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Related papers: Policy Optimization with Stochastic Mirror Descent

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The policy gradient method enjoys the simplicity of the objective where the agent optimizes the cumulative reward directly. Moreover, in the continuous action domain, parameterized distribution of action distribution allows easy control of…

Machine Learning · Computer Science 2022-12-16 Md Masudur Rahman , Yexiang Xue

We study reinforcement learning (RL) in the agnostic policy learning setting, where the goal is to find a policy whose performance is competitive with the best policy in a given class of interest $\Pi$ -- crucially, without assuming that…

Machine Learning · Computer Science 2025-07-08 Uri Sherman , Tomer Koren , Yishay Mansour

Policy gradient methods usually rely on entropy regularization to prevent premature convergence. However, maximizing entropy indiscriminately pushes the policy towards a uniform distribution, often overriding the reward signal if not…

Machine Learning · Computer Science 2026-03-06 Luca Serfilippi , Giorgio Franceschelli , Antonio Corradi , Mirco Musolesi

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

This paper presents an extension of the Mirror Descent method to overcome challenges in cooperative Multi-Agent Reinforcement Learning (MARL) settings, where agents have varying abilities and individual policies. The proposed…

Machine Learning · Computer Science 2023-08-15 Mohammad Mehdi Nasiri , Mansoor Rezghi

In this paper, we propose a new algorithm PPG (Proximal Policy Gradient), which is close to both VPG (vanilla policy gradient) and PPO (proximal policy optimization). The PPG objective is a partial variation of the VPG objective and the…

Machine Learning · Computer Science 2020-10-21 Ju-Seung Byun , Byungmoon Kim , Huamin Wang

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa

To solve distributed optimization efficiently with various constraints and nonsmooth functions, we propose a distributed mirror descent algorithm with embedded Bregman damping, as a generalization of conventional distributed…

Optimization and Control · Mathematics 2021-08-30 Guanpu Chen , Weijian Li , Gehui Xu , Yiguang Hong

Large reasoning models (LRMs) generate intermediate reasoning traces before producing final answers, yielding strong gains on multi-step and mathematical tasks. Yet aligning LRMs with human preferences, a crucial prerequisite for model…

Machine Learning · Computer Science 2025-10-07 Mingkang Zhu , Xi Chen , Bei Yu , Hengshuang Zhao , Jiaya Jia

Score-function based methods for policy learning, such as REINFORCE and PPO, have delivered strong results in game-playing and robotics, yet their high variance often undermines training stability. Using pathwise policy gradients, i.e.…

Stochastic optimization methods such as mirror descent have wide applications due to low computational cost. Those methods have been well studied under assumption of the independent and identical distribution, and usually achieve sublinear…

Machine Learning · Computer Science 2023-09-27 Yawei Zhao

In this work we introduce the application of black-box quantum control as an interesting rein- forcement learning problem to the machine learning community. We analyze the structure of the reinforcement learning problems arising in quantum…

Machine Learning · Computer Science 2018-04-16 Moritz August , José Miguel Hernández-Lobato

This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent method with weighted iterate-averaging is investigated and its…

Optimization and Control · Mathematics 2013-07-09 Angelia Nedich , Soomin Lee

Existing Reinforcement Learning from Verifiable Rewards (RLVR) methods, such as Group Relative Policy Optimization (GRPO), have achieved remarkable progress in improving the reasoning capabilities of Large Reasoning Models (LRMs). However,…

Machine Learning · Computer Science 2026-04-16 Hsiu-Yuan Huang , Chenming Tang , Weijie Liu , Clive Bai , Saiyong Yang , Yunfang Wu

In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional…

Optimization and Control · Mathematics 2022-08-16 Weijia Shao , Sahin Albayrak

We propose a new perspective on policy optimization: rather than reweighting all samples by their importance ratios, an optimizer should select which samples are trustworthy enough to drive a policy update. Building on this view, we…

Machine Learning · Computer Science 2026-04-17 Ziwu Sun , Zhen Gao , Jiyong Zhang , Jiaheng Li

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization. The hybrid policy…

Machine Learning · Computer Science 2020-09-23 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Phuong Ha Nguyen , Marten van Dijk , Quoc Tran-Dinh

Recently, GRPO-based reinforcement learning has shown remarkable progress in optimizing flow-matching models, effectively improving their alignment with task-specific rewards. Within these frameworks, the policy update relies on…

Computer Vision and Pattern Recognition · Computer Science 2025-10-31 Jing Wang , Jiajun Liang , Jie Liu , Henglin Liu , Gongye Liu , Jun Zheng , Wanyuan Pang , Ao Ma , Zhenyu Xie , Xintao Wang , Meng Wang , Pengfei Wan , Xiaodan Liang

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd