cs.LGOct 9, 2026

Variance-Reduced Policy Gradient is Nearly Minimax-Optimal

Authors: Leonardo Cesani, Matteo Papini, Marcello Restelli

Organizations: Politecnico di Milano · Universit`a degli Studi di Milano

Abstract

Standard Policy Gradient (PG) algorithms suffer from high estimation variance because they rely on Monte Carlo updates. While off-policy variance reduction mitigates this problem, establishing optimal sample complexity currently requires either restrictive assumptions, such as uniformly bounded importance weights, or impractical second-order operations. In this work, we introduce Loopless Variance-Reduced PG (LVR-PG), a unified theoretical framework that abstracts a class of first-order estimators that integrate recursive updates with defensive importance sampling, including known estimators such as PAGE-PG and STORM-PG. We prove that this algorithmic class achieves O~(ε−2)\tilde{\mathcal{O}}(ε^{-2}) last-iterate global convergence under weak gradient domination for general parametric policies. We establish this guarantee using purely first-order updates, with minimal assumptions and without gradient preconditioners. By extending state-of-the-art lower bounds to continuous parametric policies, we establish an Ω(ε−2)Ω(ε^{-2}) sample complexity limit, confirming our framework is minimax-optimal up to logarithmic factors and horizon terms.

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