Related papers: Is the Policy Gradient a Gradient?
Guided policy search algorithms can be used to optimize complex nonlinear policies, such as deep neural networks, without directly computing policy gradients in the high-dimensional parameter space. Instead, these methods use supervised…
Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…
Deep Policy Gradient (PG) algorithms employ value networks to drive the learning of parameterized policies and reduce the variance of the gradient estimates. However, value function approximation gets stuck in local optima and struggles to…
Gradient clipping is a popular modification to standard (stochastic) gradient descent, at every iteration limiting the gradient norm to a certain value $c >0$. It is widely used for example for stabilizing the training of deep learning…
In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…
How much can you say about the gradient of a neural network without computing a loss or knowing the label? This may sound like a strange question: surely the answer is "very little." However, in this paper, we show that gradients are more…
In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…
Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…
A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…
The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…
A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization…
Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…
As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…
Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…
Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…
In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…
We study the risk-sensitive exponential cost MDP formulation and develop a trajectory-based gradient algorithm to find the stationary point of the cost associated with a set of parameterized policies. We derive a formula that can be used to…
Projected policy gradient (PPG) is a basic policy optimization method in reinforcement learning. Given access to exact policy evaluations, previous studies have established the sublinear convergence of PPG for sufficiently small step sizes…
There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…
We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…