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To unbiasedly evaluate multiple target policies, the dominant approach among RL practitioners is to run and evaluate each target policy separately. However, this evaluation method is far from efficient because samples are not shared across…

Machine Learning · Computer Science 2024-12-30 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

Multiagent Systems · Computer Science 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

Modern deep policy gradient methods achieve effective performance on simulated robotic tasks, but they all require large replay buffers or expensive batch updates, or both, making them incompatible for real systems with resource-limited…

Machine Learning · Computer Science 2025-05-22 Gautham Vasan , Mohamed Elsayed , Alireza Azimi , Jiamin He , Fahim Shariar , Colin Bellinger , Martha White , A. Rupam Mahmood

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

This study investigates the mean-variance (MV) trade-off in reinforcement learning (RL), an instance of the sequential decision-making under uncertainty. Our objective is to obtain MV-efficient policies whose means and variances are located…

Machine Learning · Computer Science 2024-11-14 Masahiro Kato , Kei Nakagawa , Kenshi Abe , Tetsuro Morimura , Kentaro Baba

Reinforcement learning (RL) for LLM post-training faces a fundamental design choice: whether to use a learned critic as a baseline for policy optimization. Classical theory favors critic-based methods such as PPO for variance reduction, yet…

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

Machine Learning · Computer Science 2018-05-01 Rein Houthooft , Richard Y. Chen , Phillip Isola , Bradly C. Stadie , Filip Wolski , Jonathan Ho , Pieter Abbeel

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to…

Machine Learning · Statistics 2020-02-19 Saad Mohamad , Giovanni Montana

In this paper, we propose an off-policy deep reinforcement learning (DRL) method utilizing the average reward criterion. While most existing DRL methods employ the discounted reward criterion, this can potentially lead to a discrepancy…

Machine Learning · Computer Science 2024-08-06 Yukinari Hisaki , Isao Ono

Effective reinforcement learning (RL) for complex stochastic systems requires leveraging historical data collected in previous iterations to accelerate policy optimization. Classical experience replay treats all past observations uniformly…

Machine Learning · Statistics 2026-02-06 Hua Zheng , Wei Xie , M. Ben Feng , Keilung Choy

Since the objective functions of reinforcement learning problems are typically highly nonconvex, it is desirable that policy gradient, the most popular algorithm, escapes saddle points and arrives at second-order stationary points. Existing…

Machine Learning · Computer Science 2024-05-15 Siqiao Mu , Diego Klabjan

Applying probabilistic models to reinforcement learning (RL) enables the application of powerful optimisation tools such as variational inference to RL. However, existing inference frameworks and their algorithms pose significant challenges…

Machine Learning · Computer Science 2020-07-17 Matthew Fellows , Anuj Mahajan , Tim G. J. Rudner , Shimon Whiteson

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

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

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Ensuring safety is a critical challenge in applying Reinforcement Learning (RL) to real-world scenarios. Constrained Reinforcement Learning (CRL) addresses this by maximizing returns under predefined constraints, typically formulated as the…

Machine Learning · Computer Science 2026-01-21 Shiqing Gao , Yihang Zhou , Shuai Shao , Haoyu Luo , Yiheng Bing , Jiaxin Ding , Luoyi Fu , Xinbing Wang