Partial advantage estimator for proximal policy optimization
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Estimation of value in policy gradient methods is a fundamental problem. Generalized Advantage Estimation (GAE) is an exponentially-weighted estimator of an advantage function similar to λ-return. It substantially reduces the variance of policy gradient estimates at the expense of bias. In practical applications, a truncated GAE is used due to the incompleteness of the trajectory, which results in a large bias during estimation. To address this challenge, instead of using the entire truncated GAE, we propose to take a part of it when calculating updates, which significantly reduces the bias resulting from the incomplete trajectory. We perform experiments in MuJoCo and μRTS to investigate the effect of different partial coefficient and sampling lengths. We show that our partial GAE approach yields better empirical results in both environments.
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