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We develop Policy Gradient with Second-Order Momentum (PG-SOM), a lightweight second-order optimisation scheme for reinforcement-learning policies. PG-SOM augments the classical REINFORCE update with two exponentially weighted statistics: a…

Machine Learning · Computer Science 2025-05-20 Tianyu Sun

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

Reinforcement learning (RL) algorithms update an agent's parameters according to one of several possible rules, discovered manually through years of research. Automating the discovery of update rules from data could lead to more efficient…

Machine Learning · Computer Science 2021-01-06 Junhyuk Oh , Matteo Hessel , Wojciech M. Czarnecki , Zhongwen Xu , Hado van Hasselt , Satinder Singh , David Silver

Backpropagation and the chain rule of derivatives have been prominent; however, the total derivative rule has not enjoyed the same amount of attention. In this work we show how the total derivative rule leads to an intuitive visual…

Machine Learning · Computer Science 2019-02-06 Paavo Parmas

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

Machine Learning · Computer Science 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

Policy gradient (PG) methods in reinforcement learning frequently utilize deep neural networks (DNNs) to learn a shared backbone of feature representations used to compute likelihoods in an action selection layer. Numerous studies have been…

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

Distributed reinforcement learning trains on data from stale, buggy, or mismatched actors, producing actions with high surprisal (negative log-probability) under the learner's policy. The core difficulty is not surprising data per se, but…

Machine Learning · Computer Science 2026-05-14 Ian Osband

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

Distributed training and increasing the gradient update frequency are practical strategies to accelerate learning and improve performance, but both exacerbate a central challenge: \textit{policy lag}, which is the mismatch between the…

Reasoning about the future -- understanding how decisions in the present time affect outcomes in the future -- is one of the central challenges for reinforcement learning (RL), especially in highly-stochastic or partially observable…

Machine Learning · Computer Science 2021-08-13 David Venuto , Elaine Lau , Doina Precup , Ofir Nachum

In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning…

Machine Learning · Computer Science 2018-08-23 Dimitri P. Bertsekas

Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the…

Machine Learning · Computer Science 2018-11-20 George Tucker , Surya Bhupatiraju , Shixiang Gu , Richard E. Turner , Zoubin Ghahramani , Sergey Levine

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

This paper addresses a fundamental issue central to approximation methods for solving large Markov decision processes (MDPs): how to automatically learn the underlying representation for value function approximation? A novel theoretically…

Artificial Intelligence · Computer Science 2012-07-09 Sridhar Mahadevan

Policy gradient methods in reinforcement learning have become increasingly prevalent for state-of-the-art performance in continuous control tasks. Novel methods typically benchmark against a few key algorithms such as deep deterministic…

Machine Learning · Computer Science 2017-08-15 Riashat Islam , Peter Henderson , Maziar Gomrokchi , Doina Precup

Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…

Machine Learning · Computer Science 2020-05-05 Gang Chen

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

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…

Machine Learning · Computer Science 2020-03-02 Chris Nota , Philip S. Thomas