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Action-constrained reinforcement learning (ACRL) is a popular approach for solving safety-critical and resource-allocation related decision making problems. A major challenge in ACRL is to ensure agent taking a valid action satisfying…

Machine Learning · Computer Science 2024-02-09 Janaka Chathuranga Brahmanage , Jiajing Ling , Akshat Kumar

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

A commonly used heuristic in non-convex optimization is Normalized Gradient Descent (NGD) - a variant of gradient descent in which only the direction of the gradient is taken into account and its magnitude ignored. We analyze this heuristic…

Machine Learning · Computer Science 2016-11-22 Kfir Y. Levy

Natural gradients have long been studied in deep reinforcement learning due to their fast convergence properties and covariant weight updates. However, computing natural gradients requires inversion of the Fisher Information Matrix (FIM) at…

Machine Learning · Computer Science 2026-02-12 Yingxiao Huo , Satya Prakash Dash , Radu Stoican , Samuel Kaski , Mingfei Sun

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…

Machine Learning · Computer Science 2023-12-05 Qinghua Liu , Gellért Weisz , András György , Chi Jin , Csaba Szepesvári

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti

While safe reinforcement learning (RL) holds great promise for many practical applications like robotics or autonomous cars, current approaches require specifying constraints in mathematical form. Such specifications demand domain…

Computation and Language · Computer Science 2021-08-05 Tsung-Yen Yang , Michael Hu , Yinlam Chow , Peter J. Ramadge , Karthik Narasimhan

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…

Machine Learning · Computer Science 2023-06-06 Anas Barakat , Ilyas Fatkhullin , Niao He

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

Constrained Reinforcement Learning has been employed to enforce safety constraints on policy through the use of expected cost constraints. The key challenge is in handling expected cost accumulated using the policy and not just in a single…

Machine Learning · Computer Science 2024-01-17 Hao Jiang , Tien Mai , Pradeep Varakantham , Minh Huy Hoang

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

While standard reinforcement learning optimizes a single reward signal, many applications require optimizing a nonlinear utility $f(J_1^\pi,\dots,J_M^\pi)$ over multiple objectives, where each $J_m^\pi$ denotes the expected discounted…

Machine Learning · Computer Science 2026-03-10 Swetha Ganesh , Vaneet Aggarwal

Generative adversarial networks (GANs) are a widely used framework for learning generative models. Wasserstein GANs (WGANs), one of the most successful variants of GANs, require solving a minmax optimization problem to global optimality,…

Machine Learning · Computer Science 2020-07-03 Qi Lei , Jason D. Lee , Alexandros G. Dimakis , Constantinos Daskalakis

We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy…

We consider machine learning tasks with low-rank functional tree tensor networks (TTN) as the learning model. While in the case of least-squares regression, low-rank functional TTNs can be efficiently optimized using alternating…

Optimization and Control · Mathematics 2026-04-13 Nikolas Klug , Michael Ulbrich , André Uschmajew , Marius Willner

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

Machine Learning · Computer Science 2025-10-14 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

We show that the continuous-time gradient descent in Rn can be viewed as an optimal controlled evolution for a suitable action functional; a similar result holds for stochastic gradient descent. We then provide an analogous characterization…

Optimization and Control · Mathematics 2025-11-03 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Reinforcement learning with verifiable rewards (RLVR) has become a key technique for enhancing LLMs' reasoning abilities, yet its data inefficiency remains a major bottleneck. To address this critical yet challenging issue, we present a…

Machine Learning · Computer Science 2026-04-28 Shipeng Li , Zhiqin Yang , Shikun Li , Xiaobo Xia , Hengyu Liu , Xinghua Zhang , Gaode Chen , Dong Fang , Ying Tai , Zhe Peng

We study behavior-regularized reinforcement learning (RL), where regularization toward a reference distribution (the dataset in offline RL or the base model in LLM RL finetuning) is essential to prevent value over-optimization caused by…

Machine Learning · Computer Science 2026-04-17 Haoran Xu , Kaiwen Hu , Somayeh Sojoudi , Amy Zhang

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