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We consider the policy gradient adaptive control (PGAC) framework, which adaptively updates a control policy in real time, by performing data-based gradient descent steps on the linear quadratic regulator cost. This method has empirically…

Optimization and Control · Mathematics 2026-01-07 Felix Laurent , Feiran Zhao , Jaap Eising , Florian Dörfler

We introduce the cram method as a general statistical framework for evaluating the final learned policy from a multi-armed contextual bandit algorithm, using the dataset generated by the same bandit algorithm. The proposed on-policy…

Machine Learning · Computer Science 2025-04-16 Zeyang Jia , Kosuke Imai , Michael Lingzhi Li

Motivated by the poor performance of cross-validation in settings where data are scarce, we propose a novel estimator of the out-of-sample performance of a policy in data-driven optimization.Our approach exploits the optimization problem's…

Optimization and Control · Mathematics 2022-08-04 Vishal Gupta , Michael Huang , Paat Rusmevichientong

Stochastic variance-reduced gradient (SVRG) is an optimization method originally designed for tackling machine learning problems with a finite sum structure. SVRG was later shown to work for policy evaluation, a problem in reinforcement…

Machine Learning · Computer Science 2020-06-22 Zilun Peng , Ahmed Touati , Pascal Vincent , Doina Precup

Recently, GRPO-based reinforcement learning has shown remarkable progress in optimizing flow-matching models, effectively improving their alignment with task-specific rewards. Within these frameworks, the policy update relies on…

Computer Vision and Pattern Recognition · Computer Science 2025-10-31 Jing Wang , Jiajun Liang , Jie Liu , Henglin Liu , Gongye Liu , Jun Zheng , Wanyuan Pang , Ao Ma , Zhenyu Xie , Xintao Wang , Meng Wang , Pengfei Wan , Xiaodan Liang

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

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

In this paper, we discuss the deterministic policy gradient using the Actor-Critic methods based on the linear compatible advantage function approximator, where the input spaces are continuous. When the policy is restricted by hard…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Sebastien Gros

We study online adaptive policy selection in systems with time-varying costs and dynamics. We develop the Gradient-based Adaptive Policy Selection (GAPS) algorithm together with a general analytical framework for online policy selection via…

Optimization and Control · Mathematics 2023-06-14 Yiheng Lin , James A. Preiss , Emile Anand , Yingying Li , Yisong Yue , Adam Wierman

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

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 have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

Machine Learning · Computer Science 2018-03-21 Cathy Wu , Aravind Rajeswaran , Yan Duan , Vikash Kumar , Alexandre M Bayen , Sham Kakade , Igor Mordatch , Pieter Abbeel

We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications.…

Machine Learning · Computer Science 2018-05-31 Matthew Fellows , Kamil Ciosek , Shimon Whiteson

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Post-deployment machine learning algorithms often influence the environments they act in, and thus shift the underlying dynamics that the standard reinforcement learning (RL) methods ignore. While designing optimal algorithms in this…

Machine Learning · Computer Science 2026-02-03 Debabrota Basu , Udvas Das , Brahim Driss , Uddalak Mukherjee

Gradient estimation is often necessary for fitting generative models with discrete latent variables, in contexts such as reinforcement learning and variational autoencoder (VAE) training. The DisARM estimator (Yin et al. 2020; Dong, Mnih,…

Machine Learning · Computer Science 2022-08-15 Russell Z. Kunes , Mingzhang Yin , Max Land , Doron Haviv , Dana Pe'er , Simon Tavaré

Cooperative multi-agent problems often require coordination between agents, which can be achieved through a centralized policy that considers the global state. Multi-agent policy gradient (MAPG) methods are commonly used to learn such…

Robotics · Computer Science 2023-08-03 Xubo Lyu , Amin Banitalebi-Dehkordi , Mo Chen , Yong Zhang

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

Multi-agent policy gradient (MAPG) methods recently witness vigorous progress. However, there is a significant performance discrepancy between MAPG methods and state-of-the-art multi-agent value-based approaches. In this paper, we…

Machine Learning · Computer Science 2020-10-06 Yihan Wang , Beining Han , Tonghan Wang , Heng Dong , Chongjie Zhang

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new…

Machine Learning · Computer Science 2017-04-10 Brendan O'Donoghue , Remi Munos , Koray Kavukcuoglu , Volodymyr Mnih
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