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The control variates (CV) method is widely used in policy gradient estimation to reduce the variance of the gradient estimators in practice. A control variate is applied by subtracting a baseline function from the state-action value…

Machine Learning · Computer Science 2021-08-12 Yuanyi Zhong , Yuan Zhou , Jian Peng

We say an algorithm is batch size-invariant if changes to the batch size can largely be compensated for by changes to other hyperparameters. Stochastic gradient descent is well-known to have this property at small batch sizes, via the…

Machine Learning · Computer Science 2023-03-28 Jacob Hilton , Karl Cobbe , John Schulman

Multi-agent policy-gradient methods have been shown to converge locally near stable Nash equilibria. Local convergence, however, does not determine which equilibrium is reached. We study this question through basin-entry probability with…

Machine Learning · Computer Science 2026-05-19 Yevhen Shcherbinin , Arina Redina , Maxim Kalpin , Vlad Kochetov

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

Policy gradient methods are known to be highly sensitive to the choice of policy parameterization. In particular, the widely used softmax parameterization can induce ill-conditioned optimization landscapes and lead to exponentially slow…

Machine Learning · Computer Science 2026-04-02 Safwan Labbi , Daniil Tiapkin , Paul Mangold , Eric Moulines

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

The policy gradient theorem gives a convenient form of the policy gradient in terms of three factors: an action value, a gradient of the action likelihood, and a state distribution involving discounting called the \emph{discounted…

Machine Learning · Computer Science 2023-06-26 Fengdi Che , Gautham Vasan , A. Rupam Mahmood

Deep Policy Gradient (PG) algorithms employ value networks to drive the learning of parameterized policies and reduce the variance of the gradient estimates. However, value function approximation gets stuck in local optima and struggles to…

Machine Learning · Computer Science 2023-02-21 Enrico Marchesini , Christopher Amato

Policy gradient methods in reinforcement learning have become increasingly prevalent for state-of-the-art performance in continuous control tasks. Novel methods typically benchmark against a few key algorithms such as deep deterministic…

Machine Learning · Computer Science 2017-08-15 Riashat Islam , Peter Henderson , Maziar Gomrokchi , Doina Precup

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

The softmax policy gradient (PG) method, which performs gradient ascent under softmax policy parameterization, is arguably one of the de facto implementations of policy optimization in modern reinforcement learning. For $\gamma$-discounted…

Machine Learning · Computer Science 2022-12-19 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

Policy gradients in continuous control have been derived for both stochastic and deterministic policies. Here we study the relationship between the two. In a widely-used family of MDPs involving Gaussian control noise and quadratic control…

Machine Learning · Computer Science 2025-06-11 Emo Todorov

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2021-07-06 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

We provide a new understanding of the stochastic gradient bandit algorithm by showing that it converges to a globally optimal policy almost surely using \emph{any} constant learning rate. This result demonstrates that the stochastic…

Machine Learning · Computer Science 2025-02-12 Jincheng Mei , Bo Dai , Alekh Agarwal , Sharan Vaswani , Anant Raj , Csaba Szepesvari , Dale Schuurmans

The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Pierre-Luc Bacon , Doina Precup

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an $\epsilon$-approximate…

Machine Learning · Computer Science 2019-05-30 Pan Xu , Felicia Gao , Quanquan Gu