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Value approximation using deep neural networks is at the heart of off-policy deep reinforcement learning, and is often the primary module that provides learning signals to the rest of the algorithm. While multi-layer perceptron networks are…

Machine Learning · Computer Science 2022-06-10 Ge Yang , Anurag Ajay , Pulkit Agrawal

Many reinforcement learning (RL) algorithms are impractical for training in operational systems or computationally expensive high-fidelity simulations, as they require large amounts of data. Meanwhile, low-fidelity simulators, e.g.,…

Machine Learning · Computer Science 2026-02-13 Xinjie Liu , Cyrus Neary , Kushagra Gupta , Wesley A. Suttle , Christian Ellis , Ufuk Topcu , David Fridovich-Keil

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

Stock portfolio optimization is the process of constant re-distribution of money to a pool of various stocks. In this paper, we will formulate the problem such that we can apply Reinforcement Learning for the task properly. To maintain a…

Machine Learning · Computer Science 2020-12-14 Le Trung Hieu

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

Supervised approaches for text summarisation suffer from the problem of mismatch between the target labels/scores of individual sentences and the evaluation score of the final summary. Reinforcement learning can solve this problem by…

Computation and Language · Computer Science 2017-11-15 Diego Molla

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Deep Policy Gradient (PG) algorithms employ value networks to drive the learning of parameterized policies and reduce the variance of the gradient estimates. However, value function approximation gets stuck in local optima and struggles to…

Machine Learning · Computer Science 2023-02-21 Enrico Marchesini , Christopher Amato

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an $\epsilon$-approximate…

Machine Learning · Computer Science 2019-05-30 Pan Xu , Felicia Gao , Quanquan Gu

Generalized Advantage Estimation (GAE) has been used to mitigate the computational complexity of reinforcement learning (RL) by employing an exponentially weighted estimation of the advantage function to reduce the variance in policy…

Machine Learning · Computer Science 2025-07-24 Shahil Shaik , Jonathon M. Smereka , Yue Wang

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

Policy gradient methods are a vital ingredient behind the success of modern reinforcement learning. Modern policy gradient methods, although successful, introduce a residual error in gradient estimation. In this work, we argue that this…

Machine Learning · Computer Science 2024-03-05 Pulkit Katdare , Anant Joshi , Katherine Driggs-Campbell

Despite their success, large pretrained vision models remain vulnerable to catastrophic forgetting when adapted to new tasks in class-incremental settings. Parameter-efficient fine-tuning (PEFT) alleviates this by restricting trainable…

Machine Learning · Computer Science 2026-02-17 Yaqian Zhang , Bernhard Pfahringer , Eibe Frank , Albert Bifet

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

For reinforcement learning on complex stochastic systems where many factors dynamically impact the output trajectories, it is desirable to effectively leverage the information from historical samples collected in previous iterations to…

Machine Learning · Statistics 2022-09-13 Hua Zheng , Wei Xie , M. Ben Feng

Due to the high variance of policy gradients, on-policy optimization algorithms are plagued with low sample efficiency. In this work, we propose Augment-Reinforce-Merge (ARM) policy gradient estimator as an unbiased low-variance alternative…

Machine Learning · Computer Science 2019-03-14 Yunhao Tang , Mingzhang Yin , Mingyuan Zhou

Sequence-to-sequence architectures built upon recurrent neural networks have become a standard choice for multi-step-ahead time series prediction. In these models, the decoder produces future values conditioned on contextual inputs,…

Machine Learning · Computer Science 2026-02-06 Qi Sima , Xinze Zhang , Yukun Bao , Siyue Yang , Liang Shen

In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…

Machine Learning · Computer Science 2022-03-08 Sean Gillen , Katie Byl
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