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In continuous action domains, standard deep reinforcement learning algorithms like DDPG suffer from inefficient exploration when facing sparse or deceptive reward problems. Conversely, evolutionary and developmental methods focusing on…

Machine Learning · Computer Science 2018-09-21 Cédric Colas , Olivier Sigaud , Pierre-Yves Oudeyer

We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and…

Machine Learning · Computer Science 2024-11-01 Qiuhao Wang , Shaohang Xu , Chin Pang Ho , Marek Petrik

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 are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Understanding the transition events between metastable states in complex systems is an important subject in the fields of computational physics, chemistry and biology. The transition pathway plays an important role in characterizing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Yangzheng Zhong , Weiqing Ren

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

We prove that, for finite-arm bandits with linear function approximation, the global convergence of policy gradient (PG) methods depends on inter-related properties between the policy update and the representation. textcolor{blue}{First},…

Machine Learning · Computer Science 2025-04-04 Jincheng Mei , Bo Dai , Alekh Agarwal , Mohammad Ghavamzadeh , Csaba Szepesvari , Dale Schuurmans

Traffic light timing optimization is still an active line of research despite the wealth of scientific literature on the topic, and the problem remains unsolved for any non-toy scenario. One of the key issues with traffic light optimization…

Neural and Evolutionary Computing · Computer Science 2017-08-03 Noe Casas

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

Robotics · Computer Science 2022-03-29 Apan Dastider , Mingjie Lin

This paper studies Markov Decision Processes (MDPs) with atomless initial state distributions and atomless transition probabilities. Such MDPs are called atomless. The initial state distribution is considered to be fixed. We show that for…

Optimization and Control · Mathematics 2018-10-26 Eugene A. Feinberg , Aleksey B. Piunovskiy

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

Off-policy algorithms, in which a behavior policy differs from the target policy and is used to gain experience for learning, have proven to be of great practical value in reinforcement learning. However, even for simple convex problems…

Machine Learning · Computer Science 2022-09-13 Rong J. B. Zhu , James M. Murray

Generative models, particularly diffusion models, have achieved remarkable success in density estimation for multimodal data, drawing significant interest from the reinforcement learning (RL) community, especially in policy modeling in…

Machine Learning · Computer Science 2024-12-03 Jinouwen Zhang , Rongkun Xue , Yazhe Niu , Yun Chen , Jing Yang , Hongsheng Li , Yu Liu

With the high development of wireless communication techniques, it is widely used in various fields for convenient and efficient data transmission. Different from commonly used assumption of the time-invariant wireless channel, we focus on…

Information Theory · Computer Science 2020-11-10 Mengfan Liu , Rui Wang

Maximum entropy deep reinforcement learning (RL) methods have been demonstrated on a range of challenging continuous tasks. However, existing methods either suffer from severe instability when training on large off-policy data or cannot…

Machine Learning · Computer Science 2019-09-10 Wenjie Shi , Shiji Song , Cheng Wu

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

Machine Learning · Computer Science 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

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