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We study the use of policy gradient algorithms to optimize over a class of generalized Thompson sampling policies. Our central insight is to view the posterior parameter sampled by Thompson sampling as a kind of pseudo-action. Policy…

Machine Learning · Computer Science 2020-07-01 Seungki Min , Ciamac C. Moallemi , Daniel J. Russo

In this paper, we propose a new algorithm PPG (Proximal Policy Gradient), which is close to both VPG (vanilla policy gradient) and PPO (proximal policy optimization). The PPG objective is a partial variation of the VPG objective and the…

Machine Learning · Computer Science 2020-10-21 Ju-Seung Byun , Byungmoon Kim , Huamin Wang

Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…

Artificial Intelligence · Computer Science 2022-09-16 Kyle Hollins Wray , Stas Tiomkin , Mykel J. Kochenderfer , Pieter Abbeel

This paper deploys the Deep Deterministic Policy Gradient (DDPG) algorithm for longitudinal and lateral control of a simulated car to solve a path following task. The DDPG agent was implemented using PyTorch and trained and evaluated on a…

Robotics · Computer Science 2021-04-14 Georg Hess , William Ljungbergh

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

Back-propagation is a popular machine learning algorithm that uses gradient descent in training neural networks for supervised learning, but can be very slow. A number of algorithms have been developed to speed up convergence and improve…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ho Ling Li

We present foundations for using Model Predictive Control (MPC) as a differentiable policy class for reinforcement learning in continuous state and action spaces. This provides one way of leveraging and combining the advantages of…

Machine Learning · Computer Science 2019-10-15 Brandon Amos , Ivan Dario Jimenez Rodriguez , Jacob Sacks , Byron Boots , J. Zico Kolter

We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…

Machine Learning · Computer Science 2021-05-31 Sihan Zeng , Aqeel Anwar , Thinh Doan , Arijit Raychowdhury , Justin Romberg

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

In sequence generation task, many works use policy gradient for model optimization to tackle the intractable backpropagation issue when maximizing the non-differentiable evaluation metrics or fooling the discriminator in adversarial…

Computation and Language · Computer Science 2018-08-27 Yi-Lin Tuan , Jinzhi Zhang , Yujia Li , Hung-yi Lee

We consider deep deterministic policy gradient (DDPG) in the context of reinforcement learning with sparse rewards. To enhance exploration, we introduce a search procedure, \emph{${\epsilon}{t}$-greedy}, which generates exploratory options…

Machine Learning · Computer Science 2026-02-18 Ehsan Futuhi , Shayan Karimi , Chao Gao , Martin Müller

Coagent policy gradient algorithms (CPGAs) are reinforcement learning algorithms for training a class of stochastic neural networks called coagent networks. In this work, we prove that CPGAs converge to locally optimal policies.…

Machine Learning · Computer Science 2020-08-11 James E. Kostas , Chris Nota , Philip S. Thomas

We introduce a novel training procedure for policy gradient methods wherein episodic memory is used to optimize the hyperparameters of reinforcement learning algorithms on-the-fly. Unlike other hyperparameter searches, we formulate…

Machine Learning · Computer Science 2021-12-06 Hung Le , Majid Abdolshah , Thommen K. George , Kien Do , Dung Nguyen , Svetha Venkatesh

Many problems at the intersection of combinatorics and computer science require solving for a permutation that optimally matches, ranks, or sorts some data. These problems usually have a task-specific, often non-differentiable objective…

Machine Learning · Computer Science 2018-05-21 Patrick Emami , Sanjay Ranka

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

This paper is concerned with the training of recurrent neural networks as goal-oriented dialog agents using reinforcement learning. Training such agents with policy gradients typically requires a large amount of samples. However, the…

Artificial Intelligence · Computer Science 2020-05-26 Rui Zhao , Volker Tresp
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