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We develop a new class of model-free deep reinforcement learning algorithms for data-driven, learning-based control. Our Generalized Policy Improvement algorithms combine the policy improvement guarantees of on-policy methods with the…

Machine Learning · Computer Science 2024-10-15 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

Machine Learning · Computer Science 2019-10-01 Zhenyu Zhang , Xiangfeng Luo , Tong Liu , Shaorong Xie , Jianshu Wang , Wei Wang , Yang Li , Yan Peng

Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, particularly in the experience replay setting now commonly used with deep neural networks. Classically, off-policy estimation bias is…

Machine Learning · Computer Science 2021-12-24 Brett Daley , Christopher Amato

Offline reinforcement learning (RL) aims to learn optimal policies from previously collected datasets. Recently, due to their powerful representational capabilities, diffusion models have shown significant potential as policy models for…

Machine Learning · Computer Science 2024-05-30 Tianle Zhang , Jiayi Guan , Lin Zhao , Yihang Li , Dongjiang Li , Zecui Zeng , Lei Sun , Yue Chen , Xuelong Wei , Lusong Li , Xiaodong He

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…

Machine Learning · Computer Science 2020-11-24 Tianhe Yu , Garrett Thomas , Lantao Yu , Stefano Ermon , James Zou , Sergey Levine , Chelsea Finn , Tengyu Ma

Recent developments in offline reinforcement learning have uncovered the immense potential of diffusion modeling, which excels at representing heterogeneous behavior policies. However, sampling from diffusion policies is considerably slow…

Machine Learning · Computer Science 2024-03-18 Huayu Chen , Cheng Lu , Zhengyi Wang , Hang Su , Jun Zhu

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes,…

Machine Learning · Computer Science 2019-04-09 Wen Sun , Geoffrey J. Gordon , Byron Boots , J. Andrew Bagnell

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on…

Artificial Intelligence · Computer Science 2016-10-19 Daniel Ritchie , Paul Horsfall , Noah D. Goodman

Skilled robot task learning is best implemented by predictive action policies due to the inherent latency of sensorimotor processes. However, training such predictive policies is challenging as it involves finding a trajectory of motor…

Robotics · Computer Science 2017-03-03 Ali Ghadirzadeh , Atsuto Maki , Danica Kragic , Mårten Björkman

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…

Machine Learning · Computer Science 2017-04-24 John Schulman , Sergey Levine , Philipp Moritz , Michael I. Jordan , Pieter Abbeel

We propose a reinforcement learning (RL)-based algorithm to jointly train (1) a trajectory planner and (2) a tracking controller in a layered control architecture. Our algorithm arises naturally from a rewrite of the underlying optimal…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Fengjun Yang , Nikolai Matni

Offline Reinforcement Learning (RL) learns optimal policies from fixed datasets, training a policy once and deploying it at inference time without further refinement. Inspired by model predictive control (MPC), we introduce an inference…

Machine Learning · Computer Science 2026-05-21 Rohan Deb , Stephen J. Wright , Arindam Banerjee

We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…

Portfolio Management · Quantitative Finance 2025-07-04 Hadi Keramati , Samaneh Jazayeri

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary