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Reinforcement learning is essential for neural architecture search and hyperparameter optimization, but the conventional approaches impede widespread use due to prohibitive time and computational costs. Inspired by DeepSeek-V3 multi-token…

Machine Learning · Computer Science 2025-06-19 Zheng Li , Jerry Cheng , Huanying Helen Gu

In this work, we consider the off-policy policy evaluation problem for contextual bandits and finite horizon reinforcement learning in the nonstationary setting. Reusing old data is critical for policy evaluation, but existing estimators…

Machine Learning · Computer Science 2023-02-24 Vincent Liu , Yash Chandak , Philip Thomas , Martha White

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

Reinforcement learning algorithms utilizing policy gradients (PG) to optimize Conditional Value at Risk (CVaR) face significant challenges with sample inefficiency, hindering their practical applications. This inefficiency stems from two…

Machine Learning · Computer Science 2024-07-01 Yudong Luo , Yangchen Pan , Han Wang , Philip Torr , Pascal Poupart

Overestimation is a fundamental characteristic of model-free reinforcement learning (MF-RL), arising from the principles of temporal difference learning and the approximation of the Q-function. To address this challenge, we propose a novel…

Machine Learning · Computer Science 2025-04-15 Ukjo Hwang , Songnam Hong

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate…

Machine Learning · Computer Science 2020-01-27 Erinc Merdivan , Sten Hanke , Matthieu Geist

Model-free reinforcement learning algorithms, such as Q-learning, perform poorly in the early stages of learning in noisy environments, because much effort is spent unlearning biased estimates of the state-action value function. The bias…

Machine Learning · Computer Science 2018-02-01 Roy Fox , Ari Pakman , Naftali Tishby

Softmax policy gradient is a popular algorithm for policy optimization in single-agent reinforcement learning, particularly since projection is not needed for each gradient update. However, in multi-agent systems, the lack of central…

Optimization and Control · Mathematics 2022-11-01 Runyu Zhang , Jincheng Mei , Bo Dai , Dale Schuurmans , Na Li

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

Methodology · Statistics 2015-03-11 Miroslav Dudík , Dumitru Erhan , John Langford , Lihong Li

We revisit the estimation bias in policy gradients for the discounted episodic Markov decision process (MDP) from Deep Reinforcement Learning (DRL) perspective. The objective is formulated theoretically as the expected returns discounted…

Machine Learning · Computer Science 2023-02-13 Haoxuan Pan , Deheng Ye , Xiaoming Duan , Qiang Fu , Wei Yang , Jianping He , Mingfei Sun

Risk-bounded motion planning is an important yet difficult problem for safety-critical tasks. While existing mathematical programming methods offer theoretical guarantees in the context of constrained Markov decision processes, they either…

Machine Learning · Computer Science 2021-08-05 Xin Huang , Meng Feng , Ashkan Jasour , Guy Rosman , Brian Williams

Neural replicator dynamics (NeuRD) is an alternative to the foundational softmax policy gradient (SPG) algorithm motivated by online learning and evolutionary game theory. The NeuRD expected update is designed to be nearly identical to that…

Machine Learning · Computer Science 2022-06-07 Dustin Morrill , Esra'a Saleh , Michael Bowling , Amy Greenwald

We investigate the challenge of parametrizing policies for reinforcement learning (RL) in high-dimensional continuous action spaces. Our objective is to develop a multimodal policy that overcomes limitations inherent in the commonly-used…

Machine Learning · Computer Science 2023-07-21 Zhiao Huang , Litian Liang , Zhan Ling , Xuanlin Li , Chuang Gan , Hao Su

MADDPG is an algorithm in multi-agent reinforcement learning (MARL) that extends the popular single-agent method, DDPG, to multi-agent scenarios. Importantly, DDPG is an algorithm designed for continuous action spaces, where the gradient of…

Machine Learning · Computer Science 2023-06-16 Callum Rhys Tilbury , Filippos Christianos , Stefano V. Albrecht

Despite the increasing popularity of policy gradient methods, they are yet to be widely utilized in sample-scarce applications, such as robotics. The sample efficiency could be improved by making best usage of available information. As a…

Machine Learning · Computer Science 2023-11-03 Qingfeng Lan , Samuele Tosatto , Homayoon Farrahi , A. Rupam Mahmood

We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…

Machine Learning · Computer Science 2012-10-19 Miroslav Dudik , Dumitru Erhan , John Langford , Lihong Li

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

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

A novel Policy Gradient (PG) algorithm, called $\textit{Matryoshka Policy Gradient}$ (MPG), is introduced and studied, in the context of fixed-horizon max-entropy reinforcement learning, where an agent aims at maximizing entropy bonuses…

Machine Learning · Computer Science 2024-10-10 François Ged , Maria Han Veiga
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