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Related papers: Compatible Natural Gradient Policy Search

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We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy…

Artificial Intelligence · Computer Science 2014-05-13 Bruno Scherrer

In order to compute near-optimal policies with policy-gradient algorithms, it is common in practice to include intrinsic exploration terms in the learning objective. Although the effectiveness of these terms is usually justified by an…

Machine Learning · Computer Science 2025-08-21 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor…

Machine Learning · Computer Science 2020-10-20 Pierluca D'Oro , Alberto Maria Metelli , Andrea Tirinzoni , Matteo Papini , Marcello Restelli

Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…

Machine Learning · Computer Science 2026-01-21 Xian Yu , Lei Ying

An efficient policy search algorithm should estimate the local gradient of the objective function, with respect to the policy parameters, from as few trials as possible. Whereas most policy search methods estimate this gradient by observing…

Artificial Intelligence · Computer Science 2012-06-18 Gregory Lawrence , Stuart Russell

Policy gradient methods, where one searches for the policy of interest by maximizing the value functions using first-order information, become increasingly popular for sequential decision making in reinforcement learning, games, and…

Optimization and Control · Mathematics 2023-10-10 Shicong Cen , Yuejie Chi

We study the global linear convergence of policy gradient (PG) methods for finite-horizon continuous-time exploratory linear-quadratic control (LQC) problems. The setting includes stochastic LQC problems with indefinite costs and allows…

Optimization and Control · Mathematics 2024-03-05 Michael Giegrich , Christoph Reisinger , Yufei Zhang

On-policy reinforcement learning (RL) algorithms are typically characterized as algorithms that perform policy updates using i.i.d. trajectories collected by the agent's current policy. However, after observing only a finite number of…

Machine Learning · Computer Science 2026-02-11 Nicholas E. Corrado , Josiah P. Hanna

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of \citet{sorensen1982newton}. The…

Optimization and Control · Mathematics 2025-08-27 Fadi Hamad , Oliver Hinder

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

We introduce a learning method called ``gradient-based reinforcement planning'' (GREP). Unlike traditional DP methods that improve their policy backwards in time, GREP is a gradient-based method that plans ahead and improves its policy…

Artificial Intelligence · Computer Science 2007-05-23 Ivo Kwee , Marcus Hutter , Juergen Schmidhuber

Proximal policy optimization (PPO) has yielded state-of-the-art results in policy search, a subfield of reinforcement learning, with one of its key points being the use of a surrogate objective function to restrict the step size at each…

Machine Learning · Computer Science 2020-12-07 Wangshu Zhu , Andre Rosendo

We propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…

Machine Learning · Computer Science 2022-11-30 Yan Li , Guanghui Lan , Tuo Zhao

Using tail bounds, we introduce a new probabilistic condition for function estimation in stochastic derivative-free optimization which leads to a reduction in the number of samples and eases algorithmic analyses. Moreover, we develop simple…

Optimization and Control · Mathematics 2023-06-16 Francesco Rinaldi , Luis Nunes Vicente , Damiano Zeffiro

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

We analyze the convergence rate of the unregularized natural policy gradient algorithm with log-linear policy parametrizations in infinite-horizon discounted Markov decision processes. In the deterministic case, when the Q-value is known…

Machine Learning · Computer Science 2023-03-15 Carlo Alfano , Patrick Rebeschini

Policy Optimization (PO) algorithms have been proven particularly suited to handle the high-dimensionality of real-world continuous control tasks. In this context, Trust Region Policy Optimization methods represent a popular approach to…

Machine Learning · Computer Science 2022-10-21 Antonio Terpin , Nicolas Lanzetti , Batuhan Yardim , Florian Dörfler , Giorgia Ramponi

Reinforcement Learning (RL) agents can solve diverse tasks but often exhibit unsafe behavior. Constrained Markov Decision Processes (CMDPs) address this by enforcing safety constraints, yet existing methods either sacrifice reward…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

Test-time reinforcement learning generates multiple candidate answers via repeated rollouts and performs online updates using pseudo-labels constructed by majority voting. To reduce overhead and improve exploration, prior work introduces…

Machine Learning · Computer Science 2026-05-28 Chu Zhao , Enneng Yang , Yuting Liu , Jianzhe Zhao , Guibing Guo
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