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We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

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

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

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

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

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

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

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

The policy gradient theorem gives a convenient form of the policy gradient in terms of three factors: an action value, a gradient of the action likelihood, and a state distribution involving discounting called the \emph{discounted…

Machine Learning · Computer Science 2023-06-26 Fengdi Che , Gautham Vasan , A. Rupam Mahmood

Policy gradient methods are a vital ingredient behind the success of modern reinforcement learning. Modern policy gradient methods, although successful, introduce a residual error in gradient estimation. In this work, we argue that this…

Machine Learning · Computer Science 2024-03-05 Pulkit Katdare , Anant Joshi , Katherine Driggs-Campbell

This paper presents a constrained policy gradient algorithm. We introduce constraints for safe learning with the following steps. First, learning is slowed down (lazy learning) so that the episodic policy change can be computed with the…

Machine Learning · Computer Science 2022-01-24 Balázs Varga , Balázs Kulcsár , Morteza Haghir Chehreghani

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

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

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler
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