I'm currently going through the OpenAI's spinning up introduction course to reinforcement learning. On one of the final sections, they derive an expression for the gradient of the undiscounted return with respect to the policy weights:
$$\nabla_{\theta} J\left(\pi_{\theta}\right)=\underset{\tau \sim \pi_{\theta}}{\mathrm{E}}\left[\sum_{t=0}^{T} \nabla_{\theta} \log \pi_{\theta}\left(a_{t} \mid s_{t}\right) R(\tau)\right]$$
Then they give the following explanation:
Taking a step with this gradient pushes up the log-probabilities of each action in proportion to $R(\tau$).
My question is: How does this expression mathematically reflect the fact that this gradient will push up the log probabilities of the actions?