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The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

Improvements in return forecast accuracy do not always lead to proportional improvements in portfolio decision quality, especially under realistic trading frictions and constraints. This paper adopts the Smart Predict--then--Optimize (SPO)…

Portfolio Management · Quantitative Finance 2026-01-13 Wang Yi , Takashi Hasuike

Proximal policy optimization (PPO) is one of the most popular state-of-the-art on-policy algorithms that has become a standard baseline in modern reinforcement learning with applications in numerous fields. Though it delivers stable…

Machine Learning · Computer Science 2025-02-25 Qisai Liu , Zhanhong Jiang , Hsin-Jung Yang , Mahsa Khosravi , Joshua R. Waite , Soumik Sarkar

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…

Machine Learning · Computer Science 2020-06-16 Jun Song , Chaoyue Zhao

Trust Region Policy Optimization (TRPO) is a popular and empirically successful policy search algorithm in reinforcement learning (RL). It iteratively solved the surrogate problem which restricts consecutive policies to be close to each…

Machine Learning · Computer Science 2021-10-27 Sahar Roostaie , Mohammad Mehdi Ebadzadeh

This note introduces Isometric Policy Optimization (ISOPO), an efficient method to approximate the natural policy gradient in a single gradient step. In comparison, existing proximal policy methods such as GRPO or CISPO use multiple…

Machine Learning · Computer Science 2026-01-01 Nilin Abrahamsen

Soft Actor-Critic (SAC) and its variants dominate Multi-Task Reinforcement Learning (MTRL) due to their off-policy sample efficiency, while on-policy methods such as Proximal Policy Optimization (PPO) remain underexplored. We diagnose that…

Artificial Intelligence · Computer Science 2026-05-13 Yuanpeng Li , Gefei Lin , Annie Qu , Rui Miao

A key challenge in reinforcement learning (RL) is managing the exploration-exploitation trade-off without sacrificing sample efficiency. Policy gradient (PG) methods excel in exploitation through fine-grained, gradient-based optimization…

Machine Learning · Computer Science 2025-04-18 Zelal Su "Lain" Mustafaoglu , Keshav Pingali , Risto Miikkulainen

Trust Region Policy Optimization (TRPO) is an iterative method that simultaneously maximizes a surrogate objective and enforces a trust region constraint over consecutive policies in each iteration. The combination of the surrogate…

Machine Learning · Computer Science 2023-02-17 Mingfei Sun , Benjamin Ellis , Anuj Mahajan , Sam Devlin , Katja Hofmann , Shimon Whiteson

While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably…

Machine Learning · Computer Science 2024-04-02 Qi Cai , Zhuoran Yang , Chi Jin , Zhaoran Wang

Sequential model-based optimization (SMBO) approaches are algorithms for solving problems that require computationally or otherwise expensive function evaluations. The key design principle of SMBO is a substitution of the true objective…

Neural and Evolutionary Computing · Computer Science 2020-04-01 Jakob Bossek , Carola Doerr , Pascal Kerschke

RL-based post-training of language models is almost exclusively done using on-policy methods such as PPO. These methods cannot learn from arbitrary sequences such as those produced earlier in training, in earlier runs, by human experts or…

Machine Learning · Computer Science 2025-03-10 Taco Cohen , David W. Zhang , Kunhao Zheng , Yunhao Tang , Remi Munos , Gabriel Synnaeve

Test-time reinforcement learning generates multiple candidate answers via repeated rollouts and performs online updates using pseudo-labels constructed by majority voting. To reduce overhead and improve exploration, prior work introduces…

Machine Learning · Computer Science 2026-05-28 Chu Zhao , Enneng Yang , Yuting Liu , Jianzhe Zhao , Guibing Guo

Deep reinforcement learning (DRL) is one of the promising approaches for introducing robots into complicated environments. The recent remarkable progress of DRL stands on regularization of policy, which allows the policy to improve stably…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

A significant portion of recent research on Large Language Model (LLM) alignment focuses on developing new policy optimization methods based on Group Relative Policy Optimization (GRPO). Two prominent directions have emerged: (i) a shift…

Machine Learning · Computer Science 2026-02-27 Svetlana Glazyrina , Maksim Kryzhanovskiy , Roman Ischenko

Reinforcement learning (RL) has become central to enhancing reasoning in large language models (LLMs). Yet on-policy algorithms such as Group Relative Policy Optimization (GRPO) often suffer in early training: noisy gradients from…

Machine Learning · Computer Science 2026-03-19 Ziyan Wang , Zheng Wang , Xingwei Qu , Qi Cheng , Jie Fu , Shengpu Tang , Minjia Zhang , Xiaoming Huo

Recent advancements have highlighted that large language models (LLMs), when given a small set of task-specific examples, demonstrate remarkable proficiency, a capability that extends to complex reasoning tasks. In particular, the…

Computation and Language · Computer Science 2026-02-03 Mathurin Videau , Alessandro Leite , Marc Schoenauer , Olivier Teytaud

Preference Optimization (PO), is gaining popularity as an alternative choice of Proximal Policy Optimization (PPO) for aligning Large Language Models (LLMs). Recent research on aligning LLMs iteratively with synthetic or partially synthetic…

Computation and Language · Computer Science 2024-09-16 Yaojie Shen , Xinyao Wang , Yulei Niu , Ying Zhou , Lexin Tang , Libo Zhang , Fan Chen , Longyin Wen

Preferential Bayesian Optimization (PBO) is a sample-efficient method to learn latent user utilities from preferential feedback over a pair of designs. It relies on a statistical surrogate model for the latent function, usually a Gaussian…

Machine Learning · Statistics 2025-03-04 Xinyu Zhang , Daolang Huang , Samuel Kaski , Julien Martinelli
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