal value functions of the regularized MDP. Moreover, the algorithm is provably stable vis-à-vis inexactness of policy evaluation, and is able to find an ϵ-optimal policy for the original MDP when applied to a slightly perturbed MDP. Our convergence results outperform the ones established for unregularized NPG methods (arXiv:1908.00261), and shed light upon the role of entropy regularization in accelerating convergence.
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