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A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Machine Learning · Computer Science 2023-10-10 Francesco Cordoni , Alessio Sancetta

Robot control policies for temporally extended and sequenced tasks are often characterized by discontinuous switches between different local dynamics. These change-points are often exploited in hierarchical motion planning to build…

Robotics · Computer Science 2020-02-18 Daniel Angelov , Yordan Hristov , Michael Burke , Subramanian Ramamoorthy

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

Personalised interactive systems such as recommender systems require selecting relevant items from massive catalogs dependent on context. Reward-driven offline optimisation of these systems can be achieved by a relaxation of the discrete…

Information Retrieval · Computer Science 2023-05-30 Otmane Sakhi , David Rohde , Alexandre Gilotte

Activities such as the movement of passengers and goods, the transfer of physical or digital assets, web navigation and even successive passes in football, result in timestamped paths through a physical or virtual network. The need to…

Physics and Society · Physics 2024-07-30 Kevin Teo , Naomi Arnold , Andrew Hone , István Zoltán Kiss

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

Many practical applications, such as recommender systems and learning to rank, involve solving multiple similar tasks. One example is learning of recommendation policies for users with similar movie preferences, where the users may still…

Machine Learning · Computer Science 2022-12-12 Joey Hong , Branislav Kveton , Sumeet Katariya , Manzil Zaheer , Mohammad Ghavamzadeh

We study how the behavior of deep policy gradient algorithms reflects the conceptual framework motivating their development. To this end, we propose a fine-grained analysis of state-of-the-art methods based on key elements of this…

Machine Learning · Computer Science 2020-05-26 Andrew Ilyas , Logan Engstrom , Shibani Santurkar , Dimitris Tsipras , Firdaus Janoos , Larry Rudolph , Aleksander Madry

This paper examines the problem of real-time optimization of networked systems and develops online algorithms that steer the system towards the optimal trajectory without explicit knowledge of the system model. The problem is modeled as a…

Optimization and Control · Mathematics 2019-10-01 Yue Chen , Andrey Bernstein , Adithya Devraj , Sean Meyn

We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

This paper studies the impact of the initial data gathering method on the subsequent learning of a dynamics model. Dynamics models approximate the true transition function of a given task, in order to perform policy search directly on the…

Machine Learning · Computer Science 2022-10-24 Elias Hanna , Alex Coninx , Stéphane Doncieux

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

We consider policy optimization methods in reinforcement learning settings where the state space is arbitrarily large, or even countably infinite. The motivation arises from control problems in communication networks, matching markets, and…

Machine Learning · Computer Science 2024-09-23 Yashaswini Murthy , Isaac Grosof , Siva Theja Maguluri , R. Srikant

Adapting pretrained diffusion models to downstream objectives such as inverse problems often requires expensive test-time guidance or optimization. We propose a principled framework for generating high-quality reward-aligned samples at…

Machine Learning · Computer Science 2026-05-22 Kushagra Pandey , Farrin Marouf Sofian , Jan Niklas Groeneveld , Felix Draxler , Stephan Mandt
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