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Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…

In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…

Machine Learning · Computer Science 2023-11-02 Han Shao , Lee Cohen , Avrim Blum , Yishay Mansour , Aadirupa Saha , Matthew R. Walter

We develop methods for nonparametric uniform inference in cost-sensitive binary classification, a framework that encompasses maximum score estimation, predicting utility maximizing actions, and policy learning. These problems are well known…

Econometrics · Economics 2025-12-16 Nan Liu , Yanbo Liu , Yuya Sasaki , Yuanyuan Wan

This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual system. Secondly, we obtain the global linear convergence of…

Optimization and Control · Mathematics 2023-10-30 Haoran Li , Yuan-Hua Ni

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Tackling large approximate dynamic programming or reinforcement learning problems requires methods that can exploit regularities, or intrinsic structure, of the problem in hand. Most current methods are geared towards exploiting the…

Machine Learning · Computer Science 2014-07-03 Amir-massoud Farahmand , Doina Precup , André M. S. Barreto , Mohammad Ghavamzadeh

Policy gradient (PG) estimation becomes a challenge when we are not allowed to sample with the target policy but only have access to a dataset generated by some unknown behavior policy. Conventional methods for off-policy PG estimation…

Machine Learning · Statistics 2022-06-22 Chengzhuo Ni , Ruiqi Zhang , Xiang Ji , Xuezhou Zhang , Mengdi Wang

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

Safe reinforcement learning aims to learn the optimal policy while satisfying safety constraints, which is essential in real-world applications. However, current algorithms still struggle for efficient policy updates with hard constraint…

Machine Learning · Computer Science 2022-06-20 Linrui Zhang , Li Shen , Long Yang , Shixiang Chen , Bo Yuan , Xueqian Wang , Dacheng Tao

This note reconciles two seemingly distinct approaches to policy gradient optimization for the Pass@K objective in reinforcement learning with verifiable rewards: (1) direct REINFORCE-style methods, and (2) advantage-shaping techniques that…

Machine Learning · Computer Science 2026-03-24 Christos Thrampoulidis , Sadegh Mahdavi , Wenlong Deng

We enable reinforcement learning agents to learn successful behavior policies by utilizing relevant pre-existing teacher policies. The teacher policies are introduced as objectives, in addition to the task objective, in a multi-objective…

Machine Learning · Computer Science 2023-08-31 Shruti Mishra , Ankit Anand , Jordan Hoffmann , Nicolas Heess , Martin Riedmiller , Abbas Abdolmaleki , Doina Precup

Experience replay is a core ingredient of modern deep reinforcement learning, yet its benefits in policy optimization are poorly understood beyond empirical heuristics. This paper develops a novel theoretical framework for experience replay…

Machine Learning · Computer Science 2026-02-04 Hua Zheng , Wei Xie , M. Ben Feng

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy…

Artificial Intelligence · Computer Science 2014-05-13 Bruno Scherrer

In order to compute near-optimal policies with policy-gradient algorithms, it is common in practice to include intrinsic exploration terms in the learning objective. Although the effectiveness of these terms is usually justified by an…

Machine Learning · Computer Science 2025-08-21 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

Recent literature on policy learning has primarily focused on regret bounds of the learned policy. We provide a new perspective by developing a unified semiparametric efficiency framework for policy learning, allowing for general treatments…

Econometrics · Economics 2026-02-10 Yue Fang , Geert Ridder , Haitian Xie

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

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
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