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We derive a policy gradient theorem for Cumulative Prospect Theory (CPT) objectives in finite-horizon Reinforcement Learning (RL), generalizing the standard policy gradient theorem and encompassing distortion-based risk objectives as…

Machine Learning · Computer Science 2026-02-18 Olivier Lepel , Anas Barakat

In this work, we present a reinforcement learning algorithm that can find a variety of policies (novel policies) for a task that is given by a task reward function. Our method does this by creating a second reward function that recognizes…

Machine Learning · Computer Science 2020-02-03 Yunbo Zhang , Wenhao Yu , Greg Turk

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

We work towards a unifying paradigm for accelerating policy optimization methods in reinforcement learning (RL) by integrating foresight in the policy improvement step via optimistic and adaptive updates. Leveraging the connection between…

Machine Learning · Computer Science 2023-09-07 Veronica Chelu , Tom Zahavy , Arthur Guez , Doina Precup , Sebastian Flennerhag

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

In order to compute near-optimal policies with policy-gradient algorithms, it is common in practice to include intrinsic exploration terms in the learning objective. Although the effectiveness of these terms is usually justified by an…

Machine Learning · Computer Science 2025-08-21 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We…

Machine Learning · Computer Science 2020-06-29 Andrew Silva , Taylor Killian , Ivan Dario Jimenez Rodriguez , Sung-Hyun Son , Matthew Gombolay

Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

The performance of off-policy learning, including deep Q-learning and deep deterministic policy gradient (DDPG), critically depends on the choice of the exploration policy. Existing exploration methods are mostly based on adding noise to…

Machine Learning · Computer Science 2018-03-28 Tianbing Xu , Qiang Liu , Liang Zhao , Jian Peng

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan

We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…

Machine Learning · Computer Science 2021-05-04 Mohammani Zaki , Avi Mohan , Aditya Gopalan , Shie Mannor

Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

Machine Learning · Computer Science 2020-06-09 Nathan Kallus , Masatoshi Uehara

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function…

Machine Learning · Computer Science 2016-03-01 Joshua Achiam

Distributed training and increasing the gradient update frequency are practical strategies to accelerate learning and improve performance, but both exacerbate a central challenge: \textit{policy lag}, which is the mismatch between the…

This paper considers policy search in continuous state-action reinforcement learning problems. Typically, one computes search directions using a classic expression for the policy gradient called the Policy Gradient Theorem, which decomposes…

Machine Learning · Computer Science 2020-04-13 Sujay Bhatt , Alec Koppel , Vikram Krishnamurthy