Paper:
VARIANCE REDUCTION FOR REINFORCEMENT LEARN- ING IN INPUT-DRIVEN ENVIRONMENTS
We consider reinforcement learning in input-driven environments, where an exogenous, stochastic input process affects the dynamics of the system. Input processes arise in many applications, including queuing systems, robotics control with disturbances, and object tracking. Since the state dynamics and rewards depend on the input process, the state alone provides limited information for the expected future returns. Therefore, policy gradient methods with standard state-dependent baselines suffer high variance during training. We derive a bias-free, input-dependent baseline to reduce this variance, and analytically show its benefits over state-dependent baselines. We then propose a meta-learning approach to overcome the complexity of learning a baseline that depends on a long sequence of inputs. Our experimental results show that across environments from queuing systems, computer networks, and MuJoCo robotic locomotion, input-dependent baselines consistently improve training stability and result in better eventual policies.

Review:
Summary: This work considers the problem of learning in input-driven environments -- which are characterized by an addition stochastic variable z that can affect the dynamics of the environment and the associated reward the agent might see. The authors show how the PG theorem still applied for a input-aware critic and then they show that the best baseline one can use in conjecture with this critic is a input-dependent one. My main concerns are highlighted in points (3) and (4) in the detailed comments below. 
Clarity: Generally it reads good, although I had to go back-and-forth between the main text and appendix several times to understand the experimental side. Even with the supplementary material, examples in Section 3 and Sections 6.2 could be improved in explanation and discussion.
Originality and Significance: Limited in this version, but could be improved significantly by something like point (3)&(4) in detailed comments. Fairly incremental extension of the PG (and TRPO) with the conditioning on the potentially (unobserved) input variables. The fact that a input-aware critic could benefit from a input-aware baseline is not that surprising. The fact that it reduces variance in the PG update is an interesting result; nevertheless I strongly feel the link or comparison needed is with the standard PG update. 
Disclaimer: I have not checked the proofs in the appendix.
Detailed comments:
1) On learning the input-dependent baselines: Generalising over context via a parametric functional approximation, like UVFAs [1] seems like a more natural first choice. Also these provide a zero-shot generalisation, bypassing the need for a burn-in period of the task. Can you comment on why something like that was not used at least as baseline?
2) Motivating example. The exposition of this example lacks a bit of clarity and can use some more details as it is not a standard MDP example, so it’s harder to grasp the complexity of this task or how standard methods would do on it and where would they struggle. I think it’s meant to be an example of high variance but the performance in Figure 2 seems to suggest this is actually something manageable for something like A2C. It is also not clear in this example how the comparison was done. For instance, are the value functions used, input-dependent? Is the policy input aware? 
3) Input-driven MDP. Case 1/Case 2 : As noted by the authors, in case 1 if both s_t and z_t are observed, this somewhat uninteresting as it recovers a particular structured state variable of a normal MDP. I would argue that the more interesting case here, is where only s_t is observed and z_t is hidden, at least in acting. This might still be information available in hindsight and used in training, but won’t be available ‘online’ -- similar to slack variable, or privileged information at training time.  And in this case it’s not clear to me if this would still result in a variance reduction in the policy update. Case 2 has some of that flavour, but restricts z_t to an iid process. Again, I think the more interesting case is not treated or discussed at all and in my opinion, this might add the best value to this work.
  
4) Now, as mentioned above the interesting case, at least in my opinion, is when z is hidden. From the formulae(eq. (4),(5)), it seems to be that the policy is unaware of the input variables. Thus we are training a policy that should be able to deal with a distribution of inputs z. How does this compare with the normal PG update, that would consider a critic averaged over z-s and a z-independent baseline? Is the variance of the proposed update always smaller than that of the standard PG update when learning a policy that is unaware of z? 
References:
[1] Schaul, T., Horgan, D., Gregor, K. and Silver, D., 2015, June. Universal value function approximators. In International Conference on Machine Learning (pp. 1312-1320).
[POST-rebuttal] I've read the author's response and it clarified some of the concerns. I'm increase the score accordingly.