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The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

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

Robust policies enable reinforcement learning agents to effectively adapt to and operate in unpredictable, dynamic, and ever-changing real-world environments. Factored representations, which break down complex state and action spaces into…

Machine Learning · Computer Science 2024-09-20 Panayiotis Panayiotou , Özgür Şimşek

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

This article improves the existing proven rates of regret decay in optimal policy estimation. We give a margin-free result showing that the regret decay for estimating a within-class optimal policy is second-order for empirical risk…

Statistics Theory · Mathematics 2017-04-24 Alexander Luedtke , Antoine Chambaz

Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

Machine Learning · Computer Science 2008-07-06 Christos Dimitrakakis , Michail G. Lagoudakis

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

We study the sample complexity of reducing reinforcement learning to a sequence of empirical risk minimization problems over the policy space. Such reductions-based algorithms exhibit local convergence in the function space, as opposed to…

Machine Learning · Computer Science 2023-01-26 Naman Agarwal , Brian Bullins , Karan Singh

Proximal Policy Optimization (PPO) is among the most widely used deep reinforcement learning algorithms, yet its theoretical foundations remain incomplete. Most importantly, convergence and understanding of fundamental PPO advantages remain…

Machine Learning · Computer Science 2026-02-04 Leif Doering , Daniel Schmidt , Moritz Melcher , Sebastian Kassing , Benedikt Wille , Tilman Aach , Simon Weissmann

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

For continuing environments, reinforcement learning (RL) methods commonly maximize the discounted reward criterion with discount factor close to 1 in order to approximate the average reward (the gain). However, such a criterion only…

Machine Learning · Computer Science 2022-07-05 Vektor Dewanto , Marcus Gallagher

We consider the problem of learning a policy for a Markov decision process consistent with data captured on the state-actions pairs followed by the policy. We assume that the policy belongs to a class of parameterized policies which are…

Optimization and Control · Mathematics 2017-01-24 Manjesh K. Hanawal , Hao Liu , Henghui Zhu , Ioannis Ch. Paschalidis

We show that in a cooperative $N$-agent network, one can design locally executable policies for the agents such that the resulting discounted sum of average rewards (value) well approximates the optimal value computed over all (including…

Machine Learning · Computer Science 2022-09-09 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

Imitation learning trains a policy by mimicking expert demonstrations. Various imitation methods were proposed and empirically evaluated, meanwhile, their theoretical understanding needs further studies. In this paper, we firstly analyze…

Machine Learning · Computer Science 2020-10-23 Tian Xu , Ziniu Li , Yang Yu

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Many continuous control tasks have bounded action spaces. When policy gradient methods are applied to such tasks, out-of-bound actions need to be clipped before execution, while policies are usually optimized as if the actions are not…

Machine Learning · Computer Science 2018-06-25 Yasuhiro Fujita , Shin-ichi Maeda

Though reinforcement learning has greatly benefited from the incorporation of neural networks, the inability to verify the correctness of such systems limits their use. Current work in explainable deep learning focuses on explaining only a…

Machine Learning · Computer Science 2019-05-30 Nicholay Topin , Manuela Veloso

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