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Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

This paper introduces the Active-Importance-Sampling Actor-Critic (AISAC) algorithm, an extension of the Actor-Critic framework for reducing variance in policy gradient estimation. AISAC optimizes the behavior policy to minimize gradient…

Machine Learning · Computer Science 2026-05-11 Majid Molaei , Gabor Paczolay , Matteo Papini , Alberto Maria Metelli , Marcello Restelli

A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

Machine Learning · Computer Science 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Active Inference is a theory of action arising from neuroscience which casts action and planning as a bayesian inference problem to be solved by minimizing a single quantity - the variational free energy. Active Inference promises a…

Machine Learning · Computer Science 2019-07-10 Beren Millidge

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 (or sums) across actions when…

Machine Learning · Statistics 2020-05-05 Kamil Ciosek , Shimon Whiteson

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…

Machine Learning · Computer Science 2020-03-02 Chris Nota , Philip S. Thomas

Reinforcement learning (RL) in discrete action space is ubiquitous in real-world applications, but its complexity grows exponentially with the action-space dimension, making it challenging to apply existing on-policy gradient based deep RL…

Machine Learning · Statistics 2020-02-24 Yuguang Yue , Yunhao Tang , Mingzhang Yin , Mingyuan Zhou

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

Active inference has emerged as an alternative approach to control problems given its intuitive (probabilistic) formalism. However, despite its theoretical utility, computational implementations have largely been restricted to…

Machine Learning · Computer Science 2022-03-01 Aswin Paul , Noor Sajid , Manoj Gopalkrishnan , Adeel Razi

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

Artificial Intelligence · Computer Science 2018-02-23 Hamid Reza Maei

Recent work has shown that reinforcement learning agents can develop policies that exploit spurious correlations between rewards and observations. This phenomenon, known as policy confounding, arises because the agent's policy influences…

Machine Learning · Computer Science 2025-06-16 Miguel Suau

This paper develops a policy learning method for tuning a pre-trained policy to adapt to additional tasks without altering the original task. A method named Adaptive Policy Gradient (APG) is proposed in this paper, which combines Bellman's…

Machine Learning · Computer Science 2025-09-29 Wenjian Hao , Zehui Lu , Zihao Liang , Tianyu Zhou , Shaoshuai Mou

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