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In reinforcement learning, we encode the potential behaviors of an agent interacting with an environment into an infinite set of policies, the policy space, typically represented by a family of parametric functions. Dealing with such a…

Machine Learning · Computer Science 2022-02-23 Mirco Mutti , Stefano Del Col , Marcello Restelli

Local Policy Search is a popular reinforcement learning approach for handling large state spaces. Formally, it searches locally in a paramet erized policy space in order to maximize the associated value function averaged over some…

Machine Learning · Computer Science 2013-06-07 Bruno Scherrer , Matthieu Geist

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

Machine Learning · Computer Science 2023-03-01 Anna Winnicki , R. Srikant

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

Learning from Demonstration is increasingly used for transferring operator manipulation skills to robots. In practice, it is important to cater for limited data and imperfect human demonstrations, as well as underlying safety constraints.…

Robotics · Computer Science 2020-04-03 Ya-Yen Tsai , Bo Xiao , Edward Johns , Guang-Zhong Yang

In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces…

Machine Learning · Computer Science 2019-05-30 Seungyul Han , Youngchul Sung

Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of…

Machine Learning · Computer Science 2024-03-01 Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

A fundamental challenge in reinforcement learning is to learn policies that generalize beyond the operating domains experienced during training. In this paper, we approach this challenge through the following invariance principle: an agent…

Machine Learning · Computer Science 2020-11-10 Anoopkumar Sonar , Vincent Pacelli , Anirudha Majumdar

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

In this paper, we establish last-iterate convergence rates for off-policy actor--critic methods in reinforcement learning. In particular, under a single-loop, single-timescale implementation and a broad class of policy updates, including…

Machine Learning · Computer Science 2026-05-14 Ishaq Hamza , Zaiwei Chen

Provably efficient Model-Based Reinforcement Learning (MBRL) based on optimism or posterior sampling (PSRL) is ensured to attain the global optimality asymptotically by introducing the complexity measure of the model. However, the…

Machine Learning · Computer Science 2022-09-19 Shenao Zhang

Continuous-time reinforcement learning (CTRL) provides a principled framework for sequential decision-making in environments where interactions evolve continuously over time. Despite its empirical success, the theoretical understanding of…

Machine Learning · Computer Science 2025-05-22 Runze Zhao , Yue Yu , Adams Yiyue Zhu , Chen Yang , Dongruo Zhou

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

Model-based Reinforcement Learning estimates the true environment through a world model in order to approximate the optimal policy. This family of algorithms usually benefits from better sample efficiency than their model-free counterparts.…

Machine Learning · Computer Science 2021-10-27 Valentin Charvet , Bjørn Sand Jensen , Roderick Murray-Smith

Adversarial Imitation Learning (AIL) faces challenges with sample inefficiency because of its reliance on sufficient on-policy data to evaluate the performance of the current policy during reward function updates. In this work, we study the…

Machine Learning · Computer Science 2024-05-28 Yilei Chen , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…

Machine Learning · Computer Science 2025-10-03 Yanwei Jia , Du Ouyang , Yufei Zhang