Path Integral Policy Improvement with Covariance Matrix Adaptation

Understand

There has been a recent focus in reinforcement learning on addressing continuous state and action problems by optimizing parameterized policies.

• PI2 is a recent example of this approach.
• It combines a derivation from first principles of stochastic optimal control with tools from statistical estimation theory.
• In this paper, we consider PI2 as a member of the wider family of methods which share the concept of probability-weighted averaging to iteratively update parameters to optimize a cost function.