2 papers
math.OC2024
Shuffling Gradient Descent-Ascent with Variance Reduction for Nonconvex-Strongly Concave Smooth Minimax Problems
Xia Jiang, Linglingzhi Zhu, Anthony Man-Cho So +2
In recent years, there has been considerable interest in designing stochastic first-order algorithms to tackle finite-sum smooth minimax problems. To obtain the gradient estimates,…
cs.LG2024
Heavy-Ball Momentum Accelerated Actor-Critic With Function Approximation
Yanjie Dong, Haijun Zhang, Gang Wang +2
By using an parametric value function to replace the Monte-Carlo rollouts for value estimation, the actor-critic (AC) algorithms can reduce the variance of stochastic policy gradie…