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We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

This paper develops a policy learning method for tuning a pre-trained policy to adapt to additional tasks without altering the original task. A method named Adaptive Policy Gradient (APG) is proposed in this paper, which combines Bellman's…

Machine Learning · Computer Science 2025-09-29 Wenjian Hao , Zehui Lu , Zihao Liang , Tianyu Zhou , Shaoshuai Mou

Standard policy gradients weight each sampled action by advantage alone, regardless of how likely that action was under the current policy. This creates two pathologies: within a single decision context (e.g. one image or prompt), a rare…

Machine Learning · Computer Science 2026-03-17 Ian Osband

Policy gradient algorithms typically combine discounted future rewards with an estimated value function, to compute the direction and magnitude of parameter updates. However, for most Reinforcement Learning tasks, humans can provide…

Machine Learning · Computer Science 2019-04-09 Ishan Durugkar , Matthew Hausknecht , Adith Swaminathan , Patrick MacAlpine

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

Active Inference is a theory of action arising from neuroscience which casts action and planning as a bayesian inference problem to be solved by minimizing a single quantity - the variational free energy. Active Inference promises a…

Machine Learning · Computer Science 2019-07-10 Beren Millidge

This paper investigates the use of prior computation to estimate the value function to improve sample efficiency in on-policy policy gradient methods in reinforcement learning. Our approach is to estimate the value function from prior…

Machine Learning · Computer Science 2023-02-06 Md Masudur Rahman , Yexiang Xue

Model-agnostic meta-reinforcement learning requires estimating the Hessian matrix of value functions. This is challenging from an implementation perspective, as repeatedly differentiating policy gradient estimates may lead to biased Hessian…

Machine Learning · Computer Science 2021-11-04 Yunhao Tang , Tadashi Kozuno , Mark Rowland , Rémi Munos , Michal Valko

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Pierre-Luc Bacon , Doina Precup

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters

This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as EGAB, the proposed updates belong to the category of…

Machine Learning · Computer Science 2024-12-30 Andrzej Cichocki , Sergio Cruces , Auxiliadora Sarmiento , Toshihisa Tanaka

This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate…

Machine Learning · Computer Science 2022-03-29 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Wenqi Cai , Sebastien Gros

Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…

Safe Reinforcement learning (Safe RL) aims at learning optimal policies while staying safe. A popular solution to Safe RL is shielding, which uses a logical safety specification to prevent an RL agent from taking unsafe actions. However,…

Artificial Intelligence · Computer Science 2023-03-07 Wen-Chi Yang , Giuseppe Marra , Gavin Rens , Luc De Raedt

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

Several authors have recently developed risk-sensitive policy gradient methods that augment the standard expected cost minimization problem with a measure of variability in cost. These studies have focused on specific risk-measures, such as…

Artificial Intelligence · Computer Science 2015-06-09 Aviv Tamar , Yinlam Chow , Mohammad Ghavamzadeh , Shie Mannor

Recent advances in policy gradient methods and deep learning have demonstrated their applicability for complex reinforcement learning problems. However, the variance of the performance gradient estimates obtained from the simulation is…

Machine Learning · Computer Science 2018-03-30 Tianbing Xu , Qiang Liu , Jian Peng

Feature selection in reinforcement learning (RL), i.e. choosing basis functions such that useful approximations of the unkown value function can be obtained, is one of the main challenges in scaling RL to real-world applications. Here we…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Peter Stone

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang