Zeroth-Order Supervised Policy Improvement.

Despite the remarkable progress made by the policy gradient algorithms in reinforcement learning (RL), sub-optimal policies usually result from the local exploration property of the policy gradient update. In this work, we propose a method referred to as Zeroth-Order Supervised Policy Improvement (ZOSPI) that exploits the estimated value function Q globally while preserves the local exploitation of the policy gradient methods. We prove that with a good function structure, the zeroth-order optimization strategy combining both local and global samplings can find the global minima within a polynomial number of samples. To improve the exploration efficiency in unknown environments, ZOSPI is further combined with bootstrapped Q networks. Different from the standard policy gradient methods, the policy learning of ZOSPI is conducted in a self-supervision manner so that the policy can be implemented with gradient-free non-parametric models besides the neural network approximator. Experiments show that ZOSPI achieves competitive results on MuJoCo locomotion tasks with a remarkable sample efficiency.