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Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

Machine Learning · Computer Science 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Recent policy optimization approaches have achieved substantial empirical success by constructing surrogate optimization objectives. The Approximate Policy Iteration objective (Schulman et al., 2015a; Kakade and Langford, 2002) has become a…

Machine Learning · Computer Science 2019-10-31 Marcin B. Tomczak , Sergio Valcarcel Macua , Enrique Munoz de Cote , Peter Vrancx

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

Machine Learning · Computer Science 2022-06-20 Eric Graves , Sina Ghiassian

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

Recent success in Deep Reinforcement Learning (DRL) methods has shown that policy optimization with respect to an off-policy distribution via importance sampling is effective for sample reuse. In this paper, we show that the use of…

Machine Learning · Computer Science 2023-02-07 Zichuan Lin , Xiapeng Wu , Mingfei Sun , Deheng Ye , Qiang Fu , Wei Yang , Wei Liu

Learning in a lifelong setting, where the dynamics continually evolve, is a hard challenge for current reinforcement learning algorithms. Yet this would be a much needed feature for practical applications. In this paper, we propose an…

Machine Learning · Computer Science 2021-12-14 Pierre Liotet , Francesco Vidaich , Alberto Maria Metelli , Marcello Restelli

Proximal policy optimization (PPO) has yielded state-of-the-art results in policy search, a subfield of reinforcement learning, with one of its key points being the use of a surrogate objective function to restrict the step size at each…

Machine Learning · Computer Science 2020-12-07 Wangshu Zhu , Andre Rosendo

Recommender systems predict what items a user will interact with next, based on their past interactions. The problem is often approached through supervised learning, but recent advancements have shifted towards policy optimization of…

Machine Learning · Computer Science 2023-04-28 Dawen Liang , Nikos Vlassis

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

Machine Learning · Computer Science 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces…

Machine Learning · Computer Science 2019-05-30 Seungyul Han , Youngchul Sung

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

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work,…

Machine Learning · Computer Science 2019-11-15 Matthew Schlegel , Wesley Chung , Daniel Graves , Jian Qian , Martha White

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…

Optimization and Control · Mathematics 2023-05-09 Gongbo Zhang , Bin Chen , Qing-shan Jia , Yijie Peng

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

We tackle the issue of finding a good policy when the number of policy updates is limited. This is done by approximating the expected policy reward as a sequence of concave lower bounds which can be efficiently maximized, drastically…

Artificial Intelligence · Computer Science 2016-12-30 Nicolas Le Roux

Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…

Optimization and Control · Mathematics 2025-02-17 Sandra Pieraccini , Tommaso Vanzan
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