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Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Learning auxiliary tasks, such as multiple predictions about the world, can provide many benefits to reinforcement learning systems. A variety of off-policy learning algorithms have been developed to learn such predictions, but as yet there…

Machine Learning · Computer Science 2022-02-24 Matthew McLeod , Chunlok Lo , Matthew Schlegel , Andrew Jacobsen , Raksha Kumaraswamy , Martha White , Adam White

We develop an optimization framework centered around a core idea: once a (parametric) policy is specified, control authority is transferred to the policy, resulting in an autonomous dynamical system. Thus we should be able to optimize…

Machine Learning · Computer Science 2025-06-11 Emo Todorov

Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…

Robotics · Computer Science 2025-05-28 Ralf Römer , Alexander von Rohr , Angela P. Schoellig

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

The physical design of a robot and the policy that controls its motion are inherently coupled, and should be determined according to the task and environment. In an increasing number of applications, data-driven and learning-based…

Robotics · Computer Science 2018-09-18 Charles Schaff , David Yunis , Ayan Chakrabarti , Matthew R. Walter

We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems that captures the feedback loop between learning algorithms and the distributions on which they are deployed. Prior work largely models…

Machine Learning · Computer Science 2023-10-31 Lauren Conger , Franca Hoffmann , Eric Mazumdar , Lillian Ratliff

The transfer of knowledge from one policy to another is an important tool in Deep Reinforcement Learning. This process, referred to as distillation, has been used to great success, for example, by enhancing the optimisation of agents,…

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

In this paper, we explore deep reinforcement learning algorithms for vision-based robotic grasping. Model-free deep reinforcement learning (RL) has been successfully applied to a range of challenging environments, but the proliferation of…

Robotics · Computer Science 2018-03-30 Deirdre Quillen , Eric Jang , Ofir Nachum , Chelsea Finn , Julian Ibarz , Sergey Levine

We study the estimation of policy gradients for continuous-time systems with known dynamics. By reframing policy learning in continuous-time, we show that it is possible construct a more efficient and accurate gradient estimator. The…

Machine Learning · Computer Science 2021-06-25 Samuel Ainsworth , Kendall Lowrey , John Thickstun , Zaid Harchaoui , Siddhartha Srinivasa

Policy gradient methods have been successfully applied to many complex reinforcement learning problems. However, policy gradient methods suffer from high variance, slow convergence, and inefficient exploration. In this work, we introduce a…

Machine Learning · Computer Science 2017-04-11 Yang Liu , Prajit Ramachandran , Qiang Liu , Jian Peng

Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…

Machine Learning · Computer Science 2024-05-15 Qiuhao Wang , Chin Pang Ho , Marek Petrik

In recent years, different types of distributed and parallel learning schemes have received increasing attention for their strong advantages in handling large-scale data information. In the information era, to face the big data challenges…

Machine Learning · Statistics 2024-07-23 Zhan Yu , Jun Fan , Zhongjie Shi , Ding-Xuan Zhou

Reinforcement learning (RL) enables agents to take decision based on a reward function. However, in the process of learning, the choice of values for learning algorithm parameters can significantly impact the overall learning process. In…

Neural and Evolutionary Computing · Computer Science 2019-05-13 Adarsh Sehgal , Hung Manh La , Sushil J. Louis , Hai Nguyen