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The reinforcement learning problem of finding a control policy that minimizes the minimum time objective for the Mountain Car environment is considered. Particularly, a class of parameterized nonlinear feedback policies is optimized over to…

Machine Learning · Computer Science 2021-05-31 Caleb M. Bowyer

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

In order to distinguish policies that prescribe good from bad actions in transient states, we need to evaluate the so-called bias of a policy from transient states. However, we observe that most (if not all) works in approximate…

Machine Learning · Computer Science 2022-04-12 Vektor Dewanto , Marcus Gallagher

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

We present a method of training a differentiable function approximator for a regression task using negative examples. We effect this training using negative learning rates. We also show how this method can be used to perform direct policy…

Artificial Intelligence · Computer Science 2018-06-19 Devon Merrill

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

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Policy gradient methods have had great success in solving continuous control tasks, yet the stochastic nature of such problems makes deterministic value estimation difficult. We propose an approach which instead estimates a distribution by…

Machine Learning · Computer Science 2017-12-07 Peter Henderson , Thang Doan , Riashat Islam , David Meger

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…

Machine Learning · Statistics 2011-06-30 Constantin Rothkopf , Christos Dimitrakakis

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

Machine Learning · Computer Science 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional (SF) based gradient estimation scheme. The first algorithm…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

This paper investigates the use of prior computation to estimate the value function to improve sample efficiency in on-policy policy gradient methods in reinforcement learning. Our approach is to estimate the value function from prior…

Machine Learning · Computer Science 2023-02-06 Md Masudur Rahman , Yexiang Xue

We prove the local convergence to minima and estimates on the rate of convergence for the stochastic gradient descent method in the case of not necessarily globally convex nor contracting objective functions. In particular, the results are…

Numerical Analysis · Mathematics 2021-11-02 Benjamin Fehrman , Benjamin Gess , Arnulf Jentzen

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

We study the safe reinforcement learning problem with nonlinear function approximation, where policy optimization is formulated as a constrained optimization problem with both the objective and the constraint being nonconvex functions. For…

Machine Learning · Computer Science 2019-10-29 Ming Yu , Zhuoran Yang , Mladen Kolar , Zhaoran Wang

We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Data augmentation policies drastically improve the performance of image recognition tasks, especially when the policies are optimized for the target data and tasks. In this paper, we propose to optimize image recognition models and data…

Computer Vision and Pattern Recognition · Computer Science 2020-06-16 Ryuichiro Hataya , Jan Zdenek , Kazuki Yoshizoe , Hideki Nakayama
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