A K-fold Method for Baseline Estimation in Policy Gradient Algorithms
  The high variance issue in unbiased policy-gradient methods such as VPG and
REINFORCE is typically mitigated by adding a baseline. However, the baseline
fitting itself suffers from the underfitting or the overfitting problem. In
this paper, we develop a K-fold method for baseline estimation in policy
gradient algorithms. The parameter K is the baseline estimation hyperparameter
that can adjust the bias-variance trade-off in the baseline estimates. We
demonstrate the usefulness of our approach via two state-of-the-art policy
gradient algorithms on three MuJoCo locomotive control tasks.
