Concept
Truncated Natural Policy Gradient
Truncated Natural Policy Gradient (TNPG) is the algorithm for computing gradient direction. It only needs to calculate where:
- is Fisher Information Matrix
- v is arbitrary vector.
TNPG improves natural policy gradient but it has a high computational cost. Usually, they are efficient when the space of the parameters is high dimensional.
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Updated 2020-10-27
Tags
Data Science