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We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

In this paper, we present a new policy gradient (PG) methods, namely the block policy mirror descent (BPMD) method for solving a class of regularized reinforcement learning (RL) problems with (strongly)-convex regularizers. Compared to the…

Machine Learning · Computer Science 2022-09-20 Guanghui Lan , Yan Li , Tuo Zhao

Policy Mirror Descent (PMD) has emerged as a unifying framework in reinforcement learning (RL) by linking policy gradient methods with a first-order optimization method known as mirror descent. At its core, PMD incorporates two key…

Machine Learning · Computer Science 2025-07-14 Jan Felix Kleuker , Aske Plaat , Thomas Moerland

Modern policy optimization methods in reinforcement learning, such as TRPO and PPO, owe their success to the use of parameterized policies. However, while theoretical guarantees have been established for this class of algorithms, especially…

Machine Learning · Statistics 2024-02-14 Carlo Alfano , Rui Yuan , Patrick Rebeschini

Value iteration-type methods have been extensively studied for computing a nearly optimal value function in reinforcement learning (RL). Under a generative sampling model, these methods can achieve sharper sample complexity than policy…

Optimization and Control · Mathematics 2026-04-08 Zhichao Jia , Guanghui Lan

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

In Reinforcement Learning (RL), regularization has emerged as a popular tool both in theory and practice, typically based either on an entropy bonus or a Kullback-Leibler divergence that constrains successive policies. In practice, these…

Machine Learning · Computer Science 2025-06-18 Alena Shilova , Alex Davey , Brahim Driss , Riad Akrour

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

Machine Learning · Computer Science 2024-01-12 Haoyuan Sun , Khashayar Gatmiry , Kwangjun Ahn , Navid Azizan

Policy mirror descent (PMD) provides a principled framework for reinforcement learning (RL) by iteratively solving KL-regularized policy improvement subproblems. While this approach has been adopted in training advanced LLMs such as Kimi…

Machine Learning · Computer Science 2026-02-06 Zhenghao Xu , Qin Lu , Changlong Yu , Tuo Zhao

Policy Mirror Descent (PMD) is a popular framework in reinforcement learning, serving as a unifying perspective that encompasses numerous algorithms. These algorithms are derived through the selection of a mirror map and enjoy finite-time…

Machine Learning · Statistics 2026-01-07 Carlo Alfano , Sebastian Towers , Silvia Sapora , Chris Lu , Patrick Rebeschini

We propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…

Machine Learning · Computer Science 2022-11-30 Yan Li , Guanghui Lan , Tuo Zhao

We investigate the theoretical aspects of offline reinforcement learning (RL) under general function approximation. While prior works (e.g., Xie et al., 2021) have established the theoretical foundations of learning a good policy from…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Yuheng Zhang , Nan Jiang

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…

Machine Learning · Computer Science 2025-09-17 Pekka Malo , Lauri Viitasaari , Antti Suominen , Eeva Vilkkumaa , Olli Tahvonen

Safety is an essential requirement for reinforcement learning systems. The newly emerging framework of robust constrained Markov decision processes allows learning policies that satisfy long-term constraints while providing guarantees under…

Machine Learning · Computer Science 2025-12-19 David M. Bossens , Atsushi Nitanda

In this short note, we give the convergence analysis of the policy in the recent famous policy mirror descent (PMD). We mainly consider the unregularized setting following [11] with generalized Bregman divergence. The difference is that we…

Optimization and Control · Mathematics 2024-06-04 Dachao Lin , Zhihua Zhang

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…

Machine Learning · Computer Science 2019-06-05 Matthieu Geist , Bruno Scherrer , Olivier Pietquin

Modern deep reinforcement learning (RL) algorithms are motivated by either the generalised policy iteration (GPI) or trust-region learning (TRL) frameworks. However, algorithms that strictly respect these theoretical frameworks have proven…

Machine Learning · Computer Science 2024-11-21 Jakub Grudzien Kuba , Christian Schroeder de Witt , Jakob Foerster

Despite perfectly interpolating the training data, deep neural networks (DNNs) can often generalize fairly well, in part due to the "implicit regularization" induced by the learning algorithm. Nonetheless, various forms of regularization,…

Machine Learning · Computer Science 2022-02-23 Navid Azizan , Sahin Lale , Babak Hassibi
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