Related papers: Quasi-Newton Trust Region Policy Optimization
On-policy deep reinforcement learning algorithms have low data utilization and require significant experience for policy improvement. This paper proposes a proximal policy optimization algorithm with prioritized trajectory replay (PTR-PPO)…
Policy gradient algorithms are an important family of deep reinforcement learning techniques. Many past research endeavors focused on using the first-order policy gradient information to train policy networks. Different from these works, we…
As the most successful variant and improvement for Trust Region Policy Optimization (TRPO), proximal policy optimization (PPO) has been widely applied across various domains with several advantages: efficient data utilization, easy…
Classical trust region methods were designed to solve problems in which function and gradient information are exact. This paper considers the case when there are bounded errors (or noise) in the above computations and proposes a simple…
Model predictive control (MPC) is widely used in process control due to its interpretability and ability to handle constraints. As a parametric policy in reinforcement learning (RL), MPC offers strong initial performance and low data…
Reinforcement learning with verifiable rewards (RLVR) has become a core post-training recipe. Introducing suitable off-policy trajectories into on-policy exploration accelerates RLVR convergence and raises the performance ceiling, yet…
While the techniques in optimal control theory are often model-based, the policy optimization (PO) approach directly optimizes the performance metric of interest. Even though it has been an essential approach for reinforcement learning…
In this contribution we device and analyze improved variants of the non-conforming dual approach for trust-region reduced basis (TR-RB) approximation of PDE-constrained parameter optimization that has recently been introduced in [Keil et…
Wasserstein Policy Optimization (WPO) is a recently proposed reinforcement learning algorithm that leverages Wasserstein gradient flows to optimize stochastic policies in continuous action spaces. Despite its empirical success, the…
A trust-region algorithm is presented for finding approximate minimizers of smooth unconstrained functions whose values and derivatives are subject to random noise. It is shown that, under suitable probabilistic assumptions, the new method…
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…
For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…
In a recent joint work, the author has developed a modification of Newton's method, named New Q-Newton's method, which can avoid saddle points and has quadratic rate of convergence. While good theoretical convergence guarantee has not been…
The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…
Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to…
Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…
We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…
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.…
In recent years, random subspace methods have been actively studied for large-dimensional nonconvex problems. Recent subspace methods have improved theoretical guarantees such as iteration complexity and local convergence rate while…
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…