diff --git a/rllib/execution/train_ops.py b/rllib/execution/train_ops.py
index ef4d465bb9b9..96625df39dd8 100644
--- a/rllib/execution/train_ops.py
+++ b/rllib/execution/train_ops.py
@@ -192,11 +192,13 @@ def __call__(self,
             # (2) Execute minibatch SGD on loaded data.
             fetches = {}
             for policy_id, tuples_per_device in num_loaded_tuples.items():
+                policy = self.workers.local_worker().get_policy(policy_id)
                 optimizer = self.optimizers[policy_id]
                 num_batches = max(
                     1,
                     int(tuples_per_device) // int(self.per_device_batch_size))
                 logger.debug("== sgd epochs for {} ==".format(policy_id))
+                sgd_error = False
                 for i in range(self.num_sgd_iter):
                     iter_extra_fetches = defaultdict(list)
                     permutation = np.random.permutation(num_batches)
@@ -204,12 +206,22 @@ def __call__(self,
                         batch_fetches = optimizer.optimize(
                             self.sess, permutation[batch_index] *
                             self.per_device_batch_size)
+                        sgd_error = policy.check_sgd_iter_errors(batch_fetches)
                         for k, v in batch_fetches[LEARNER_STATS_KEY].items():
                             iter_extra_fetches[k].append(v)
+                        if sgd_error:
+                            break
                     if logger.getEffectiveLevel() <= logging.DEBUG:
                         avg = averaged(iter_extra_fetches)
                         logger.debug("{} {}".format(i, avg))
-                fetches[policy_id] = averaged(iter_extra_fetches, axis=0)
+                        # Stop policy updates on any runtime errors
+                    if sgd_error:
+                        break
+                # Note: This captures only last SGD iteration.
+                fetches[policy_id] = averaged(
+                    iter_extra_fetches,
+                    axis=0,
+                    dict_averaging_func=policy.aggregate_dict_metric)
 
         load_timer.push_units_processed(samples.count)
         learn_timer.push_units_processed(samples.count)
diff --git a/rllib/policy/tf_policy.py b/rllib/policy/tf_policy.py
index d3b00a2d89d1..7c58eeb0bce8 100644
--- a/rllib/policy/tf_policy.py
+++ b/rllib/policy/tf_policy.py
@@ -1,5 +1,7 @@
 import errno
 import logging
+from typing import Dict, List, Any
+
 import numpy as np
 import os
 
@@ -475,6 +477,20 @@ def extra_compute_grad_fetches(self):
         """Extra values to fetch and return from compute_gradients()."""
         return {LEARNER_STATS_KEY: {}}  # e.g, stats, td error, etc.
 
+    @DeveloperAPI
+    def aggregate_dict_metric(self, name: str, dict_list: List[dict]) -> Any:
+        """ Aggregate dictonary metrics created by extra grad fetches. By default return the first
+        element only."""
+        return dict_list[0]
+
+    @DeveloperAPI
+    def check_sgd_iter_errors(self, minibatch_fetches: Any) -> bool:
+        """
+        Check (and possibly log) sgd iteration errors based on evaluated metrics.
+        :return: True if there are errors that must break optimization loop.
+        """
+        return False
+
     @DeveloperAPI
     def optimizer(self):
         """TF optimizer to use for policy optimization."""
diff --git a/rllib/utils/sgd.py b/rllib/utils/sgd.py
index bc2e920b0713..1b7b84c2ae5d 100644
--- a/rllib/utils/sgd.py
+++ b/rllib/utils/sgd.py
@@ -1,4 +1,5 @@
 """Utils for minibatch SGD across multiple RLlib policies."""
+from typing import Optional, Callable, List, Any
 
 import numpy as np
 import logging
@@ -13,13 +14,14 @@
 logger = logging.getLogger(__name__)
 
 
-def averaged(kv, axis=None):
+def averaged(kv, axis=None, dict_averaging_func: Optional[Callable[[str, List[dict]], Any]] = None):
     """Average the value lists of a dictionary.
 
     For non-scalar values, we simply pick the first value.
 
     Arguments:
         kv (dict): dictionary with values that are lists of floats.
+        dict_averaging_func: optional function averaging non-numeric (dictionary) arguments
 
     Returns:
         dictionary with single averaged float as values.
@@ -29,7 +31,10 @@ def averaged(kv, axis=None):
         if v[0] is not None and not isinstance(v[0], dict):
             out[k] = np.mean(v, axis=axis)
         else:
-            out[k] = v[0]
+            if dict_averaging_func is not None:
+                out[k] = dict_averaging_func(k, v)
+            else:
+                out[k] = v[0]
     return out