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We consider the problem of policy transfer between two Markov Decision Processes (MDPs). We introduce a lemma based on existing theoretical results in reinforcement learning to measure the relativity gap between two arbitrary MDPs, that is…

Machine Learning · Computer Science 2024-01-25 Jiawei Xu , Cheng Zhou , Yizheng Zhang , Baoxiang Wang , Lei Han

In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…

Optimization and Control · Mathematics 2019-11-27 Mingming Zhao , Yongfeng Li , Zaiwen Wen

Existing local dynamic route planning algorithms, when directly applied to terrain following/terrain avoidance, or dynamic obstacle avoidance for large and medium-sized fixed-wing aircraft, fail to simultaneously meet the requirements of…

Robotics · Computer Science 2024-12-31 Rongkun Xue , Jing Yang , Yuyang Jiang , Yiming Feng , Zi Yang

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

Optimization and Control · Mathematics 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

Classical on-policy algorithms such as PPO and mirror descent policy optimization provide stable proximal policy updates through tractable action likelihoods, but are typically instantiated with simple Gaussian policies whose expressiveness…

Machine Learning · Computer Science 2026-05-29 Yuehu Gong , Zeyuan Wang , Yulin Chen , Shutong Ding , Qingyuan Zhou , Yanwei Fu

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

Machine Learning · Statistics 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

We study decision problems under uncertainty, where the decision-maker has access to $K$ data sources that carry {\em biased} information about the underlying risk factors. The biases are measured by the mismatch between the risk factor…

Optimization and Control · Mathematics 2024-09-18 Yves Rychener , Adrian Esteban-Perez , Juan M. Morales , Daniel Kuhn

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies…

Machine Learning · Computer Science 2024-06-07 Yaozhong Gan , Renye Yan , Xiaoyang Tan , Zhe Wu , Junliang Xing

On-policy reinforcement learning (RL) has become a popular framework for solving sequential decision problems due to its computational efficiency and theoretical simplicity. Some on-policy methods guarantee every policy update is…

Machine Learning · Computer Science 2023-12-12 K. R. Zentner , Ujjwal Puri , Zhehui Huang , Gaurav S. Sukhatme

Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…

Machine Learning · Computer Science 2021-10-14 Mokhtar Z. Alaya , Gilles Gasso , Maxime Berar , Alain Rakotomamonjy

The policy improvement bound on the difference of the discounted returns plays a crucial role in the theoretical justification of the trust-region policy optimization (TRPO) algorithm. The existing bound leads to a degenerate bound when the…

Machine Learning · Computer Science 2021-07-20 J. G. Dai , Mark Gluzman

Ensuring Conditional Independence (CI) constraints is pivotal for the development of fair and trustworthy machine learning models. In this paper, we introduce \sys, a framework that harnesses optimal transport theory for data repair under…

Machine Learning · Computer Science 2024-03-06 Alireza Pirhadi , Mohammad Hossein Moslemi , Alexander Cloninger , Mostafa Milani , Babak Salimi

Despite the fact that offline methods for Large Language Models (LLMs) alignment do not require a direct reward model, they remain susceptible to overoptimization. This issue arises when the trained model deviates excessively from the…

Policy gradient reinforcement learning techniques enable an agent to directly learn an optimal action policy through the interactions with the environment. Nevertheless, despite its advantages, it sometimes suffers from slow convergence…

Information Theory · Computer Science 2020-08-05 Mohammad G. Khoshkholgh , Halim Yanikomeroglu

In this paper, we tackle the challenging problem of delayed rewards in reinforcement learning (RL). While Proximal Policy Optimization (PPO) has emerged as a leading Policy Gradient method, its performance can degrade under delayed rewards.…

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