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Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…

Machine Learning · Computer Science 2026-01-21 Xian Yu , Lei Ying

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…

Machine Learning · Computer Science 2016-07-18 William Montgomery , Sergey Levine

Policy gradient methods in reinforcement learning have become increasingly prevalent for state-of-the-art performance in continuous control tasks. Novel methods typically benchmark against a few key algorithms such as deep deterministic…

Machine Learning · Computer Science 2017-08-15 Riashat Islam , Peter Henderson , Maziar Gomrokchi , Doina Precup

Multi-agent policy-gradient methods have been shown to converge locally near stable Nash equilibria. Local convergence, however, does not determine which equilibrium is reached. We study this question through basin-entry probability with…

Machine Learning · Computer Science 2026-05-19 Yevhen Shcherbinin , Arina Redina , Maxim Kalpin , Vlad Kochetov

This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate…

Machine Learning · Computer Science 2022-03-29 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Wenqi Cai , Sebastien Gros

Actor-critic (AC) algorithms, empowered by neural networks, have had significant empirical success in recent years. However, most of the existing theoretical support for AC algorithms focuses on the case of linear function approximations,…

Machine Learning · Computer Science 2024-04-02 Yufeng Zhang , Siyu Chen , Zhuoran Yang , Michael I. Jordan , Zhaoran Wang

Generative adversarial imitation learning (GAIL) is a popular inverse reinforcement learning approach for jointly optimizing policy and reward from expert trajectories. A primary question about GAIL is whether applying a certain policy…

Machine Learning · Computer Science 2020-06-26 Ziwei Guan , Tengyu Xu , Yingbin Liang

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

Actor-critic (AC) methods are ubiquitous in reinforcement learning. Although it is understood that AC methods are closely related to policy gradient (PG), their precise connection has not been fully characterized previously. In this paper,…

Artificial Intelligence · Computer Science 2021-06-15 Junfeng Wen , Saurabh Kumar , Ramki Gummadi , Dale Schuurmans

Being able to fall safely is a necessary motor skill for humanoids performing highly dynamic tasks, such as running and jumping. We propose a new method to learn a policy that minimizes the maximal impulse during the fall. The optimization…

Robotics · Computer Science 2017-04-21 Visak CV Kumar , Sehoon Ha , C Karen Liu

Classical optimisation theory guarantees monotonic objective decrease for gradient descent (GD) when employed in a small step size, or ``stable", regime. In contrast, gradient descent on neural networks is frequently performed in a large…

Machine Learning · Computer Science 2025-10-21 Lachlan Ewen MacDonald , Hancheng Min , Leandro Palma , Salma Tarmoun , Ziqing Xu , René Vidal

An open question in the Deep Learning community is why neural networks trained with Gradient Descent generalize well on real datasets even though they are capable of fitting random data. We propose an approach to answering this question…

Machine Learning · Computer Science 2020-02-26 Satrajit Chatterjee

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

Approaches to policy optimization have been motivated from diverse principles, based on how the parametric model is interpreted (e.g. value versus policy representation) or how the learning objective is formulated, yet they share a common…

Machine Learning · Computer Science 2022-06-20 Ramki Gummadi , Saurabh Kumar , Junfeng Wen , Dale Schuurmans

Bilevel optimization has witnessed a resurgence of interest, driven by its critical role in trustworthy and efficient AI applications. While many recent works have established convergence to stationary points or local minima, obtaining the…

Optimization and Control · Mathematics 2024-12-25 Quan Xiao , Tianyi Chen

In this work, we study the problem of finding Pareto optimal policies in multi-agent reinforcement learning problems with cooperative reward structures. We show that any algorithm where each agent only optimizes their reward is subject to…

Machine Learning · Computer Science 2024-10-28 Bang Giang Le , Viet Cuong Ta

A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic…

Optimization and Control · Mathematics 2022-08-31 Shicong Cen , Fan Chen , Yuejie Chi

We prove the stability and global convergence of a coupled actor-critic gradient flow for infinite-horizon and entropy-regularised Markov decision processes (MDPs) in continuous state and action space with linear function approximation…

Optimization and Control · Mathematics 2025-10-17 Denis Zorba , David Šiška , Lukasz Szpruch

We study the convergence of several natural policy gradient (NPG) methods in infinite-horizon discounted Markov decision processes with regular policy parametrizations. For a variety of NPGs and reward functions we show that the…

Optimization and Control · Mathematics 2024-02-21 Johannes Müller , Guido Montúfar

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic…

Machine Learning · Computer Science 2019-10-23 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Ji Liu