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We present a novel end-to-end deep learning-based adaptation control algorithm for frequency-domain adaptive system identification. The proposed method exploits a deep neural network to map observed signal features to corresponding…

Audio and Speech Processing · Electrical Eng. & Systems 2022-03-07 Thomas Haubner , Andreas Brendel , Walter Kellermann

In this work, we propose a framework for adapting the controller's parameters based on learning optimal solutions from contextual black-box optimization problems. We consider a class of control design problems for dynamical systems…

Systems and Control · Electrical Eng. & Systems 2025-06-27 Viet-Anh Le , Andreas A. Malikopoulos

Reinforcement learning means learning a policy--a mapping of observations into actions--based on feedback from the environment. The learning can be viewed as browsing a set of policies while evaluating them by trial through interaction with…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Virginia Savova

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

There are two distinct approaches to solving reinforcement learning problems, namely, searching in value function space and searching in policy space. Temporal difference methods and evolutionary algorithms are well-known examples of these…

Machine Learning · Computer Science 2011-06-02 J. J. Grefenstette , D. E. Moriarty , A. C. Schultz

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

Evolutionary algorithms have been widely applied for solving dynamic constrained optimization problems (DCOPs) as a common area of research in evolutionary optimization. Current benchmarks proposed for testing these problems in the…

Neural and Evolutionary Computing · Computer Science 2019-07-10 Maryam Hasani-Shoreh , María-Yaneli Ameca-Alducin , Wilson Blaikie , Frank Neumann , Marc Schoenauer

Differential evolution possesses a multitude of various strategies for generating new trial solutions. Unfortunately, the best strategy is not known in advance. Moreover, this strategy usually depends on the problem to be solved. This paper…

Neural and Evolutionary Computing · Computer Science 2013-07-04 Iztok Fister , Iztok Fister , Janez Brest

Stochastic gradient descent is the most prevalent algorithm to train neural networks. However, other approaches such as evolutionary algorithms are also applicable to this task. Evolutionary algorithms bring unique trade-offs that are worth…

Neural and Evolutionary Computing · Computer Science 2018-06-27 Jonas Prellberg , Oliver Kramer

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

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

Guided policy search algorithms have been proven to work with incredible accuracy for not only controlling a complicated dynamical system, but also learning optimal policies from various unseen instances. One assumes true nature of the…

Systems and Control · Electrical Eng. & Systems 2020-10-02 Prakash Mallick , Zhiyong Chen , Mohsen Zamani

The problem of Learning from Demonstration is targeted at learning to perform tasks based on observed examples. One approach to Learning from Demonstration is Inverse Reinforcement Learning, in which actions are observed to infer rewards.…

Neural and Evolutionary Computing · Computer Science 2016-08-11 Karan K. Budhraja , Tim Oates

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 present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We…

Machine Learning · Statistics 2015-10-14 Mehryar Mohri , Scott Yang

Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…

Artificial Intelligence · Computer Science 2017-10-04 Xiangxiang Chu , Hangjun Ye

Neuroevolution is one of the methodologies that can be used for learning optimal architecture during training. It uses evolutionary algorithms to generate the topology of artificial neural networks and its parameters. The main benefits are…

Neural and Evolutionary Computing · Computer Science 2022-08-30 M. Pietroń , D. Żurek , K. Faber , R. Corizzo