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Gradient clipping is a standard training technique used in deep learning applications such as large-scale language modeling to mitigate exploding gradients. Recent experimental studies have demonstrated a fairly special behavior in the…

Machine Learning · Computer Science 2023-06-06 Amirhossein Reisizadeh , Haochuan Li , Subhro Das , Ali Jadbabaie

Policy gradient (PG) methods are popular and efficient for large-scale reinforcement learning due to their relative stability and incremental nature. In recent years, the empirical success of PG methods has led to the development of a…

Machine Learning · Computer Science 2022-05-24 Yuhao Ding , Junzi Zhang , Javad Lavaei

This paper considers a stochastic Nash game in which each player minimizes an expectation valued composite objective. We make the following contributions. (I) Under suitable monotonicity assumptions on the concatenated gradient map, we…

Optimization and Control · Mathematics 2020-05-25 Jinlong Lei , Uday V. Shanbhag

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

Machine Learning · Computer Science 2016-10-18 Ohad Shamir

In this paper we study the problem of minimizing the average of a large number ($n$) of smooth convex loss functions. We propose a new method, S2GD (Semi-Stochastic Gradient Descent), which runs for one or several epochs in each of which a…

Machine Learning · Statistics 2015-06-17 Jakub Konečný , Peter Richtárik

Reinforcement learning (RL) has emerged as a promising strategy for finetuning small language models (SLMs) to solve targeted tasks such as math and coding. However, RL algorithms tend to be resource-intensive, taking a significant amount…

Machine Learning · Computer Science 2025-10-07 Lianghuan Huang , Sagnik Anupam , Insup Lee , Shuo Li , Osbert Bastani

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

In this paper, we present a new policy gradient (PG) methods, namely the block policy mirror descent (BPMD) method for solving a class of regularized reinforcement learning (RL) problems with (strongly)-convex regularizers. Compared to the…

Machine Learning · Computer Science 2022-09-20 Guanghui Lan , Yan Li , Tuo Zhao

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

Data selection is a critical aspect of Reinforcement Learning with Verifiable Rewards (RLVR) for enhancing the reasoning capabilities of large language models (LLMs). Current data selection methods are largely heuristic-based, lacking…

Machine Learning · Computer Science 2026-04-16 Erle Zhu , Dazhi Jiang , Yuan Wang , Xujun Li , Jiale Cheng , Yuxian Gu , Yilin Niu , Aohan Zeng , Jie Tang , Minlie Huang , Hongning Wang

Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate,…

Machine Learning · Statistics 2016-03-23 Vatsal Shah , Megasthenis Asteris , Anastasios Kyrillidis , Sujay Sanghavi

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we…

Machine Learning · Computer Science 2019-11-14 Qingpeng Cai , Ling Pan , Pingzhong Tang

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after…

We present the stochastic decoupled policy gradient (SDPG), a lightweight visual reinforcement learning (RL) method that trains diverse visuomotor control policies end-to-end within a few hours on a single NVIDIA RTX 4080 GPU. SDPG…

Robotics · Computer Science 2026-05-27 Haoxiang You , Yilang Liu , Davis Zong , Qian Wang , Teeratham Vitchutripop , Qi Wang , Daniel Rakita , Ian Abraham

We investigate stochastic Bregman proximal gradient (SBPG) methods for minimizing a finite-sum nonconvex function $\Psi(x):=\frac{1}{n}\sum_{i=1}^nf_i(x)+\phi(x)$, where $\phi$ is convex and nonsmooth, while $f_i$, instead of gradient…

Optimization and Control · Mathematics 2025-09-23 Junyu Zhang

Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…

Machine Learning · Computer Science 2023-05-31 Jiafei Lyu , Le Wan , Zongqing Lu , Xiu Li

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

In this paper, we propose a novel architecture and a self-supervised policy gradient algorithm, which employs unsupervised auxiliary tasks to enable a mobile robot to learn how to navigate to a given goal. The dependency on the global…

Robotics · Computer Science 2018-03-07 Arbaaz Khan , Vijay Kumar , Alejandro Ribeiro