Reusing Historical Observations in Natural Policy Gradient.

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical samples obtained from previous iterations is essential for expediting policy optimization. Empirical evidence has shown that offline variants of policy gradient methods based on importance sampling work well. However, existing literature often neglect the interdependence between observations from different iterations, and the good empirical performance lacks a rigorous theoretical justification. In this paper, we study an offline variant of the natural policy gradient method with reusing historical observations. We show that the biases of the proposed estimators of Fisher information matrix and gradient are asymptotically negligible, and reusing historical observations reduces the conditional variance of the gradient estimator. The proposed algorithm and convergence analysis could be further applied to popular policy optimization algorithms such as trust region policy optimization. Our theoretical results are verified on classical benchmarks.