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Related papers: An operator view of policy gradient methods

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Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

Policy gradient methods have been successfully applied to many complex reinforcement learning problems. However, policy gradient methods suffer from high variance, slow convergence, and inefficient exploration. In this work, we introduce a…

Machine Learning · Computer Science 2017-04-11 Yang Liu , Prajit Ramachandran , Qiang Liu , Jian Peng

This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…

Portfolio Management · Quantitative Finance 2025-02-06 Daniil Karzanov , Rubén Garzón , Mikhail Terekhov , Caglar Gulcehre , Thomas Raffinot , Marcin Detyniecki

Alpha factor mining aims to discover investment signals from the historical financial market data, which can be used to predict asset returns and gain excess profits. Powerful deep learning methods for alpha factor mining lack…

Computational Finance · Quantitative Finance 2025-06-18 Junjie Zhao , Chengxi Zhang , Min Qin , Peng Yang

Folklore suggests that policy gradient can be more robust to misspecification than its relative, approximate policy iteration. This paper studies the case of state-aggregated representations, where the state space is partitioned and either…

Machine Learning · Computer Science 2022-06-24 Daniel Russo

Reinforcement learning (RL) has re-emerged as a natural approach for training interactive LLM agents in real-world environments. However, directly applying the widely used Group Relative Policy Optimization (GRPO) algorithm to multi-turn…

Machine Learning · Computer Science 2026-01-27 Junbo Li , Peng Zhou , Rui Meng , Meet P. Vadera , Lihong Li , Yang Li

This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself…

Machine Learning · Computer Science 2026-05-12 Alex DeWeese , Guannan Qu

Dynamic oracles provide strong supervision for training constituency parsers with exploration, but must be custom defined for a given parser's transition system. We explore using a policy gradient method as a parser-agnostic alternative. In…

Computation and Language · Computer Science 2018-06-11 Daniel Fried , Dan Klein

Recent policy optimization approaches have achieved substantial empirical success by constructing surrogate optimization objectives. The Approximate Policy Iteration objective (Schulman et al., 2015a; Kakade and Langford, 2002) has become a…

Machine Learning · Computer Science 2019-10-31 Marcin B. Tomczak , Sergio Valcarcel Macua , Enrique Munoz de Cote , Peter Vrancx

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

Machine Learning · Computer Science 2022-06-22 Jalaj Bhandari , Daniel Russo

The off-policy paradigm casts recommendation as a counterfactual decision-making task, allowing practitioners to unbiasedly estimate online metrics using offline data. This leads to effective evaluation metrics, as well as learning…

Machine Learning · Computer Science 2024-09-17 Olivier Jeunen , Aleksei Ustimenko

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…

Machine Learning · Computer Science 2022-09-19 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Dung Nguyen , Kien Do , Sunil Gupta , Svetha Venkatesh

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Tackling large approximate dynamic programming or reinforcement learning problems requires methods that can exploit regularities, or intrinsic structure, of the problem in hand. Most current methods are geared towards exploiting the…

Machine Learning · Computer Science 2014-07-03 Amir-massoud Farahmand , Doina Precup , André M. S. Barreto , Mohammad Ghavamzadeh

In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…

Optimization and Control · Mathematics 2025-05-13 John Stachurski , Jingni Yang , Ziyue Yang

Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…

Artificial Intelligence · Computer Science 2025-11-13 Niklas Lauffer , Ameesh Shah , Micah Carroll , Sanjit A. Seshia , Stuart Russell , Michael Dennis

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…

The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…

Quantum Physics · Physics 2018-08-08 V. Semin , F. Petruccione

Policy gradient methods ignore the potential value of adjusting environment variables: unobservable state features that are randomly determined by the environment in a physical setting, but are controllable in a simulator. This can lead to…

Machine Learning · Computer Science 2019-05-28 Supratik Paul , Michael A. Osborne , Shimon Whiteson