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A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

Machine Learning · Computer Science 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation…

Machine Learning · Computer Science 2020-06-25 Jiawei Huang , Nan Jiang

Policy gradient methods have had great success in solving continuous control tasks, yet the stochastic nature of such problems makes deterministic value estimation difficult. We propose an approach which instead estimates a distribution by…

Machine Learning · Computer Science 2017-12-07 Peter Henderson , Thang Doan , Riashat Islam , David Meger

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 2022-03-09 Joao Carvalho , Jan Peters

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

Recent non-asymptotic analyses have substantially advanced the theory of distributional policy evaluation, but they largely concern synchronous full-state updates under a generative model, model-based estimators, accelerated variants, or…

Machine Learning · Computer Science 2026-05-11 Ege C. Kaya , Abolfazl Hashemi

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

Recent policy optimization approaches have achieved substantial empirical success by constructing surrogate optimization objectives. The Approximate Policy Iteration objective (Schulman et al., 2015a; Kakade and Langford, 2002) has become a…

Machine Learning · Computer Science 2019-10-31 Marcin B. Tomczak , Sergio Valcarcel Macua , Enrique Munoz de Cote , Peter Vrancx

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

We study the policy evaluation problem in multi-agent reinforcement learning where a group of agents, with jointly observed states and private local actions and rewards, collaborate to learn the value function of a given policy via local…

Optimization and Control · Mathematics 2021-11-08 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

While often stated as an instance of the likelihood ratio trick [Rubinstein, 1989], the original policy gradient theorem [Sutton, 1999] involves an integral over the action space. When this integral can be computed, the resulting…

Machine Learning · Computer Science 2019-10-22 Benjamin Petit , Loren Amdahl-Culleton , Yao Liu , Jimmy Smith , Pierre-Luc Bacon

Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the…

Machine Learning · Computer Science 2018-11-20 George Tucker , Surya Bhupatiraju , Shixiang Gu , Richard E. Turner , Zoubin Ghahramani , Sergey Levine

We propose Fractional Policy Gradients (FPG), a reinforcement learning framework incorporating fractional calculus for long-term temporal modeling in policy optimization. Standard policy gradient approaches face limitations from Markovian…

Machine Learning · Computer Science 2025-07-02 Urvi Pawar , Kunal Telangi

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

Machine Learning · Statistics 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

In this paper, we present a policy gradient method that avoids exploratory noise injection and performs policy search over the deterministic landscape. By avoiding noise injection all sources of estimation variance can be eliminated in…

Artificial Intelligence · Computer Science 2022-06-01 Ehsan Saleh , Saba Ghaffari , Timothy Bretl , Matthew West

In temporal difference (TD) learning, off-policy sampling is known to be more practical than on-policy sampling, and by decoupling learning from data collection, it enables data reuse. It is known that policy evaluation (including…

Machine Learning · Computer Science 2021-06-25 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

We show how an action-dependent baseline can be used by the policy gradient theorem using function approximation, originally presented with action-independent baselines by (Sutton et al. 2000).

Artificial Intelligence · Computer Science 2017-06-22 Philip S. Thomas , Emma Brunskill

This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself…

Machine Learning · Computer Science 2026-05-12 Alex DeWeese , Guannan Qu

We consider the estimation of the policy gradient in partially observable Markov decision processes (POMDP) with a special class of structured policies that are finite-state controllers. We show that the gradient estimation can be done in…

Machine Learning · Computer Science 2012-07-09 Huizhen Yu

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
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