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In reinforcement learning for partially observable environments, many successful algorithms have been developed within the asymmetric learning paradigm. This paradigm leverages additional state information available at training time for…

Machine Learning · Computer Science 2025-09-09 Gaspard Lambrechts , Damien Ernst , Aditya Mahajan

A trust-region algorithm using inexact function and derivatives values is introduced for solving unconstrained smooth optimization problems. This algorithm uses high-order Taylor models and allows the search of strong approximate minimizers…

Optimization and Control · Mathematics 2021-10-14 C. Cartis , N. I. M. Gould , Ph. L. Toint

In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…

Numerical Analysis · Mathematics 2022-11-03 Matteo Croci , Judit Muñoz-Matute

We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…

Machine Learning · Computer Science 2018-10-16 Ilya Kostrikov , Kumar Krishna Agrawal , Debidatta Dwibedi , Sergey Levine , Jonathan Tompson

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…

Machine Learning · Computer Science 2017-04-24 John Schulman , Sergey Levine , Philipp Moritz , Michael I. Jordan , Pieter Abbeel

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

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Hindsight Experience Replay (HER) is one of the efficient algorithm to solve Reinforcement Learning tasks related to sparse rewarded environments.But due to its reduced sample efficiency and slower convergence HER fails to perform…

Machine Learning · Computer Science 2020-10-14 Dhuruva Priyan G M , Abhik Singla , Shalabh Bhatnagar

Training a game-playing reinforcement learning agent requires multiple interactions with the environment. Ignorant random exploration may cause a waste of time and resources. It's essential to alleviate such waste. As discussed in this…

Machine Learning · Computer Science 2022-06-24 Tairan Huang , Xu Li , Hao Li , Mingming Sun , Ping Li

In the field of reinforcement learning, because of the high cost and risk of policy training in the real world, policies are trained in a simulation environment and transferred to the corresponding real-world environment. However, the…

Machine Learning · Computer Science 2023-01-12 Takumi Tanabe , Rei Sato , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on…

Machine Learning · Computer Science 2026-03-10 Anirudh Satheesh , Pankaj Kumar Barman , Washim Uddin Mondal , Vaneet Aggarwal

High-dimensional observations and complex real-world dynamics present major challenges in reinforcement learning for both function approximation and exploration. We address both of these challenges with two complementary techniques: First,…

Artificial Intelligence · Computer Science 2016-03-15 David Abel , Alekh Agarwal , Fernando Diaz , Akshay Krishnamurthy , Robert E. Schapire

Deep reinforcement learning (DRL) has achieved great successes in recent years with the help of novel methods and higher compute power. However, there are still several challenges to be addressed such as convergence to locally optimal…

Machine Learning · Computer Science 2018-12-04 Bilal Kartal , Pablo Hernandez-Leal , Matthew E. Taylor

Actor-critic algorithms learn an explicit policy (actor), and an accompanying value function (critic). The actor performs actions in the environment, while the critic evaluates the actor's current policy. However, despite their stability…

Artificial Intelligence · Computer Science 2019-02-08 Hélène Plisnier , Denis Steckelmacher , Diederik M. Roijers , Ann Nowé

Providing densely shaped reward functions for RL algorithms is often exceedingly challenging, motivating the development of RL algorithms that can learn from easier-to-specify sparse reward functions. This sparsity poses new exploration…

Machine Learning · Computer Science 2022-10-24 Albert Wilcox , Ashwin Balakrishna , Jules Dedieu , Wyame Benslimane , Daniel S. Brown , Ken Goldberg

The ability to act in multiple environments and transfer previous knowledge to new situations can be considered a critical aspect of any intelligent agent. Towards this goal, we define a novel method of multitask and transfer learning that…

Machine Learning · Computer Science 2016-02-23 Emilio Parisotto , Jimmy Lei Ba , Ruslan Salakhutdinov

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting…

Artificial Intelligence · Computer Science 2018-10-23 Scott Fujimoto , Herke van Hoof , David Meger

We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a gradient expectation representation of the value function,…

Machine Learning · Statistics 2023-03-14 Noufel Frikha , Maximilien Germain , Mathieu Laurière , Huyên Pham , Xuanye Song