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This paper presents a constrained policy gradient algorithm. We introduce constraints for safe learning with the following steps. First, learning is slowed down (lazy learning) so that the episodic policy change can be computed with the…

Machine Learning · Computer Science 2022-01-24 Balázs Varga , Balázs Kulcsár , Morteza Haghir Chehreghani

Despite advancements in deep reinforcement learning algorithms, developing an effective exploration strategy is still an open problem. Most existing exploration strategies either are based on simple heuristics, or require the model of the…

Machine Learning · Computer Science 2021-02-11 Arash Mahyari

Guided policy search algorithms have been proven to work with incredible accuracy for not only controlling a complicated dynamical system, but also learning optimal policies from various unseen instances. One assumes true nature of the…

Systems and Control · Electrical Eng. & Systems 2020-10-02 Prakash Mallick , Zhiyong Chen , Mohsen Zamani

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the optimization problem by repeated optimization over a…

Optimization and Control · Mathematics 2012-05-25 Sebastian U. Stich , Christian L. Müller , Bernd Gärtner

The Nesterov accelerated gradient method, introduced in 1983, has been a cornerstone of optimization theory and practice. Yet the question of its point convergence had remained open. In this work, we resolve this longstanding open problem…

Optimization and Control · Mathematics 2026-01-21 Uijeong Jang , Ernest K. Ryu

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal…

Optimization and Control · Mathematics 2016-07-05 Quoc Tran-Dinh

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

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Recent studies incorporate Nesterov's accelerated gradient method for the acceleration of gradient based training. The Nesterov's Accelerated Quasi-Newton (NAQ) method has shown to drastically improve the convergence speed compared to the…

Machine Learning · Computer Science 2020-10-16 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Hideki Asai

In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…

Optimization and Control · Mathematics 2014-10-24 Yossi Arjevani

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

Optimization and Control · Mathematics 2018-02-27 Saman Cyrus , Bin Hu , Bryan Van Scoy , Laurent Lessard

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

Stacking, a heuristic technique for training deep residual networks by progressively increasing the number of layers and initializing new layers by copying parameters from older layers, has proven quite successful in improving the…

Machine Learning · Computer Science 2025-02-20 Naman Agarwal , Pranjal Awasthi , Satyen Kale , Eric Zhao

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. This point of view covers the stochastic gradient…

Machine Learning · Statistics 2019-05-08 Andrei Kulunchakov , Julien Mairal

We introduce a learning method called ``gradient-based reinforcement planning'' (GREP). Unlike traditional DP methods that improve their policy backwards in time, GREP is a gradient-based method that plans ahead and improves its policy…

Artificial Intelligence · Computer Science 2007-05-23 Ivo Kwee , Marcus Hutter , Juergen Schmidhuber
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