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Historically speaking, it is hard to balance the global and local efficiency of second-order optimization algorithms. For instance, the classical Newton's method possesses excellent local convergence but lacks global guarantees, often…

Optimization and Control · Mathematics 2025-11-11 Yuntian Jiang , Chuwen Zhang , Bo Jiang , Yinyu Ye

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…

Optimization and Control · Mathematics 2019-10-22 Minghan Yang , Andre Milzarek , Zaiwen Wen , Tong Zhang

To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…

Machine Learning · Computer Science 2023-11-13 Jared Markowitz , Edward W. Staley

Gradient-based methods are often used for policy optimization in deep reinforcement learning, despite being vulnerable to local optima and saddle points. Although gradient-free methods (e.g., genetic algorithms or evolution strategies) help…

Machine Learning · Computer Science 2019-12-24 Xiaobai Ma , Katherine Driggs-Campbell , Zongzhang Zhang , Mykel J. Kochenderfer

Bayesian Optimization (BO) is a popular framework for optimizing black-box functions. Despite its effectiveness, BO is often inefficient for high-dimensional problems due to the exponential growth of the search space, heterogeneity of the…

Optimization and Control · Mathematics 2026-05-08 Sourav Das , Debjani Chakraborty , Pabitra Mitra

In this paper, we propose a second-order deterministic actor-critic framework in reinforcement learning that extends the classical deterministic policy gradient method to exploit curvature information of the performance function. Building…

Machine Learning · Computer Science 2025-11-13 Arash Bahari Kordabad , Dean Brandner , Sebastien Gros , Sergio Lucia , Sadegh Soudjani

Reinforcement learning with verifiable rewards (RLVR) plays a pivotal role in improving the reasoning ability of large language models. However, widely used PPO surrogate objectives are fundamentally local, as they rely on a local…

Machine Learning · Computer Science 2026-05-21 Deokgyu Yoon , Hyungkyu Kang , Joongkyu Lee , Byeongchan Kim , Gyungin Shin , Sungrae Park , Min-hwan Oh

Model-based derivative-free optimization (DFO) methods are an important class of DFO methods that are known to struggle with solving high-dimensional optimization problems. Recent research has shown that incorporating random subspaces into…

Optimization and Control · Mathematics 2026-05-14 Yiwen Chen , Warren Hare , Amy Wiebe

We propose a stochastic first-order trust-region method with inexact function and gradient evaluations for solving finite-sum minimization problems. Using a suitable reformulation of the given problem, our method combines the inexact…

Optimization and Control · Mathematics 2022-10-25 Stefania Bellavia , Natasa Krejic , Benedetta Morini , Simone Rebegoldi

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Reinforcement learning continuously optimizes decision-making based on real-time feedback reward signals through continuous interaction with the environment, demonstrating strong adaptive and self-learning capabilities. In recent years, it…

Robotics · Computer Science 2024-08-15 Zixiang Wang , Hao Yan , Yining Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu

Supervised fine-tuning (SFT) of foundation models often leads to poor generalization, where prior capabilities deteriorate after tuning on new tasks or domains. Inspired by trust-region policy optimization (TRPO) and proximal policy…

Machine Learning · Computer Science 2026-04-14 Wenhong Zhu , Ruobing Xie , Rui Wang , Xingwu Sun , Di Wang , Pengfei Liu

Inverse reinforcement learning (IRL) is typically formulated as maximizing entropy subject to matching the distribution of expert trajectories. Classical (dual-ascent) IRL guarantees monotonic performance improvement but requires fully…

Machine Learning · Computer Science 2026-05-13 Anish Diwan , Davide Tateo , Christopher E. Mower , Haitham Bou-Ammar , Jan Peters , Oleg Arenz

Catastrophic forgetting is one of the major challenges in continual learning. To address this issue, some existing methods put restrictive constraints on the optimization space of the new task for minimizing the interference to old tasks.…

Machine Learning · Computer Science 2022-02-08 Sen Lin , Li Yang , Deliang Fan , Junshan Zhang

Recently, Large Language Models (LLMs) have rapidly evolved, approaching Artificial General Intelligence (AGI) while benefiting from large-scale reinforcement learning to enhance Human Alignment (HA) and Reasoning. Recent reward-based…

Machine Learning · Computer Science 2025-06-19 Xuerui Su , Shufang Xie , Guoqing Liu , Yingce Xia , Renqian Luo , Peiran Jin , Zhiming Ma , Yue Wang , Zun Wang , Yuting Liu

A novel optimization approach is proposed for application to policy gradient methods and evolution strategies for reinforcement learning (RL). The procedure uses a computationally efficient Wasserstein natural gradient (WNG) descent that…

Machine Learning · Computer Science 2021-03-19 Ted Moskovitz , Michael Arbel , Ferenc Huszar , Arthur Gretton

Recent advances in policy gradient methods and deep learning have demonstrated their applicability for complex reinforcement learning problems. However, the variance of the performance gradient estimates obtained from the simulation is…

Machine Learning · Computer Science 2018-03-30 Tianbing Xu , Qiang Liu , Jian Peng

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

Machine Learning · Statistics 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi
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