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Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

Safe and economic operation of networked systems is often challenging. Optimization-based schemes are frequently considered, since they achieve near-optimality while ensuring safety via the explicit consideration of constraints. In…

Optimization and Control · Mathematics 2024-01-30 Alexander Engelmann , Maisa B. Bandeira , Timm Faulwasser

Value Iteration (VI) is foundational to the theory and practice of modern reinforcement learning, and it is known to converge at a $\mathcal{O}(\gamma^k)$-rate, where $\gamma$ is the discount factor. Surprisingly, however, the optimal rate…

Machine Learning · Computer Science 2023-10-31 Jongmin Lee , Ernest K. Ryu

Reinforcement Learning has become a standard paradigm for aligning Large Language Models with human intent and task requirements. While Group Relative Policy Optimization offers an efficient, value-model-free alternative to Proximal Policy…

Computation and Language · Computer Science 2026-05-26 Guochao Jiang , Jingyi Song , Guofeng Quan , Chuzhan Hao , Guohua Liu , Yuewei Zhang

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…

Optimization and Control · Mathematics 2021-08-30 Vineet Goyal , Julien Grand-Clement

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

Machine Learning · Computer Science 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

We study Policy-extended Value Function Approximator (PeVFA) in Reinforcement Learning (RL), which extends conventional value function approximator (VFA) to take as input not only the state (and action) but also an explicit policy…

This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. This approach is based on a direct approximation of AIXI, a Bayesian optimality notion for general reinforcement learning agents.…

Machine Learning · Computer Science 2010-10-04 Joel Veness , Kee Siong Ng , Marcus Hutter , David Silver

This paper presents a novel model-free Reinforcement Learning algorithm for learning behavior in continuous action, state, and goal spaces. The algorithm approximates optimal value functions using non-parametric estimators. It is able to…

Artificial Intelligence · Computer Science 2019-08-28 Andreas Gerken , Michael Spranger

We develop a new class of model-free deep reinforcement learning algorithms for data-driven, learning-based control. Our Generalized Policy Improvement algorithms combine the policy improvement guarantees of on-policy methods with the…

Machine Learning · Computer Science 2024-10-15 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each…

Machine Learning · Computer Science 2023-08-16 Lucas N. Alegre , Ana L. C. Bazzan , Diederik M. Roijers , Ann Nowé , Bruno C. da Silva

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

Particle-based Variational Inference (ParVI) methods approximate the target distribution by iteratively evolving finite weighted particle systems. Recent advances of ParVI methods reveal the benefits of accelerated position update…

Machine Learning · Computer Science 2023-12-29 Fangyikang Wang , Huminhao Zhu , Chao Zhang , Hanbin Zhao , Hui Qian

Sampling efficiency is a key bottleneck in reinforcement learning with verifiable rewards. Existing group-based policy optimization methods, such as GRPO, allocate a fixed number of rollouts for all training prompts. This uniform allocation…

Machine Learning · Computer Science 2026-03-06 Hieu Trung Nguyen , Bao Nguyen , Wenao Ma , Yuzhi Zhao , Ruifeng She , Viet Anh Nguyen

Deep Q Network (DQN) firstly kicked the door of deep reinforcement learning (DRL) via combining deep learning (DL) with reinforcement learning (RL), which has noticed that the distribution of the acquired data would change during the…

Machine Learning · Computer Science 2022-01-11 Jiajun Fan , Changnan Xiao , Yue Huang

Reinforcement learning has become a powerful paradigm for post-training large language model agents, yet credit assignment in multi-turn environments remains a challenge. Agents often receive sparse, trajectory-level rewards only at the end…

Computation and Language · Computer Science 2026-05-14 Siyuan Zhu , Chao Yu , Rongxin Yang , Zongkai Liu , Jinjun Hu , Qiwen Chen , Yibo Zhang

Effective reinforcement learning (RL) for complex stochastic systems requires leveraging historical data collected in previous iterations to accelerate policy optimization. Classical experience replay treats all past observations uniformly…

Machine Learning · Statistics 2026-02-06 Hua Zheng , Wei Xie , M. Ben Feng , Keilung Choy

Reinforcement learning has seen great advancements in the past five years. The successful introduction of deep learning in place of more traditional methods allowed reinforcement learning to scale to very complex domains achieving…

Machine Learning · Computer Science 2019-06-12 Kacper Kielak