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We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

Model-based reinforcement learning (MBRL) reduces the cost of real-environment sampling by generating synthetic trajectories (called rollouts) from a learned dynamics model. However, choosing the length of the rollouts poses two dilemmas:…

Machine Learning · Computer Science 2025-12-18 Akihiro Kubo , Paavo Parmas , Shin Ishii

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

This paper addresses the prediction stability, prediction accuracy and control capability of the current probabilistic model-based reinforcement learning (MBRL) built on neural networks. A novel approach dropout-based probabilistic…

Systems and Control · Electrical Eng. & Systems 2023-09-21 Wenjun Huang , Yunduan Cui , Huiyun Li , Xinyu Wu

Reinforcement learning for large language models faces a fundamental trade-off between sample efficiency and asymptotic performance: strictly on-policy methods discard trajectories after a single update, while off-policy reuse introduces…

Machine Learning · Computer Science 2026-05-26 Changyu Chen , Xiting Wang , Rui Yan

Large Reasoning Models (LRMs) have shown exceptional reasoning capabilities, but they also suffer from the issue of overthinking, often generating excessively long and redundant answers. For problems that exceed the model's capabilities,…

Machine Learning · Computer Science 2026-03-23 Yinan Xia , Haotian Zhang , Huiming Wang

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

This paper proposes a simple strategy for sim-to-real in Deep-Reinforcement Learning (DRL) -- called Roll-Drop -- that uses dropout during simulation to account for observation noise during deployment without explicitly modelling its…

Group Relative Policy Optimization (GRPO) is highly effective for post-training autoregressive (AR) language models, yet its direct application to diffusion large language models (dLLMs) often triggers reward collapse. We identify two…

Machine Learning · Computer Science 2026-03-10 Jianyuan Zhong , Kaibo Wang , Ding Ding , Zijin Feng , Haoli Bai , Yang Xiang , Jiacheng Sun , Qiang Xu

The training phases of Deep neural network~(DNN) consumes enormous processing time and energy. Compression techniques utilizing the sparsity of DNNs can effectively accelerate the inference phase of DNNs. However, it can be hardly used in…

Machine Learning · Computer Science 2018-12-17 Zhuoran Song , Ru Wang , Dongyu Ru , Hongru Huang , Zhenghao Peng , Jing Ke , Xiaoyao Liang , Li Jiang

Recently, preference optimization methods such as DPO have significantly enhanced large language models (LLMs) in wide tasks including dialogue and question-answering. However, current methods fail to account for the varying difficulty…

Computation and Language · Computer Science 2024-12-31 Jingyuan Ma , Rui Li , Zheng Li , Lei Sha , Zhifang Sui

Dropout is a regularization technique widely used in training artificial neural networks to mitigate overfitting. It consists of dynamically deactivating subsets of the network during training to promote more robust representations. Despite…

Machine Learning · Statistics 2025-09-10 Francesco Mori , Francesca Mignacco

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.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…

Machine Learning · Computer Science 2023-05-31 Jiafei Lyu , Le Wan , Zongqing Lu , Xiu Li

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

Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…

Probability · Mathematics 2009-09-29 Paul Dupuis , Ali Devin Sezer , Hui Wang

This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…

Machine Learning · Computer Science 2023-02-06 Jaime Sabal Bermúdez , Antonio del Rio Chanona , Calvin Tsay

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Machine Learning · Computer Science 2025-04-22 Ruoning Zhao , Xinyun Chen

Diffusion policies, widely adopted in decision-making scenarios such as robotics, gaming and autonomous driving, are capable of learning diverse skills from demonstration data due to their high representation power. However, the sub-optimal…

Machine Learning · Computer Science 2025-09-30 Ningyuan Yang , Jiaxuan Gao , Feng Gao , Yi Wu , Chao Yu