English
Related papers

Related papers: Approximation Benefits of Policy Gradient Methods …

200 papers

We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been…

Machine Learning · Computer Science 2021-12-14 Jalaj Bhandari , Daniel Russo

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

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

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

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

The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Pierre-Luc Bacon , Doina Precup

Approaches to policy optimization have been motivated from diverse principles, based on how the parametric model is interpreted (e.g. value versus policy representation) or how the learning objective is formulated, yet they share a common…

Machine Learning · Computer Science 2022-06-20 Ramki Gummadi , Saurabh Kumar , Junfeng Wen , Dale Schuurmans

We propose a method for finding approximate compilations of quantum unitary transformations, based on techniques from policy gradient reinforcement learning. The choice of a stochastic policy allows us to rephrase the optimization problem…

Quantum Physics · Physics 2022-09-14 David A. Herrera-Martí

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

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

We consider sequential decision making in a setting where regret is measured with respect to a set of stateful reference policies, and feedback is limited to observing the rewards of the actions performed (the so called "bandit" setting).…

Machine Learning · Computer Science 2014-07-30 Uriel Feige , Tomer Koren , Moshe Tennenholtz

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

Gradient descent is arguably one of the most popular online optimization methods with a wide array of applications. However, the standard implementation where agents simultaneously update their strategies yields several undesirable…

Computer Science and Game Theory · Computer Science 2019-07-11 James P. Bailey , Gauthier Gidel , Georgios Piliouras

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…

Machine Learning · Computer Science 2021-11-24 Thomas Spooner , Nelson Vadori , Sumitra Ganesh

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A