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Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO) are among the most successful policy gradient approaches in deep reinforcement learning (RL). While these methods achieve state-of-the-art performance across a…

Machine Learning · Computer Science 2020-06-22 Ahmed Touati , Amy Zhang , Joelle Pineau , Pascal Vincent

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

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…

Natural policy gradient (NPG) methods with entropy regularization achieve impressive empirical success in reinforcement learning problems with large state-action spaces. However, their convergence properties and the impact of entropy…

Machine Learning · Computer Science 2026-02-17 Semih Cayci , Niao He , R. Srikant

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Score-function based methods for policy learning, such as REINFORCE and PPO, have delivered strong results in game-playing and robotics, yet their high variance often undermines training stability. Using pathwise policy gradients, i.e.…

Policy gradient methods usually rely on entropy regularization to prevent premature convergence. However, maximizing entropy indiscriminately pushes the policy towards a uniform distribution, often overriding the reward signal if not…

Machine Learning · Computer Science 2026-03-06 Luca Serfilippi , Giorgio Franceschelli , Antonio Corradi , Mirco Musolesi

Maximum entropy (MaxEnt) RL maximizes a combination of the original task reward and an entropy reward. It is believed that the regularization imposed by entropy, on both policy improvement and policy evaluation, together contributes to good…

Machine Learning · Computer Science 2022-02-01 Haonan Yu , Haichao Zhang , Wei Xu

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

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

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann

We aim to develop off-policy DRL algorithms that not only exceed state-of-the-art performance but are also simple and minimalistic. For standard continuous control benchmarks, Soft Actor-Critic (SAC), which employs entropy maximization,…

Machine Learning · Computer Science 2020-12-08 Che Wang , Yanqiu Wu , Quan Vuong , Keith Ross

Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

Machine Learning · Computer Science 2024-05-22 Haobin Zhang , Zhuang Yang

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

Safe Reinforcement learning (Safe RL) aims at learning optimal policies while staying safe. A popular solution to Safe RL is shielding, which uses a logical safety specification to prevent an RL agent from taking unsafe actions. However,…

Artificial Intelligence · Computer Science 2023-03-07 Wen-Chi Yang , Giuseppe Marra , Gavin Rens , Luc De Raedt

This paper proposes a reinforcement learning--based framework for cryptocurrency portfolio management using the Soft Actor--Critic (SAC) and Deep Deterministic Policy Gradient (DDPG) algorithms. Traditional portfolio optimization methods…

Computational Finance · Quantitative Finance 2025-11-27 Kamal Paykan

Policy constraint methods to offline reinforcement learning (RL) typically utilize parameterization or regularization that constrains the policy to perform actions within the support set of the behavior policy. The elaborative designs of…

Machine Learning · Computer Science 2022-10-13 Jialong Wu , Haixu Wu , Zihan Qiu , Jianmin Wang , Mingsheng Long