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Related papers: Easy Monotonic Policy Iteration

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Most existing policy learning solutions require the learning agents to receive high-quality supervision signals such as well-designed rewards in reinforcement learning (RL) or high-quality expert demonstrations in behavioral cloning (BC).…

Machine Learning · Computer Science 2021-11-03 Jingkang Wang , Hongyi Guo , Zhaowei Zhu , Yang Liu

We study the problem of learning a good search policy for combinatorial search spaces. We propose retrospective imitation learning, which, after initial training by an expert, improves itself by learning from \textit{retrospective…

Machine Learning · Computer Science 2019-06-25 Jialin Song , Ravi Lanka , Albert Zhao , Aadyot Bhatnagar , Yisong Yue , Masahiro Ono

We focus on parameterized policy search for reinforcement learning over continuous action spaces. Typically, one assumes the score function associated with a policy is bounded, which fails to hold even for Gaussian policies. To properly…

Machine Learning · Computer Science 2022-02-01 Amrit Singh Bedi , Souradip Chakraborty , Anjaly Parayil , Brian Sadler , Pratap Tokekar , Alec Koppel

The policy improvement bound on the difference of the discounted returns plays a crucial role in the theoretical justification of the trust-region policy optimization (TRPO) algorithm. The existing bound leads to a degenerate bound when the…

Machine Learning · Computer Science 2021-07-20 J. G. Dai , Mark Gluzman

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

Machine Learning · Computer Science 2011-09-09 Mohammad Gheshlaghi Azar , Vicenc Gomez , Hilbert J. Kappen

We propose a new sample-efficient methodology, called Supervised Policy Update (SPU), for deep reinforcement learning. Starting with data generated by the current policy, SPU formulates and solves a constrained optimization problem in the…

Machine Learning · Computer Science 2018-12-27 Quan Vuong , Yiming Zhang , Keith W. Ross

In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

Systems and Control · Electrical Eng. & Systems 2021-05-20 Lei Guo , Han Zhao

We develop an optimization framework centered around a core idea: once a (parametric) policy is specified, control authority is transferred to the policy, resulting in an autonomous dynamical system. Thus we should be able to optimize…

Machine Learning · Computer Science 2025-06-11 Emo Todorov

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Hierarchical reinforcement learning is a promising approach to tackle long-horizon decision-making problems with sparse rewards. Unfortunately, most methods still decouple the lower-level skill acquisition process and the training of a…

Machine Learning · Computer Science 2020-05-15 Alexander C. Li , Carlos Florensa , Ignasi Clavera , Pieter Abbeel

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

Machine Learning · Computer Science 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

The ability to autonomously explore and resolve tasks with minimal human guidance is crucial for the self-development of embodied intelligence. Although reinforcement learning methods can largely ease human effort, it's challenging to…

Robotics · Computer Science 2024-12-19 Changxin Huang , Yanbin Chang , Junfan Lin , Junyang Liang , Runhao Zeng , Jianqiang Li

Lifelong reinforcement learning provides a promising framework for developing versatile agents that can accumulate knowledge over a lifetime of experience and rapidly learn new tasks by building upon prior knowledge. However, current…

Machine Learning · Computer Science 2015-05-22 Haitham Bou Ammar , Rasul Tutunov , Eric Eaton

Deep reinforcement learning agents for continuous control are known to exhibit significant instability in their performance over time. In this work, we provide a fresh perspective on these behaviors by studying the return landscape: the…

Machine Learning · Computer Science 2024-04-12 Nate Rahn , Pierluca D'Oro , Harley Wiltzer , Pierre-Luc Bacon , Marc G. Bellemare

There is growing importance to detecting faults and implementing the best methods in industrial and real-world systems. We are searching for the most trustworthy and practical data-based fault detection methods proposed by artificial…

Systems and Control · Electrical Eng. & Systems 2023-01-11 Mohammad Hossein Modirrousta , Mahdi Aliyari Shoorehdeli , Mostafa Yari , Arash Ghahremani

Goal-conditioned reinforcement learning endows an agent with a large variety of skills, but it often struggles to solve tasks that require more temporally extended reasoning. In this work, we propose to incorporate imagined subgoals into…

Machine Learning · Computer Science 2021-07-02 Elliot Chane-Sane , Cordelia Schmid , Ivan Laptev