Related papers: Stochastic Policy Gradient Methods: Improved Sampl…
We study the convergence of several natural policy gradient (NPG) methods in infinite-horizon discounted Markov decision processes with regular policy parametrizations. For a variety of NPGs and reward functions we show that the…
With the increasing scale and dynamics of data, distributed online optimization has become essential for real-time decision-making in various applications. However, existing algorithms often rely on bounded gradient assumptions and overlook…
Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…
Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced…
Stochastic optimization algorithms are widely used for large-scale data analysis due to their low per-iteration costs, but they often suffer from slow asymptotic convergence caused by inherent variance. Variance-reduced techniques have been…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
In a real Hilbert space setting, we study the convergence properties of an inexact gradient algorithm featuring both viscous and Hessian driven damping for convex differentiable optimization. In this algorithm, the gradient evaluation can…
Policy-gradient methods have received increased attention recently as a mechanism for learning to act in partially observable environments. They have shown promise for problems admitting memoryless policies but have been less successful…
Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…
In this paper, we study Newton-conjugate gradient (Newton-CG) methods for minimizing a nonconvex function $f$ whose Hessian is $(H_f,\nu)$-H\"older continuous with modulus $H_f>0$ and exponent $\nu\in(0,1]$. Recently proposed Newton-CG…
We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…
Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…
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…
Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…
Recent optimizers such as Lion and Muon have demonstrated strong empirical performance by normalizing gradient momentum via linear minimization oracles (LMOs). While variance reduction has been explored to accelerate LMO-based methods, it…
Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…
In this paper, we propose a novel architecture and a self-supervised policy gradient algorithm, which employs unsupervised auxiliary tasks to enable a mobile robot to learn how to navigate to a given goal. The dependency on the global…