# Why don't we decorrelate transitions for policy-based data?

I'm implementing PPO myself strictly follow the steps:

1. sample transitions
2. randomly shuffle the sampled transitions
3. compute gradients and update networks using the sampled transitions
4. drop transitions and repeat the above steps

I observe a strange phenomenon that randomly shuffling transitions makes the algorithm perform significantly worse than keeping it as it is. This is very strange to me. To my best understanding, neural networks perform badly when the input data are correlated. To decorrelate transitions, algorithms like DQN introduce replay buffer and randomly sample from it. But this seems not the same story to policy-based methods. I'm wondering why policy-based methods do not require to decorrelate the input data?

\begin{align} &\hat{A}_t = \delta_t + (\gamma\lambda)\delta_{t+1}+\dots+(\gamma\lambda)^{T-t+1}\delta_{T-1}\\ &\text{where}\quad\delta_t=r_t+\gamma V(s_{t+1})-V(s_t) \end{align}
make sure you're not shuffling experience before computing your advantage estimates $$\hat{A}_1,\dots,\hat{A}_T$$. Each of these estimates is a function of several unbroken steps of experience. After you compute your advantage estimates, then create the tuples $$(s_t, a_t, \hat{A}_t)$$ and shuffle and sample from those. I think that's all the information you need per time step for constructing their objective function.