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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

We consider discounted infinite-horizon constrained Markov decision processes (CMDPs), where the goal is to find an optimal policy that maximizes the expected cumulative reward while satisfying expected cumulative constraints. Motivated by…

Machine Learning · Computer Science 2025-03-04 Tingting Ni , Maryam Kamgarpour

In this paper we consider the problem of learning an $\epsilon$-optimal policy for a discounted Markov Decision Process (MDP). Given an MDP with $S$ states, $A$ actions, the discount factor $\gamma \in (0,1)$, and an approximation threshold…

Machine Learning · Computer Science 2020-12-25 Zihan Zhang , Yuan Zhou , Xiangyang Ji

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Machine Learning · Computer Science 2017-10-18 Mengdi Wang

Model-based reinforcement learning (RL) has demonstrated remarkable successes on a range of continuous control tasks due to its high sample efficiency. To save the computation cost of conducting planning online, recent practices tend to…

Artificial Intelligence · Computer Science 2023-07-25 Chuming Li , Ruonan Jia , Jie Liu , Yinmin Zhang , Yazhe Niu , Yaodong Yang , Yu Liu , Wanli Ouyang

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

Off-policy reinforcement learning enables near-optimal policy from suboptimal experience, thereby provisions opportunity for artificial intelligence applications in healthcare. Previous works have mainly framed patient-clinician…

Artificial Intelligence · Computer Science 2018-06-05 Luchen Li , Matthieu Komorowski , Aldo A. Faisal

In this paper, we study the convergence properties of off-policy policy improvement algorithms with state-action density ratio correction under function approximation setting, where the objective function is formulated as a max-max-min…

Machine Learning · Computer Science 2022-02-15 Jiawei Huang , Nan Jiang

Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform…

Machine Learning · Statistics 2015-01-05 Peilin Zhao , Tong Zhang

Reinforcement learning has emerged as a powerful tool for improving diffusion-based text-to-image models, but existing methods are largely limited to single-task optimization. Extending RL to multiple tasks is challenging: joint…

Machine Learning · Computer Science 2026-05-15 Quanhao Li , Junqiu Yu , Kaixun Jiang , Yujie Wei , Zhen Xing , Pandeng Li , Ruihang Chu , Shiwei Zhang , Yu Liu , Zuxuan Wu

On-policy distillation (OPD) is increasingly used in LLM post-training because it can leverage a teacher model to provide dense supervision on student rollouts. The standard implementation, however, usually reduces distribution matching to…

Machine Learning · Computer Science 2026-04-28 Yuqian Fu , Haohuan Huang , Kaiwen Jiang , Jiacai Liu , Zhuo Jiang , Yuanheng Zhu , Dongbin Zhao

Mirror Descent is a popular algorithm, that extends Gradients Descent (GD) beyond the Euclidean geometry. One of its benefits is to enable strong convergence guarantees through smooth-like analyses, even for objectives with exploding or…

Optimization and Control · Mathematics 2024-04-19 Hadrien Hendrikx

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

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…

Machine Learning · Computer Science 2023-11-28 Saber Salehkaleybar , Sadegh Khorasani , Negar Kiyavash , Niao He , Patrick Thiran

We study Concave Constrained Markov Decision Processes (Concave CMDPs) where both the objective and constraints are defined as concave functions of the state-action occupancy measure. We propose the Variance-Reduced Primal-Dual Policy…

Machine Learning · Computer Science 2024-05-28 Donghao Ying , Mengzi Amy Guo , Hyunin Lee , Yuhao Ding , Javad Lavaei , Zuo-Jun Max Shen

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra

Exploration is a major challenge in reinforcement learning, especially for high-dimensional domains that require function approximation. We propose exploration objectives -- policy optimization objectives that enable downstream maximization…

Machine Learning · Computer Science 2024-06-06 Philip Amortila , Dylan J. Foster , Akshay Krishnamurthy

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

We consider infinite-horizon $\gamma$-discounted (linear) constrained Markov decision processes (CMDPs) where the objective is to find a policy that maximizes the expected cumulative reward subject to expected cumulative constraints. Given…

Machine Learning · Computer Science 2025-10-29 Xingtu Liu , Lin F. Yang , Sharan Vaswani

We introduce a new family of particle evolution samplers suitable for constrained domains and non-Euclidean geometries. Stein Variational Mirror Descent and Mirrored Stein Variational Gradient Descent minimize the Kullback-Leibler (KL)…

Machine Learning · Statistics 2022-04-26 Jiaxin Shi , Chang Liu , Lester Mackey
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