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Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

This paper studies the off-policy evaluation problem, where one aims to estimate the value of a target policy based on a sample of observations collected by another policy. We first consider the multi-armed bandit case, establish a minimax…

Artificial Intelligence · Computer Science 2014-09-15 Lihong Li , Remi Munos , Csaba Szepesvari

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

One less addressed issue of deep reinforcement learning is the lack of generalization capability based on new state and new target, for complex tasks, it is necessary to give the correct strategy and evaluate all possible actions for…

Artificial Intelligence · Computer Science 2018-11-16 Mincong Luo , Yin Tong , Jiachi Liu

Model-agnostic meta-reinforcement learning requires estimating the Hessian matrix of value functions. This is challenging from an implementation perspective, as repeatedly differentiating policy gradient estimates may lead to biased Hessian…

Machine Learning · Computer Science 2021-11-04 Yunhao Tang , Tadashi Kozuno , Mark Rowland , Rémi Munos , Michal Valko

Policy gradient methods have had great success in solving continuous control tasks, yet the stochastic nature of such problems makes deterministic value estimation difficult. We propose an approach which instead estimates a distribution by…

Machine Learning · Computer Science 2017-12-07 Peter Henderson , Thang Doan , Riashat Islam , David Meger

On-policy reinforcement learning (RL) algorithms have demonstrated great potential in robotic control, where effective exploration is crucial for efficient and high-quality policy learning. However, how to encourage the agent to explore the…

Robotics · Computer Science 2026-04-02 Leixin Chang , Xinchen Yao , Ben Liu , Liangjing Yang , Hua Chen

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

Multi-agent policy gradient (MAPG) methods recently witness vigorous progress. However, there is a significant performance discrepancy between MAPG methods and state-of-the-art multi-agent value-based approaches. In this paper, we…

Machine Learning · Computer Science 2020-10-06 Yihan Wang , Beining Han , Tonghan Wang , Heng Dong , Chongjie Zhang

Actor-critic (AC) methods are ubiquitous in reinforcement learning. Although it is understood that AC methods are closely related to policy gradient (PG), their precise connection has not been fully characterized previously. In this paper,…

Artificial Intelligence · Computer Science 2021-06-15 Junfeng Wen , Saurabh Kumar , Ramki Gummadi , Dale Schuurmans

In this paper, we propose a second-order deterministic actor-critic framework in reinforcement learning that extends the classical deterministic policy gradient method to exploit curvature information of the performance function. Building…

Machine Learning · Computer Science 2025-11-13 Arash Bahari Kordabad , Dean Brandner , Sebastien Gros , Sergio Lucia , Sadegh Soudjani

We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which…

Machine Learning · Computer Science 2019-10-29 Shangtong Zhang , Wendelin Boehmer , Shimon Whiteson

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

Policy gradient algorithms typically combine discounted future rewards with an estimated value function, to compute the direction and magnitude of parameter updates. However, for most Reinforcement Learning tasks, humans can provide…

Machine Learning · Computer Science 2019-04-09 Ishan Durugkar , Matthew Hausknecht , Adith Swaminathan , Patrick MacAlpine

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of learning stochastic policies with continuous actions from the…

Machine Learning · Statistics 2025-02-24 Houssam Zenati , Alberto Bietti , Matthieu Martin , Eustache Diemert , Pierre Gaillard , Julien Mairal

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the…

Optimization and Control · Mathematics 2023-11-10 Alan Yang , Stephen Boyd

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Strategic classification studies the problem where self-interested individuals or agents manipulate their response to obtain favorable decision outcomes made by classifiers, typically turning to dishonest actions when they are less costly…

Machine Learning · Computer Science 2026-05-07 Ziyuan Huang , Lina Alkarmi , Mingyan Liu