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Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

This paper investigates the computational complexity of reinforcement learning in a novel linear function approximation regime, termed partial $q^{\pi}$-realizability. In this framework, the objective is to learn an $\epsilon$-optimal…

Artificial Intelligence · Computer Science 2025-10-31 Shayan Karimi , Xiaoqi Tan

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

Optimization and Control · Mathematics 2020-02-26 Julian Rasch , Antonin Chambolle

Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…

Machine Learning · Computer Science 2024-07-16 Yuhao Ding , Junzi Zhang , Hyunin Lee , Javad Lavaei

Deep reinforcement learning (DRL) is one of the promising approaches for introducing robots into complicated environments. The recent remarkable progress of DRL stands on regularization of policy, which allows the policy to improve stably…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…

Machine Learning · Computer Science 2025-12-24 Yuanhao Chen , Qi Liu , Pengbin Chen , Zhongjian Qiao , Yanjie Li

Reinforcement Learning (RL) has been used to finetune Large Language Models (LLMs) using a reward model trained from preference data, to better align with human judgment. The recently introduced direct alignment methods, which are often…

Goal-Conditioned Reinforcement Learning (RL) problems often have access to sparse rewards where the agent receives a reward signal only when it has achieved the goal, making policy optimization a difficult problem. Several works augment…

Machine Learning · Computer Science 2023-10-11 Siddhant Agarwal , Ishan Durugkar , Peter Stone , Amy Zhang

In this paper, we develop and analyze sub-sampled trust-region methods for solving finite-sum optimization problems. These methods employ subsampling strategies to approximate the gradient and Hessian of the objective function,…

Optimization and Control · Mathematics 2025-07-24 Max L. N. Goncalves , Geovani N. Grapiglia

We study stochastic zeroth-order (ZO) optimization of smooth nonconvex objectives under heavy-tailed sample-gradient noise. This regime is motivated by empirical evidence that gradient noise in modern machine learning can violate the…

Optimization and Control · Mathematics 2026-05-19 Taha El Bakkali , El Mahdi Chayti , Qiuyi Zhang , Imane Rahali , Omar Saadi

We study the sample complexity of policy gradient for log-growth control -- the problem of learning, from observed state transitions, a feedback gain that optimally stabilizes a scalar linear system driven through a multiplicative-noise…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Qiuhua Pan , Yukai Shen , Liwei Zhang , Cailian Chen , Xinping Guan

This paper studies how a stochastic gradient algorithm (SG) can be controlled to hide the estimate of the local stationary point from an eavesdropper. Such problems are of significant interest in distributed optimization settings like…

Machine Learning · Computer Science 2024-05-14 Adit Jain , Vikram Krishnamurthy

While much progress has been made in understanding the minimax sample complexity of reinforcement learning (RL) -- the complexity of learning on the "worst-case" instance -- such measures of complexity often do not capture the true…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Kevin Jamieson

In large-scale applications, such as machine learning, it is desirable to design non-convex optimization algorithms with a high degree of parallelization. In this work, we study the adaptive complexity of finding a stationary point, which…

Optimization and Control · Mathematics 2025-05-15 Huanjian Zhou , Andi Han , Akiko Takeda , Masashi Sugiyama

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…

Machine Learning · Computer Science 2023-12-12 Navdeep Kumar , Esther Derman , Matthieu Geist , Kfir Levy , Shie Mannor

Bilevel reinforcement learning (BRL) has emerged as a powerful framework for aligning generative models, yet its theoretical foundations, especially sample complexity bounds, remain underexplored. In this work, we present the first sample…

Machine Learning · Computer Science 2026-02-17 Mudit Gaur , Utsav Singh , Amrit Singh Bedi , Raghu Pasupathu , Vaneet Aggarwal

Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Amirreza Valaei , Arash Bahari Kordabad , Sadegh Soudjani