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We develop Policy Gradient with Second-Order Momentum (PG-SOM), a lightweight second-order optimisation scheme for reinforcement-learning policies. PG-SOM augments the classical REINFORCE update with two exponentially weighted statistics: a…

Machine Learning · Computer Science 2025-05-20 Tianyu Sun

Maximum entropy deep reinforcement learning (RL) methods have been demonstrated on a range of challenging continuous tasks. However, existing methods either suffer from severe instability when training on large off-policy data or cannot…

Machine Learning · Computer Science 2019-09-10 Wenjie Shi , Shiji Song , Cheng Wu

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…

Machine Learning · Computer Science 2023-06-07 Alexander Lin , Bahareh Tolooshams , Yves Atchadé , Demba Ba

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Machine Learning · Computer Science 2024-01-09 Wentse Chen , Shiyu Huang , Yuan Chiang , Tim Pearce , Wei-Wei Tu , Ting Chen , Jun Zhu

We introduce a fully stochastic gradient based approach to Bayesian optimal experimental design (BOED). Our approach utilizes variational lower bounds on the expected information gain (EIG) of an experiment that can be simultaneously…

Machine Learning · Statistics 2020-02-28 Adam Foster , Martin Jankowiak , Matthew O'Meara , Yee Whye Teh , Tom Rainforth

We study the effect of baselines in on-policy stochastic policy gradient optimization, and close the gap between the theory and practice of policy optimization methods. Our first contribution is to show that the \emph{state value} baseline…

Machine Learning · Computer Science 2023-01-18 Jincheng Mei , Wesley Chung , Valentin Thomas , Bo Dai , Csaba Szepesvari , Dale Schuurmans

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

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

Evolutionary Algorithms (EAs) and Deep Reinforcement Learning (DRL) have recently been integrated to take the advantage of the both methods for better exploration and exploitation.The evolutionary part in these hybrid methods maintains a…

Neural and Evolutionary Computing · Computer Science 2022-09-19 Yan Ma , Tianxing Liu , Bingsheng Wei , Yi Liu , Kang Xu , Wei Li

Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based…

Machine Learning · Computer Science 2019-11-19 Kevin Sebastian Luck , Mel Vecerik , Simon Stepputtis , Heni Ben Amor , Jonathan Scholz

We study the estimation of policy gradients for continuous-time systems with known dynamics. By reframing policy learning in continuous-time, we show that it is possible construct a more efficient and accurate gradient estimator. The…

Machine Learning · Computer Science 2021-06-25 Samuel Ainsworth , Kendall Lowrey , John Thickstun , Zaid Harchaoui , Siddhartha Srinivasa

Reinforcement learning has shown strong performance in robotic manipulation, but learned policies often degrade in performance when test conditions differ from the training distribution. This limitation is especially important in…

Robotics · Computer Science 2026-04-02 Shaifalee Saxena , Rafael Fierro , Alexander Scheinker

Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo…

Computation · Statistics 2017-09-28 Gersende Fort , Edouard Ollier , Adeline Samson

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

We propose a method for finding approximate compilations of quantum unitary transformations, based on techniques from policy gradient reinforcement learning. The choice of a stochastic policy allows us to rephrase the optimization problem…

Quantum Physics · Physics 2022-09-14 David A. Herrera-Martí

Equilibrium learning in adversarial games is an important topic widely examined in the fields of game theory and reinforcement learning (RL). Pursuit-evasion game (PEG), as an important class of real-world games from the fields of robotics…

Machine Learning · Computer Science 2025-12-15 Runyu Lu , Peng Zhang , Ruochuan Shi , Yuanheng Zhu , Dongbin Zhao , Yang Liu , Dong Wang , Cesare Alippi

In learning from demonstrations, many generative models of trajectories make simplifying assumptions of independence. Correctness is sacrificed in the name of tractability and speed of the learning phase. The ignored dependencies, which…

Robotics · Computer Science 2020-11-09 Emmanuel Pignat , Hakan Girgin , Sylvain Calinon

This paper considers policy search in continuous state-action reinforcement learning problems. Typically, one computes search directions using a classic expression for the policy gradient called the Policy Gradient Theorem, which decomposes…

Machine Learning · Computer Science 2020-04-13 Sujay Bhatt , Alec Koppel , Vikram Krishnamurthy

Goal-Conditioned Reinforcement Learning (RL) problems often have access to sparse rewards where the agent receives a reward signal only when it has achieved the goal, making policy optimization a difficult problem. Several works augment…

Machine Learning · Computer Science 2023-10-11 Siddhant Agarwal , Ishan Durugkar , Peter Stone , Amy Zhang
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