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Related papers: An operator view of policy gradient methods

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We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications.…

Machine Learning · Computer Science 2018-05-31 Matthew Fellows , Kamil Ciosek , Shimon Whiteson

We introduce Wasserstein Policy Optimization (WPO), an actor-critic algorithm for reinforcement learning in continuous action spaces. WPO can be derived as an approximation to Wasserstein gradient flow over the space of all policies…

Machine Learning · Computer Science 2025-05-02 David Pfau , Ian Davies , Diana Borsa , Joao G. M. Araujo , Brendan Tracey , Hado van Hasselt

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Policy gradient (PG) algorithms have been widely used in reinforcement learning (RL). However, PG algorithms rely on exploiting the value function being learned with the first-order update locally, which results in limited sample…

Machine Learning · Computer Science 2021-07-06 Hao Sun , Ziping Xu , Yuhang Song , Meng Fang , Jiechao Xiong , Bo Dai , Bolei Zhou

Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…

We propose Dual Approximation Policy Optimization (DAPO), a framework that incorporates general function approximation into policy mirror descent methods. In contrast to the popular approach of using the $L_2$-norm to measure function…

Machine Learning · Computer Science 2024-10-03 Zhihan Xiong , Maryam Fazel , Lin Xiao

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…

Machine Learning · Computer Science 2021-12-16 Yuhui Wang , Qingyuan Wu , Pengcheng He , Xiaoyang Tan

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2021-07-06 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

We present a new method for estimating the expected return of a POMDP from experience. The method does not assume any knowledge of the POMDP and allows the experience to be gathered from an arbitrary sequence of policies. The return is…

Artificial Intelligence · Computer Science 2013-01-14 Christian R. Shelton

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

This research reports on the recent development of a black-box optimization method based on single-step deep reinforcement learning (DRL), and on its conceptual proximity to evolution strategy (ES) techniques. In the fashion of policy…

Optimization and Control · Mathematics 2021-11-29 Jonathan Viquerat , Régis Duvigneau , Philippe Meliga , Alexander Kuhnle , Elie Hachem

Generative models, particularly diffusion models, have achieved remarkable success in density estimation for multimodal data, drawing significant interest from the reinforcement learning (RL) community, especially in policy modeling in…

Machine Learning · Computer Science 2024-12-03 Jinouwen Zhang , Rongkun Xue , Yazhe Niu , Yun Chen , Jing Yang , Hongsheng Li , Yu Liu

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 reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey