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Related papers: Policy Gradient Methods for Reinforcement Learning…

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We study the problem of learning a good set of policies, so that when combined together, they can solve a wide variety of unseen reinforcement learning tasks with no or very little new data. Specifically, we consider the framework of…

Machine Learning · Computer Science 2022-03-16 Safa Alver , Doina Precup

The high variance issue in unbiased policy-gradient methods such as VPG and REINFORCE is typically mitigated by adding a baseline. However, the baseline fitting itself suffers from the underfitting or the overfitting problem. In this paper,…

Artificial Intelligence · Computer Science 2017-01-05 Nithyanand Kota , Abhishek Mishra , Sunil Srinivasa , Xi , Chen , Pieter Abbeel

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

We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

Natural gradients have long been studied in deep reinforcement learning due to their fast convergence properties and covariant weight updates. However, computing natural gradients requires inversion of the Fisher Information Matrix (FIM) at…

Machine Learning · Computer Science 2026-02-12 Yingxiao Huo , Satya Prakash Dash , Radu Stoican , Samuel Kaski , Mingfei Sun

This work presents In-Context Policy Iteration, an algorithm for performing Reinforcement Learning (RL), in-context, using foundation models. While the application of foundation models to RL has received considerable attention, most…

Machine Learning · Computer Science 2023-08-15 Ethan Brooks , Logan Walls , Richard L. Lewis , Satinder Singh

Inspired by the seminal work on Stein Variational Inference and Stein Variational Policy Gradient, we derived a method to generate samples from the posterior variational parameter distribution by \textit{explicitly} minimizing the KL…

Machine Learning · Computer Science 2018-03-28 Tianbing Xu

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

Self-interested individuals often fail to cooperate, posing a fundamental challenge for multi-agent learning. How can we achieve cooperation among self-interested, independent learning agents? Promising recent work has shown that in certain…

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

Action-constrained reinforcement learning (RL) is a widely-used approach in various real-world applications, such as scheduling in networked systems with resource constraints and control of a robot with kinematic constraints. While the…

Machine Learning · Computer Science 2021-08-03 Jyun-Li Lin , Wei Hung , Shang-Hsuan Yang , Ping-Chun Hsieh , Xi Liu

Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan

This work studies a Reinforcement Learning (RL) problem in which we are given a set of trajectories collected with K baseline policies. Each of these policies can be quite suboptimal in isolation, and have strong performance in…

Machine Learning · Computer Science 2024-03-29 Teodor V. Marinov , Alekh Agarwal , Mircea Trofin

We enable reinforcement learning agents to learn successful behavior policies by utilizing relevant pre-existing teacher policies. The teacher policies are introduced as objectives, in addition to the task objective, in a multi-objective…

Machine Learning · Computer Science 2023-08-31 Shruti Mishra , Ankit Anand , Jordan Hoffmann , Nicolas Heess , Martin Riedmiller , Abbas Abdolmaleki , Doina Precup

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

We propose risk-sensitive reinforcement learning algorithms catering to three families of risk measures, namely expectiles, utility-based shortfall risk and optimized certainty equivalent risk. For each risk measure, in the context of a…

Machine Learning · Computer Science 2026-02-11 Sumedh Gupte , Shrey Rakeshkumar Patel , Soumen Pachal , Prashanth L. A. , Sanjay P. Bhat

We consider reinforcement learning in input-driven environments, where an exogenous, stochastic input process affects the dynamics of the system. Input processes arise in many applications, including queuing systems, robotics control with…

Machine Learning · Computer Science 2019-02-28 Hongzi Mao , Shaileshh Bojja Venkatakrishnan , Malte Schwarzkopf , Mohammad Alizadeh

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been…

Machine Learning · Computer Science 2021-12-14 Jalaj Bhandari , Daniel Russo