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Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely…

Machine Learning · Computer Science 2022-11-15 Shuyu Yin , Tao Luo , Peilin Liu , Zhi-Qin John Xu

In this paper we propose several novel distributed gradient-based temporal difference algorithms for multi-agent off-policy learning of linear approximation of the value function in Markov decision processes with strict information…

Machine Learning · Computer Science 2021-04-20 Milos S. Stankovic , Marko Beko , Srdjan S. Stankovic

Off-policy learning enables a reinforcement learning (RL) agent to reason counterfactually about policies that are not executed and is one of the most important ideas in RL. It, however, can lead to instability when combined with function…

Machine Learning · Computer Science 2025-03-03 Xiaochi Qian , Shangtong Zhang

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

This paper considers the problem of solving constrained reinforcement learning (RL) problems with anytime guarantees, meaning that the algorithmic solution must yield a constraint-satisfying policy at every iteration of its evolution. Our…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Pol Mestres , Arnau Marzabal , Jorge Cortés

Policy gradient methods in reinforcement learning have become increasingly prevalent for state-of-the-art performance in continuous control tasks. Novel methods typically benchmark against a few key algorithms such as deep deterministic…

Machine Learning · Computer Science 2017-08-15 Riashat Islam , Peter Henderson , Maziar Gomrokchi , Doina Precup

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Automatic parameter tuning methods for planning algorithms, which integrate pipeline approaches with learning-based techniques, are regarded as promising due to their stability and capability to handle highly constrained environments. While…

Robotics · Computer Science 2025-03-25 Lu Wangtao , Wei Yufei , Xu Jiadong , Jia Wenhao , Li Liang , Xiong Rong , Wang Yue

Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…

Machine Learning · Computer Science 2018-03-21 Cathy Wu , Aravind Rajeswaran , Yan Duan , Vikash Kumar , Alexandre M Bayen , Sham Kakade , Igor Mordatch , Pieter Abbeel

The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

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

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Machine Learning · Computer Science 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learning, for the task of estimating the parameters of the…

Machine Learning · Statistics 2026-02-25 Weichen Wu , Gen Li , Yuting Wei , Alessandro Rinaldo

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

Machine Learning · Computer Science 2023-06-08 Ziad Kobeissi , Francis Bach

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get…

Machine Learning · Computer Science 2020-01-13 Kai Jiang , XiaoLong Qin

Reinforcement learning (RL) has emerged as a promising strategy for finetuning small language models (SLMs) to solve targeted tasks such as math and coding. However, RL algorithms tend to be resource-intensive, taking a significant amount…

Machine Learning · Computer Science 2025-10-07 Lianghuan Huang , Sagnik Anupam , Insup Lee , Shuo Li , Osbert Bastani

The main focus of this paper is on enhancement of two types of game-theoretic learning algorithms: log-linear learning and reinforcement learning. The standard analysis of log-linear learning needs a highly structured environment, i.e.…

Machine Learning · Computer Science 2018-09-19 Mohammadhosein Hasanbeig , Lacra Pavel