English
Related papers

Related papers: Variance Reduction for Policy-Gradient Methods via…

200 papers

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

Reinforcement learning algorithms utilizing policy gradients (PG) to optimize Conditional Value at Risk (CVaR) face significant challenges with sample inefficiency, hindering their practical applications. This inefficiency stems from two…

Machine Learning · Computer Science 2024-07-01 Yudong Luo , Yangchen Pan , Han Wang , Philip Torr , Pascal Poupart

In this work, we study value function approximation in reinforcement learning (RL) problems with high dimensional state or action spaces via a generalized version of representation policy iteration (RPI). We consider the limitations of…

Machine Learning · Computer Science 2019-01-18 Sephora Madjiheurem , Laura Toni

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

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 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

Managing risk in dynamic decision problems is of cardinal importance in many fields such as finance and process control. The most common approach to defining risk is through various variance related criteria such as the Sharpe Ratio or the…

Machine Learning · Computer Science 2012-07-03 Dotan Di Castro , Aviv Tamar , Shie Mannor

We develop a variant of the stochastic prox-linear method for minimizing the Conditional Value-at-Risk (CVaR) objective. CVaR is a risk measure focused on minimizing worst-case performance, defined as the average of the top quantile of the…

Optimization and Control · Mathematics 2023-05-30 Si Yi Meng , Robert M. Gower

The widescale deployment of Autonomous Vehicles (AV) seems to be imminent despite many safety challenges that are yet to be resolved. It is well known that there are no universally agreed Verification and Validation (VV) methodologies to…

Robotics · Computer Science 2020-03-05 Dhanoop Karunakaran , Stewart Worrall , Eduardo Nebot

Policy gradient methods are an attractive approach to multi-agent reinforcement learning problems due to their convergence properties and robustness in partially observable scenarios. However, there is a significant performance gap between…

Machine Learning · Computer Science 2021-05-07 Bozhidar Vasilev , Tarun Gupta , Bei Peng , Shimon Whiteson

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…

Machine Learning · Computer Science 2023-06-06 Anas Barakat , Ilyas Fatkhullin , Niao He

This paper presents a novel form of policy gradient for model-free reinforcement learning (RL) with improved exploration properties. Current policy-based methods use entropy regularization to encourage undirected exploration of the reward…

Machine Learning · Computer Science 2017-03-17 Ofir Nachum , Mohammad Norouzi , Dale Schuurmans

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Policy gradient methods have been successfully applied to many complex reinforcement learning problems. However, policy gradient methods suffer from high variance, slow convergence, and inefficient exploration. In this work, we introduce a…

Machine Learning · Computer Science 2017-04-11 Yang Liu , Prajit Ramachandran , Qiang Liu , Jian Peng

Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted…

Machine Learning · Computer Science 2018-09-10 Yubin Deng , Ke Yu , Dahua Lin , Xiaoou Tang , Chen Change Loy

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

Machine Learning · Computer Science 2024-08-29 Vanshaj Khattar , Ming Jin

Learning a policy with great generalization to unseen environments remains challenging but critical in visual reinforcement learning. Despite the success of augmentation combination in the supervised learning generalization, naively…

Computer Vision and Pattern Recognition · Computer Science 2023-08-03 Siao Liu , Zhaoyu Chen , Yang Liu , Yuzheng Wang , Dingkang Yang , Zhile Zhao , Ziqing Zhou , Xie Yi , Wei Li , Wenqiang Zhang , Zhongxue Gan

In many RL applications, ensuring an agent's actions adhere to constraints is crucial for safety. Most previous methods in Action-Constrained Reinforcement Learning (ACRL) employ a projection layer after the policy network to correct the…

Machine Learning · Computer Science 2025-02-18 Janaka Chathuranga Brahmanage , Jiajing Ling , Akshat Kumar