Bayesian policy gradient and actor-critic algorithms
This work addresses the high variance and poor sample efficiency inherent in traditional policy gradient methods, which rely on Monte Carlo estimates, leading to slow convergence. To overcome these limitations, the paper introduces a Bayesian nonparametric approach to policy gradients for the first time, proposing a Gaussian process–based Bayesian actor-critic framework. In this framework, the policy gradient is modeled as a Gaussian process, and a nonparametric Bayesian critic enables analytical posterior computation and explicit quantification of gradient uncertainty. Furthermore, the formulation naturally supports natural gradient updates. Empirical results demonstrate that the proposed method substantially improves gradient estimation accuracy, significantly reduces sample complexity, and accelerates convergence across multiple reinforcement learning tasks.