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We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

We propose a method for finding approximate compilations of quantum unitary transformations, based on techniques from policy gradient reinforcement learning. The choice of a stochastic policy allows us to rephrase the optimization problem…

Quantum Physics · Physics 2022-09-14 David A. Herrera-Martí

The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…

Machine Learning · Computer Science 2020-06-16 Yuda Song , Aditi Mavalankar , Wen Sun , Sicun Gao

Reinforcement learning is a growing field in AI with a lot of potential. Intelligent behavior is learned automatically through trial and error in interaction with the environment. However, this learning process is often costly. Using…

Quantum Physics · Physics 2023-12-08 Nico Meyer , Daniel D. Scherer , Axel Plinge , Christopher Mutschler , Michael J. Hartmann

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

In reinforcement learning, the softmax parametrization is the standard approach for policies over discrete action spaces. However, it fails to capture the order relationship between actions. Motivated by a real-world industrial problem, we…

Machine Learning · Computer Science 2025-06-24 Simón Weinberger , Jairo Cugliari

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the…

Machine Learning · Statistics 2018-04-17 Kamil Ciosek , Shimon Whiteson

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

We introduce Wasserstein Policy Optimization (WPO), an actor-critic algorithm for reinforcement learning in continuous action spaces. WPO can be derived as an approximation to Wasserstein gradient flow over the space of all policies…

Machine Learning · Computer Science 2025-05-02 David Pfau , Ian Davies , Diana Borsa , Joao G. M. Araujo , Brendan Tracey , Hado van Hasselt

Exploration policies in Bayesian bandits maximize the average reward over problem instances drawn from some distribution $\mathcal{P}$. In this work, we learn such policies for an unknown distribution $\mathcal{P}$ using samples from…

Machine Learning · Computer Science 2020-06-11 Craig Boutilier , Chih-Wei Hsu , Branislav Kveton , Martin Mladenov , Csaba Szepesvari , Manzil Zaheer

We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…

Machine Learning · Computer Science 2021-05-04 Mohammani Zaki , Avi Mohan , Aditya Gopalan , Shie Mannor

While bigger and deeper neural network architectures continue to advance the state-of-the-art for many computer vision tasks, real-world adoption of these networks is impeded by hardware and speed constraints. Conventional model compression…

Machine Learning · Computer Science 2017-12-19 Anubhav Ashok , Nicholas Rhinehart , Fares Beainy , Kris M. Kitani

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

We explore the use of policy gradient methods in reinforcement learning for quantum control via energy landscape shaping of XX-Heisenberg spin chains in a model agnostic fashion. Their performance is compared to finding controllers using…

Quantum Physics · Physics 2022-07-19 I. Khalid , C. A. Weidner , E. A. Jonckheere , S. G. Schirmer , F. C. Langbein

We study the dynamic investment decisions of investors who prioritise specific quantiles of outcomes over their expected values. Downside-focused agents targeting low quantiles reduce risk in states with high variance, while those with a…

General Finance · Quantitative Finance 2025-10-23 Jozef Barunik , Lukas Janasek , Attila Sarkany

Reinforcement learning with sparse rewards is challenging because an agent can rarely obtain non-zero rewards and hence, gradient-based optimization of parameterized policies can be incremental and slow. Recent work demonstrated that using…

Machine Learning · Computer Science 2021-02-16 Yijie Guo , Jongwook Choi , Marcin Moczulski , Shengyu Feng , Samy Bengio , Mohammad Norouzi , Honglak Lee

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Neuroevolution is an alternative to gradient-based optimisation that has the potential to avoid local minima and allows parallelisation. The main limiting factor is that usually it does not scale well with parameter space dimensionality.…

Machine Learning · Computer Science 2021-04-29 Nemanja Rakicevic , Antoine Cully , Petar Kormushev
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