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Related papers: Is the Policy Gradient a Gradient?

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This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

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

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

The recently proposed option-critic architecture Bacon et al. provide a stochastic policy gradient approach to hierarchical reinforcement learning. Specifically, they provide a way to estimate the gradient of the expected discounted return…

Machine Learning · Computer Science 2018-12-05 Saket Tiwari , Philip S. Thomas

Motivated by policy gradient methods in the context of reinforcement learning, we identify a large deviation rate function for the iterates generated by stochastic gradient descent for possibly non-convex objectives satisfying a…

Optimization and Control · Mathematics 2024-06-04 Wouter Jongeneel , Daniel Kuhn , Mengmeng Li

For continuing environments, reinforcement learning (RL) methods commonly maximize the discounted reward criterion with discount factor close to 1 in order to approximate the average reward (the gain). However, such a criterion only…

Machine Learning · Computer Science 2022-07-05 Vektor Dewanto , Marcus Gallagher

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

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

Discounted reinforcement learning is fundamentally incompatible with function approximation for control in continuing tasks. It is not an optimization problem in its usual formulation, so when using function approximation there is no…

Artificial Intelligence · Computer Science 2019-11-28 Abhishek Naik , Roshan Shariff , Niko Yasui , Hengshuai Yao , Richard S. Sutton

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

The appropriate discount rate for evaluating policies is a critical consideration in economic decision-making. This paper presents a new model for calculating the derived discount rate for a society that includes different groups with…

Theoretical Economics · Economics 2025-02-11 Mahdi Mousavi , Mahdi Kohan Sefidi

Learning rules -- prescriptions for updating model parameters to improve performance -- are typically assumed rather than derived. Why do some learning rules work better than others, and under what assumptions can a given rule be considered…

Machine Learning · Computer Science 2025-11-03 John J. Vastola , Samuel J. Gershman , Kanaka Rajan

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

We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been…

Machine Learning · Computer Science 2021-12-14 Jalaj Bhandari , Daniel Russo

Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…

Machine Learning · Computer Science 2026-03-31 Ziqin Chen , Yongqiang Wang

One of the most important parts of Artificial Neural Networks is minimizing the loss functions which tells us how good or bad our model is. To minimize these losses we need to tune the weights and biases. Also to calculate the minimum value…

Machine Learning · Computer Science 2021-01-08 Kaustubh Yadav

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko