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In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

Policy optimization methods have shown great promise in solving complex reinforcement and imitation learning tasks. While model-free methods are broadly applicable, they often require many samples to optimize complex policies. Model-based…

Artificial Intelligence · Computer Science 2017-11-23 Daniel Levy , Stefano Ermon

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

Machine Learning · Computer Science 2024-10-24 Axel Brunnbauer , Julian Lemmel , Zahra Babaiee , Sophie Neubauer , Radu Grosu

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Scaling reinforcement learning to tens of thousands of parallel environments requires overcoming the limited exploration capacity of a single policy. Ensemble-based policy gradient methods, which employ multiple policies to collect diverse…

Machine Learning · Computer Science 2026-03-04 Naoki Shitanda , Motoki Omura , Tatsuya Harada , Takayuki Osa

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

Policy Mirror Descent (PMD) has emerged as a unifying framework in reinforcement learning (RL) by linking policy gradient methods with a first-order optimization method known as mirror descent. At its core, PMD incorporates two key…

Machine Learning · Computer Science 2025-07-14 Jan Felix Kleuker , Aske Plaat , Thomas Moerland

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

Model predictive control (MPC) is a powerful technique for solving dynamic control tasks. In this paper, we show that there exists a close connection between MPC and online learning, an abstract theoretical framework for analyzing online…

Robotics · Computer Science 2019-10-10 Nolan Wagener , Ching-An Cheng , Jacob Sacks , Byron Boots

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

In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ding-Xuan Zhou

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

Model-based offline reinforcement learning methods (RL) have achieved state-of-the-art performance in many decision-making problems thanks to their sample efficiency and generalizability. Despite these advancements, existing model-based…

Machine Learning · Computer Science 2024-01-23 Mao Hong , Zhiyue Zhang , Yue Wu , Yanxun Xu

We establish an optimal sample complexity of $O(\epsilon^{-2})$ for obtaining an $\epsilon$-optimal global policy using a single-timescale actor-critic (AC) algorithm in infinite-horizon discounted Markov decision processes (MDPs) with…

Machine Learning · Computer Science 2026-05-08 Navdeep Kumar , Tehila Dahan , Lior Cohen , Ananyabrata Barua , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

Machine Learning · Computer Science 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

Policy gradient methods are a vital ingredient behind the success of modern reinforcement learning. Modern policy gradient methods, although successful, introduce a residual error in gradient estimation. In this work, we argue that this…

Machine Learning · Computer Science 2024-03-05 Pulkit Katdare , Anant Joshi , Katherine Driggs-Campbell

Natural policy gradient (NPG) is a common policy optimization algorithm and can be viewed as mirror ascent in the space of probabilities. Recently, Vaswani et al. [2021] introduced a policy gradient method that corresponds to mirror ascent…

Machine Learning · Computer Science 2025-06-02 Reza Asad , Reza Babanezhad , Issam Laradji , Nicolas Le Roux , Sharan Vaswani

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan