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Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…

Machine Learning · Statistics 2015-11-17 Jan Hendrik Metzen

A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place…

Optimization and Control · Mathematics 2015-08-04 Jean-Hubert Hours , Colin N. Jones

Historically speaking, it is hard to balance the global and local efficiency of second-order optimization algorithms. For instance, the classical Newton's method possesses excellent local convergence but lacks global guarantees, often…

Optimization and Control · Mathematics 2025-11-11 Yuntian Jiang , Chuwen Zhang , Bo Jiang , Yinyu Ye

We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to deterministic (even in some very simple environments), leading…

Machine Learning · Computer Science 2019-11-19 Chuheng Zhang , Yuanqi Li , Jian Li

Entropy regularization is commonly used to improve policy optimization in reinforcement learning. It is believed to help with \emph{exploration} by encouraging the selection of more stochastic policies. In this work, we analyze this claim…

Machine Learning · Computer Science 2019-06-11 Zafarali Ahmed , Nicolas Le Roux , Mohammad Norouzi , Dale Schuurmans

Automated matching engines execute millions of orders per session, yet systematic asymmetries in latency, order size, and market access compound into persistent execution disparities that erode participant trust. We formulate provably fair…

Computer Science and Game Theory · Computer Science 2026-04-09 Zehua Cheng , Zhipeng Wang , Wei Dai , Wenhu Zhang , Vadzim Mahilny , David Shi , Elena Jia , Jiahao Sun

On-policy reinforcement learning (RL) has become a popular framework for solving sequential decision problems due to its computational efficiency and theoretical simplicity. Some on-policy methods guarantee every policy update is…

Machine Learning · Computer Science 2023-12-12 K. R. Zentner , Ujjwal Puri , Zhehui Huang , Gaurav S. Sukhatme

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

Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the…

Machine Learning · Computer Science 2023-03-01 Boyi Liu , Qi Cai , Zhuoran Yang , Zhaoran Wang

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

Reinforcement learning (RL) has become a central component of post-training for large language models (LLMs), particularly for complex reasoning tasks that require stable optimization over long generation horizons. However, achieving…

Machine Learning · Computer Science 2026-02-17 Yuepeng Sheng , Yuwei Huang , Shuman Liu , Anxiang Zeng , Haibo Zhang

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett

A novel Policy Gradient (PG) algorithm, called $\textit{Matryoshka Policy Gradient}$ (MPG), is introduced and studied, in the context of fixed-horizon max-entropy reinforcement learning, where an agent aims at maximizing entropy bonuses…

Machine Learning · Computer Science 2024-10-10 François Ged , Maria Han Veiga

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

The policy improvement bound on the difference of the discounted returns plays a crucial role in the theoretical justification of the trust-region policy optimization (TRPO) algorithm. The existing bound leads to a degenerate bound when the…

Machine Learning · Computer Science 2021-07-20 J. G. Dai , Mark Gluzman

Recommender systems predict what items a user will interact with next, based on their past interactions. The problem is often approached through supervised learning, but recent advancements have shifted towards policy optimization of…

Machine Learning · Computer Science 2023-04-28 Dawen Liang , Nikos Vlassis

Modern policy gradient algorithms, such as TRPO and PPO, outperform vanilla policy gradient in many RL tasks. Questioning the common belief that enforcing approximate trust regions leads to steady policy improvement in practice, we show…

Machine Learning · Computer Science 2025-05-27 Tao Wang , Ruipeng Zhang , Sicun Gao

Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood,…

Machine Learning · Computer Science 2026-05-01 Florian Wolf , Ilyas Fatkhullin , Niao He

Group Relative Policy Optimization (GRPO) has significantly advanced the reasoning ability of large language models (LLMs), particularly by boosting their mathematical performance. However, GRPO and related entropy-regularization methods…

Computation and Language · Computer Science 2025-10-13 Xingyu Lin , Yilin Wen , En Wang , Du Su , Wenbin Liu , Chenfu Bao , Zhonghou Lv
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