Related papers: Approximate Modified Policy Iteration

Policy Mirror Descent (PMD) is a general family of algorithms that covers a wide range of novel and fundamental methods in reinforcement learning. Motivated by the instability of policy iteration (PI) with inexact policy evaluation, PMD…

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Statistical estimation often involves tradeoffs between expensive, high-quality measurements and a variety of lower-quality proxies. We introduce Multiple-Prediction-Powered Inference (MultiPPI): a general framework for constructing…

In a recent work, we proposed Reliable Policy Iteration (RPI), that restores policy iteration's monotonicity-of-value-estimates property to the function approximation setting. Here, we assess the robustness of RPI's empirical performance on…

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…

Regularized MDPs serve as a smooth version of original MDPs. However, biased optimal policy always exists for regularized MDPs. Instead of making the coefficient{\lambda}of regularized term sufficiently small, we propose an adaptive…

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI)…

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Recent progress in randomized motion planners has led to the development of a new class of sampling-based algorithms that provide asymptotic optimality guarantees, notably the RRT* and the PRM* algorithms. Careful analysis reveals that the…

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

We introduce Reliable Policy Iteration (RPI) and Conservative RPI (CRPI), variants of Policy Iteration (PI) and Conservative PI (CPI), that retain tabular guarantees under function approximation. RPI uses a novel Bellman-constrained…

Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy…

Given a Markov Decision Process (MDP) with $n$ states and a totalnumber $m$ of actions, we study the number of iterations needed byPolicy Iteration (PI) algorithms to converge to the optimal$\gamma$-discounted policy. We consider two…

Value Iteration is a widely used algorithm for solving Markov Decision Processes (MDPs). While previous studies have extensively analyzed its convergence properties, they primarily focus on convergence with respect to the infinity norm. In…

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

We present Coordinated Proximal Policy Optimization (CoPPO), an algorithm that extends the original Proximal Policy Optimization (PPO) to the multi-agent setting. The key idea lies in the coordinated adaptation of step size during the…

The Message Passing Interface (MPI) is the prevalent programming model used on today's supercomputers. Therefore, MPI library developers are looking for the best possible performance (shortest run-time) of individual MPI functions across…