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This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

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

Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a critical method for enhancing the reasoning capabilities of Large Language Models (LLMs). However, continuous training often leads to policy entropy collapse,…

Machine Learning · Computer Science 2026-05-11 Kun Chen , Peng Shi , Fanfan Liu , Haibo Qiu , Zhixiong Zeng , Siqi Yang , Wenji Mao

We approach the continuous-time mean-variance (MV) portfolio selection with reinforcement learning (RL). The problem is to achieve the best tradeoff between exploration and exploitation, and is formulated as an entropy-regularized, relaxed…

Portfolio Management · Quantitative Finance 2019-05-07 Haoran Wang , Xun Yu Zhou

Multi-objective reinforcement learning (MORL) is an extension of ordinary, single-objective reinforcement learning (RL) that is applicable to many real-world tasks where multiple objectives exist without known relative costs. We study the…

Machine Learning · Computer Science 2021-01-12 Dongruo Zhou , Jiahao Chen , Quanquan Gu

The current paper studies sample-efficient Reinforcement Learning (RL) in settings where only the optimal value function is assumed to be linearly-realizable. It has recently been understood that, even under this seemingly strong assumption…

Machine Learning · Computer Science 2022-07-19 Philip Amortila , Nan Jiang , Dhruv Madeka , Dean P. Foster

We consider the problem of constructing a least conservative estimator of the expected value $\mu$ of a non-negative heavy-tailed random variable. We require that the probability of overestimating the expected value $\mu$ is kept…

Optimization and Control · Mathematics 2026-04-21 Bart P. G. van Parys , Bert Zwart

The epidemic failure of replicability across empirical science and machine learning has recently motivated the formal study of replicable learning algorithms [Impagliazzo et al. (2022)]. In batch settings where data comes from a fixed…

Machine Learning · Computer Science 2025-07-17 Max Hopkins , Sihan Liu , Christopher Ye , Yuichi Yoshida

We present a variational free-energy formulation for distributionally robust decision-making with ambiguity in the generative model. The formulation, related to a broad range of learning and control frameworks, yields a minimax optimal…

Optimization and Control · Mathematics 2026-04-10 Arash Shafiei , Caio César Graciani Rodrigues , Giovanni Russo

A fundamental question in the theory of reinforcement learning is: suppose the optimal $Q$-function lies in the linear span of a given $d$ dimensional feature mapping, is sample-efficient reinforcement learning (RL) possible? The recent and…

Machine Learning · Computer Science 2021-10-22 Yuanhao Wang , Ruosong Wang , Sham M. Kakade

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 focuses on $\alpha$-divergence minimisation methods for Variational Inference. More precisely, we are interested in algorithms optimising the mixture weights of any given mixture model, without any information on the underlying…

Statistics Theory · Mathematics 2021-06-10 Kamélia Daudel , Randal Douc

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

Optimization and Control · Mathematics 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

Group Relative Policy Optimization (GRPO) was introduced and used recently for promoting reasoning in LLMs under verifiable (binary) rewards. We show that the mean + variance calibration of these rewards induces a weighted contrastive loss…

Machine Learning · Computer Science 2025-10-22 Youssef Mroueh

There have been many recent advances on provably efficient Reinforcement Learning (RL) in problems with rich observation spaces. However, all these works share a strong realizability assumption about the optimal value function of the true…

Machine Learning · Computer Science 2021-06-23 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

This paper addresses a new interpretation of the traditional optimization method in reinforcement learning (RL) as optimization problems using reverse Kullback-Leibler (KL) divergence, and derives a new optimization method using forward KL…

Machine Learning · Computer Science 2022-04-25 Taisuke Kobayashi

Reinforcement Learning with Verifiable Rewards (RLVR) has become the standard paradigm for LLM mathematical reasoning, where Group Relative Policy Optimization (GRPO) serves as the mainstream algorithm. We point out two understudied…

Artificial Intelligence · Computer Science 2026-05-14 Mingxiong Lin , Zhangquan Gong , Maowen Tang , Qian Li , Chuangchuang Wang , Jian Ma , Sutian Huang , Kai Tang , Haonan Lu

Reinforcement learning with verifiable rewards (RLVR) has become a standard recipe for improving large language models (LLMs) on reasoning tasks, with Group Relative Policy Optimization (GRPO) widely used in practice. Yet GRPO wastes…

Machine Learning · Computer Science 2025-10-13 Yunzhen Feng , Parag Jain , Anthony Hartshorn , Yaqi Duan , Julia Kempe

Reverse Kullback-Leibler (KL) divergence-based regularization with respect to a fixed reference policy is widely used in modern reinforcement learning to preserve the desired traits of the reference policy and sometimes to promote…

Machine Learning · Computer Science 2026-02-05 Anupam Nayak , Tong Yang , Osman Yagan , Gauri Joshi , Yuejie Chi