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In decision-making problems, the outcome of an intervention often depends on the causal relationships between system components and is highly costly to evaluate. In such settings, causal Bayesian optimization (CBO) can exploit the causal…

Machine Learning · Statistics 2025-02-21 Shriya Bhatija , Paul-David Zuercher , Jakob Thumm , Thomas Bohné

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

Much of the recent success of deep reinforcement learning has been driven by regularized policy optimization (RPO) algorithms with strong performance across multiple domains. In this family of methods, agents are trained to maximize…

Machine Learning · Computer Science 2022-03-24 Ted Moskovitz , Michael Arbel , Jack Parker-Holder , Aldo Pacchiano

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

We introduce a new algorithm for reinforcement learning called Maximum aposteriori Policy Optimisation (MPO) based on coordinate ascent on a relative entropy objective. We show that several existing methods can directly be related to our…

Machine Learning · Computer Science 2018-06-25 Abbas Abdolmaleki , Jost Tobias Springenberg , Yuval Tassa , Remi Munos , Nicolas Heess , Martin Riedmiller

Policy gradient methods, where one searches for the policy of interest by maximizing the value functions using first-order information, become increasingly popular for sequential decision making in reinforcement learning, games, and…

Optimization and Control · Mathematics 2023-10-10 Shicong Cen , Yuejie Chi

Differentiable planning enables gradient-based optimization of decision-making problems by leveraging differentiable models of system dynamics. However, in highly nonlinear and hybrid discrete-continuous domains, the resulting optimization…

Artificial Intelligence · Computer Science 2026-05-11 Yuval Aroosh , Ayal Taitler

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

Machine Learning · Statistics 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

Achieving optimality and adversarial robustness in deep reinforcement learning has long been regarded as conflicting goals. Nonetheless, recent theoretical insights presented in CAR suggest a potential alignment, raising the important…

Machine Learning · Computer Science 2025-12-02 Haoran Li , Jiayu Lv , Congying Han , Zicheng Zhang , Anqi Li , Yan Liu , Tiande Guo , Nan Jiang

We introduce Diffusion Policy Policy Optimization, DPPO, an algorithmic framework including best practices for fine-tuning diffusion-based policies (e.g. Diffusion Policy) in continuous control and robot learning tasks using the policy…

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Computer Science and Game Theory · Computer Science 2023-12-22 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

We propose the Constraint-Generation Policy Optimization (CGPO) framework to optimize policy parameters within compact and interpretable policy classes for mixed discrete-continuous Markov Decision Processes (DC-MDP). CGPO can not only…

Optimization and Control · Mathematics 2025-03-18 Michael Gimelfarb , Ayal Taitler , Scott Sanner

Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO…

Machine Learning · Computer Science 2019-11-11 Yuhui Wang , Hao He , Xiaoyang Tan , Yaozhong Gan

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

In various game scenarios, selecting a fixed number of targets from multiple enemy units is an extremely challenging task. This difficulty stems from the complex relationship between the threat levels of enemy units and their feature…

Machine Learning · Computer Science 2025-04-28 Wuzhou Sun , Siyi Li , Qingxiang Zou , Zixing Liao

Proximal Policy Optimization (PPO) dominates reinforcement learning and LLM alignment but relies on a "hard clipping" mechanism that discards valuable gradients. Conversely, unconstrained methods like SPO expose the optimization to…

Artificial Intelligence · Computer Science 2026-05-07 Yiheng Zhang , Yiming Wang , Kaiyan Zhao , Zhenglin Wan , Jiayu Chen , Leong Hou U

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

Trust-region methods have yielded state-of-the-art results in policy search. A common approach is to use KL-divergence to bound the region of trust resulting in a natural gradient policy update. We show that the natural gradient and trust…

Machine Learning · Computer Science 2019-02-11 Joni Pajarinen , Hong Linh Thai , Riad Akrour , Jan Peters , Gerhard Neumann

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe