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| <link href="/docs/deep-rl-course/pr_721/en/_app/immutable/assets/0.tn0RQdqM.css" rel="modulepreload"> <!--[--><!--[0--><!--[--><!--[0--><!--[--><p></p> <div class="items-center shrink-0 min-w-[100px] max-sm:min-w-[50px] justify-end ml-auto flex" style="float: right; margin-left: 10px; display: inline-flex; position: relative; z-index: 10;"><div class="inline-flex rounded-md max-sm:rounded-sm"><button class="inline-flex items-center gap-1 h-7 max-sm:h-7 px-2 max-sm:px-1.5 text-sm font-medium text-gray-800 border border-r-0 rounded-l-md max-sm:rounded-l-sm border-gray-200 bg-white hover:shadow-inner dark:border-gray-850 dark:bg-gray-950 dark:text-gray-200 dark:hover:bg-gray-800" aria-live="polite"><span class="inline-flex items-center justify-center rounded-md p-0.5 max-sm:p-0 hover:text-gray-800 dark:hover:text-gray-200"><svg class="sm:size-3.5 size-3" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" fill="currentColor" focusable="false" role="img" width="1em" height="1em" 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6L11 1" stroke="currentColor"></path></svg><!----></button></div> <!--[-1--><!--]--></div><!----> <!--[0--><h1 class="relative group"><a id="optional-the-policy-gradient-theorem" class="header-link block pr-1.5 text-lg no-hover:hidden with-hover:absolute with-hover:p-1.5 with-hover:opacity-0 with-hover:group-hover:opacity-100 with-hover:right-full" href="#optional-the-policy-gradient-theorem"><span><svg xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" aria-hidden="true" role="img" width="1em" height="1em" preserveAspectRatio="xMidYMid meet" viewBox="0 0 256 256"><path d="M167.594 88.393a8.001 8.001 0 0 1 0 11.314l-67.882 67.882a8 8 0 1 1-11.314-11.315l67.882-67.881a8.003 8.003 0 0 1 11.314 0zm-28.287 84.86l-28.284 28.284a40 40 0 0 1-56.567-56.567l28.284-28.284a8 8 0 0 0-11.315-11.315l-28.284 28.284a56 56 0 0 0 79.196 79.197l28.285-28.285a8 8 0 1 0-11.315-11.314zM212.852 43.14a56.002 56.002 0 0 0-79.196 0l-28.284 28.284a8 8 0 1 0 11.314 11.314l28.284-28.284a40 40 0 0 1 56.568 56.567l-28.285 28.285a8 8 0 0 0 11.315 11.314l28.284-28.284a56.065 56.065 0 0 0 0-79.196z" fill="currentColor"></path></svg><!----></span></a> <span><!---->(Optional) the Policy Gradient Theorem<!----></span></h1><!--]--><!----> <p>In this optional section where we’re <strong>going to study how we differentiate the objective function that we will use to approximate the policy gradient</strong>.</p> <p>Let’s first recap our different formulas:</p> <ol><li>The Objective function</li></ol> <img src="https://huggingface.co/datasets/huggingface-deep-rl-course/course-images/resolve/main/en/unit6/expected_reward.png" alt="Return"/> <ol start="2"><li>The probability of a trajectory (given that action comes from<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi>π</mi><mi>θ</mi></msub></mrow><annotation encoding="application/x-tex">\pi_\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.5806em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span><!---->):</li></ol> <img src="https://huggingface.co/datasets/huggingface-deep-rl-course/course-images/resolve/main/en/unit6/probability.png" alt="Probability"/> <p>So we have: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>J</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><msub><mo>∑</mo><mi>τ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\nabla_\theta J(\theta) = \nabla_\theta \sum_{\tau}P(\tau;\theta)R(\tau)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0962em;">J</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0497em;vertical-align:-0.2997em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0017em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">)</span></span></span></span><!----></p> <p>We can rewrite the gradient of the sum as the sum of the gradient: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo>=</mo><msub><mo>∑</mo><mi>τ</mi></msub><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo><mo stretchy="false">)</mo><mo>=</mo><msub><mo>∑</mo><mi>τ</mi></msub><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> = \sum_{\tau} \nabla_\theta (P(\tau;\theta)R(\tau)) = \sum_{\tau} \nabla_\theta P(\tau;\theta)R(\tau) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0497em;vertical-align:-0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0017em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">))</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0497em;vertical-align:-0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0017em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">)</span></span></span></span><!----> as<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">R(\tau)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">)</span></span></span></span><!----> is not dependent on<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span></span></span></span><!----></p> <p>We then multiply every term in the sum by<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mfrac><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{P(\tau;\theta)}{P(\tau;\theta)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><!---->(which is possible since it’s = 1) <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mo>=</mo><msub><mo>∑</mo><mi>τ</mi></msub><mfrac><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> = \sum_{\tau} \frac{P(\tau;\theta)}{P(\tau;\theta)}\nabla_\theta P(\tau;\theta)R(\tau) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.3669em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0017em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">)</span></span></span></span><!----></p> <p>We can simplify further this since<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mfrac><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mfrac><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac></mrow><annotation encoding="application/x-tex"> \frac{P(\tau;\theta)}{P(\tau;\theta)}\nabla_\theta P(\tau;\theta) = P(\tau;\theta)\frac{\nabla_\theta P(\tau;\theta)}{P(\tau;\theta)} </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><!---->.</p> <p>Thus we can rewrite the sum as <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mfrac><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac><mo>=</mo><msub><mo>∑</mo><mi>τ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mfrac><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> P(\tau;\theta)\frac{\nabla_\theta P(\tau;\theta)}{P(\tau;\theta)}= \sum_{\tau} P(\tau;\theta) \frac{\nabla_\theta P(\tau;\theta)}{P(\tau;\theta)}R(\tau) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0017em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">)</span></span></span></span><!----></p> <p>We can then use the <em>derivative log trick</em> (also called <em>likelihood ratio trick</em> or <em>REINFORCE trick</em>), a simple rule in calculus that implies that<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>x</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mrow><msub><mi mathvariant="normal">∇</mi><mi>x</mi></msub><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow><mrow><mi>f</mi><mo stretchy="false">(</mo><mi>x</mi><mo stretchy="false">)</mo></mrow></mfrac></mrow><annotation encoding="application/x-tex"> \nabla_x log f(x) = \frac{\nabla_x f(x)}{f(x)} </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1514em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">x</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1076em;">f</span><span class="mopen">(</span><span class="mord mathnormal">x</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1076em;">f</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight">x</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.1645em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">x</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.1076em;">f</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight">x</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><!----></p> <p>So given we have<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mfrac><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow><mrow><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo></mrow></mfrac></mrow><annotation encoding="application/x-tex">\frac{\nabla_\theta P(\tau;\theta)}{P(\tau;\theta)} </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.53em;vertical-align:-0.52em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3488em;margin-left:0em;margin-right:0.0714em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1512em;"><span></span></span></span></span></span></span><span class="mord mathnormal mtight" style="margin-right:0.1389em;">P</span><span class="mopen mtight">(</span><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span><span class="mpunct mtight">;</span><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.52em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><!----> we transform it as<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\nabla_\theta log P(\tau|\theta) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span></span></span></span><!----></p> <p>So this is our likelihood policy gradient: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>J</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mo>∑</mo><mi>τ</mi></msub><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><mi>τ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> \nabla_\theta J(\theta) = \sum_{\tau} P(\tau;\theta) \nabla_\theta log P(\tau;\theta) R(\tau) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0962em;">J</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.0497em;vertical-align:-0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.0017em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.1132em;">τ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mclose">)</span></span></span></span><!----></p> <p>Thanks for this new formula, we can estimate the gradient using trajectory samples (we can approximate the likelihood ratio policy gradient with sample-based estimate if you prefer). <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>J</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><mfrac><mn>1</mn><mi>m</mi></mfrac><msubsup><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></msubsup><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\nabla_\theta J(\theta) = \frac{1}{m} \sum^{m}_{i=1} \nabla_\theta log P(\tau^{(i)};\theta)R(\tau^{(i)})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0962em;">J</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.233em;vertical-align:-0.345em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8451em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.345em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8043em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----> where each<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup></mrow><annotation encoding="application/x-tex">\tau^{(i)}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.888em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span></span></span></span><!----> is a sampled trajectory.</p> <p>But we still have some mathematics work to do there: we need to simplify<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><mi>τ</mi><mi mathvariant="normal">∣</mi><mi>θ</mi><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> \nabla_\theta log P(\tau|\theta) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="mord">∣</span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span></span></span></span><!----></p> <p>We know that: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mo stretchy="false">[</mo><mi>μ</mi><mo stretchy="false">(</mo><msub><mi>s</mi><mn>0</mn></msub><mo stretchy="false">)</mo><msubsup><mo>∏</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>P</mi><mo stretchy="false">(</mo><msubsup><mi>s</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo separator="true">,</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><msub><mi>π</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><mo stretchy="false">]</mo></mrow><annotation encoding="application/x-tex">\nabla_\theta log P(\tau^{(i)};\theta)= \nabla_\theta log[ \mu(s_0) \prod_{t=0}^{H} P(s_{t+1}^{(i)}|s_{t}^{(i)}, a_{t}^{(i)}) \pi_\theta(a_{t}^{(i)}|s_{t}^{(i)})]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.138em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.3694em;vertical-align:-0.3246em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mopen">[</span><span class="mord mathnormal">μ</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∏</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4337em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.3246em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)]</span></span></span></span><!----></p> <p>Where<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>μ</mi><mo stretchy="false">(</mo><msub><mi>s</mi><mn>0</mn></msub><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\mu(s_0)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">μ</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----> is the initial state distribution and<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>P</mi><mo stretchy="false">(</mo><msubsup><mi>s</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo separator="true">,</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> P(s_{t+1}^{(i)}|s_{t}^{(i)}, a_{t}^{(i)}) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.3694em;vertical-align:-0.3246em;"></span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4337em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.3246em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----> is the state transition dynamics of the MDP.</p> <p>We know that the log of a product is equal to the sum of the logs: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mrow><mo fence="true">[</mo><mi>l</mi><mi>o</mi><mi>g</mi><mi>μ</mi><mo stretchy="false">(</mo><msub><mi>s</mi><mn>0</mn></msub><mo stretchy="false">)</mo><mo>+</mo><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msubsup><mi>s</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><mo>+</mo><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>l</mi><mi>o</mi><mi>g</mi><msub><mi>π</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><mo fence="true">]</mo></mrow></mrow><annotation encoding="application/x-tex">\nabla_\theta log P(\tau^{(i)};\theta)= \nabla_\theta \left[log \mu(s_0) + \sum\limits_{t=0}^{H}log P(s_{t+1}^{(i)}|s_{t}^{(i)} a_{t}^{(i)}) + \sum\limits_{t=0}^{H}log \pi_\theta(a_{t}^{(i)}|s_{t}^{(i)})\right] </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.138em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:2.4954em;vertical-align:-0.9671em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size3">[</span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal">μ</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5283em;"><span style="top:-2.1329em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop op-symbol small-op">∑</span></span></span><span style="top:-3.95em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4337em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.3246em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5283em;"><span style="top:-2.1329em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop op-symbol small-op">∑</span></span></span><span style="top:-3.95em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size3">]</span></span></span></span></span></span><!----></p> <p>We also know that the gradient of the sum is equal to the sum of gradient: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>μ</mi><mo stretchy="false">(</mo><msub><mi>s</mi><mn>0</mn></msub><mo stretchy="false">)</mo><mo>+</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msubsup><mi>s</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><mo>+</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>l</mi><mi>o</mi><mi>g</mi><msub><mi>π</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> \nabla_\theta log P(\tau^{(i)};\theta)=\nabla_\theta log\mu(s_0) + \nabla_\theta \sum\limits_{t=0}^{H} log P(s_{t+1}^{(i)}|s_{t}^{(i)} a_{t}^{(i)}) + \nabla_\theta \sum\limits_{t=0}^{H} log \pi_\theta(a_{t}^{(i)}|s_{t}^{(i)}) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.138em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal">μ</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.4954em;vertical-align:-0.9671em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5283em;"><span style="top:-2.1329em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop op-symbol small-op">∑</span></span></span><span style="top:-3.95em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4337em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.3246em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222em;"></span></span><span class="base"><span class="strut" style="height:2.4954em;vertical-align:-0.9671em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.5283em;"><span style="top:-2.1329em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop op-symbol small-op">∑</span></span></span><span style="top:-3.95em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.9671em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----></p> <p>Since neither initial state distribution or state transition dynamics of the MDP are dependent of<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><mi>θ</mi></mrow><annotation encoding="application/x-tex">\theta</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.6944em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span></span></span></span><!---->, the derivate of both terms are 0. So we can remove them:</p> <p>Since:<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msubsup><mi>s</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><mo>=</mo><mn>0</mn></mrow><annotation encoding="application/x-tex">\nabla_\theta \sum_{t=0}^{H} log P(s_{t+1}^{(i)}|s_{t}^{(i)} a_{t}^{(i)}) = 0 </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.3694em;vertical-align:-0.3246em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4337em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.3246em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span><!----> and<!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>μ</mi><mo stretchy="false">(</mo><msub><mi>s</mi><mn>0</mn></msub><mo stretchy="false">)</mo><mo>=</mo><mn>0</mn></mrow><annotation encoding="application/x-tex"> \nabla_\theta \mu(s_0) = 0</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal">μ</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3011em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.6444em;"></span><span class="mord">0</span></span></span></span><!----> <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><mi>l</mi><mi>o</mi><mi>g</mi><msub><mi>π</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex">\nabla_\theta log P(\tau^{(i)};\theta) = \nabla_\theta \sum_{t=0}^{H} log \pi_\theta(a_{t}^{(i)}|s_{t}^{(i)})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.138em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.3445em;vertical-align:-0.2997em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----></p> <p>We can rewrite the gradient of the sum as the sum of gradients: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><mi>P</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo separator="true">;</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>l</mi><mi>o</mi><mi>g</mi><msub><mi>π</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> \nabla_\theta log P(\tau^{(i)};\theta)= \sum_{t=0}^{H} \nabla_\theta log \pi_\theta(a_{t}^{(i)}|s_{t}^{(i)}) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.138em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord mathnormal" style="margin-right:0.1389em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.3445em;vertical-align:-0.2997em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0197em;">l</span><span class="mord mathnormal">o</span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----></p> <p>So, the final formula for estimating the policy gradient is: <!----><span class="katex"><span class="katex-mathml"><math xmlns="http://www.w3.org/1998/Math/MathML"><semantics><mrow><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>J</mi><mo stretchy="false">(</mo><mi>θ</mi><mo stretchy="false">)</mo><mo>=</mo><mover accent="true"><mi>g</mi><mo>^</mo></mover><mo>=</mo><mfrac><mn>1</mn><mi>m</mi></mfrac><msubsup><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>m</mi></msubsup><msubsup><mo>∑</mo><mrow><mi>t</mi><mo>=</mo><mn>0</mn></mrow><mi>H</mi></msubsup><msub><mi mathvariant="normal">∇</mi><mi>θ</mi></msub><mi>log</mi><mo></mo><msub><mi>π</mi><mi>θ</mi></msub><mo stretchy="false">(</mo><msubsup><mi>a</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mi mathvariant="normal">∣</mi><msubsup><mi>s</mi><mi>t</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msubsup><mo stretchy="false">)</mo><mi>R</mi><mo stretchy="false">(</mo><msup><mi>τ</mi><mrow><mo stretchy="false">(</mo><mi>i</mi><mo stretchy="false">)</mo></mrow></msup><mo stretchy="false">)</mo></mrow><annotation encoding="application/x-tex"> \nabla_{\theta} J(\theta) = \hat{g} = \frac{1}{m} \sum^{m}_{i=1} \sum^{H}_{t=0} \nabla_\theta \log \pi_\theta(a^{(i)}_{t} | s_{t}^{(i)})R(\tau^{(i)}) </annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.0962em;">J</span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.0278em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:0.8889em;vertical-align:-0.1944em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.6944em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.0359em;">g</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.2222em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.1944em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2778em;"></span></span><span class="base"><span class="strut" style="height:1.3898em;vertical-align:-0.345em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8451em;"><span style="top:-2.655em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.394em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.345em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8043em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">i</span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">m</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:0em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9812em;"><span style="top:-2.4003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.0813em;">H</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2997em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord">∇</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mop">lo<span style="margin-right:0.0139em;">g</span></span><span class="mspace" style="margin-right:0.1667em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.0359em;">π</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361em;"><span style="top:-2.55em;margin-left:-0.0359em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.0278em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">a</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0448em;"><span style="top:-2.4542em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span style="top:-3.2198em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.2458em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathnormal" style="margin-right:0.0077em;">R</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.1132em;">τ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.888em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mopen mtight">(</span><span class="mord mathnormal mtight">i</span><span class="mclose mtight">)</span></span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span><!----></p> <a class="!text-gray-400 !no-underline text-sm flex items-center not-prose mt-4" href="https://github.com/huggingface/deep-rl-class/blob/main/units/en/unit4/pg-theorem.mdx" target="_blank"><svg class="mr-1" xmlns="http://www.w3.org/2000/svg" aria-hidden="true" fill="currentColor" focusable="false" role="img" width="1em" height="1em" preserveAspectRatio="xMidYMid meet" viewBox="0 0 32 32"><path d="M31,16l-7,7l-1.41-1.41L28.17,16l-5.58-5.59L24,9l7,7z"></path><path d="M1,16l7-7l1.41,1.41L3.83,16l5.58,5.59L8,23l-7-7z"></path><path d="M12.419,25.484L17.639,6.552l1.932,0.518L14.351,26.002z"></path></svg><!----> <span><span class="underline">Update</span> on GitHub</span></a><!----> <p></p><!--]--><!----><!--]--><!--]--><!--]--> <!--[-1--><!--]--><!--]--> | |
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