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This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate…

Machine Learning · Computer Science 2022-03-29 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Wenqi Cai , Sebastien Gros

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…

Machine Learning · Computer Science 2020-03-02 Chris Nota , Philip S. Thomas

We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications.…

Machine Learning · Computer Science 2018-05-31 Matthew Fellows , Kamil Ciosek , Shimon Whiteson

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

On-policy reinforcement learning (RL) algorithms have demonstrated great potential in robotic control, where effective exploration is crucial for efficient and high-quality policy learning. However, how to encourage the agent to explore the…

Robotics · Computer Science 2026-04-02 Leixin Chang , Xinchen Yao , Ben Liu , Liangjing Yang , Hua Chen

For continuing environments, reinforcement learning (RL) methods commonly maximize the discounted reward criterion with discount factor close to 1 in order to approximate the average reward (the gain). However, such a criterion only…

Machine Learning · Computer Science 2022-07-05 Vektor Dewanto , Marcus Gallagher

In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…

Optimization and Control · Mathematics 2019-11-27 Mingming Zhao , Yongfeng Li , Zaiwen Wen

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

Much of the recent success of deep reinforcement learning has been driven by regularized policy optimization (RPO) algorithms with strong performance across multiple domains. In this family of methods, agents are trained to maximize…

Machine Learning · Computer Science 2022-03-24 Ted Moskovitz , Michael Arbel , Jack Parker-Holder , Aldo Pacchiano

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

Artificial Intelligence · Computer Science 2015-12-15 Lucas Lehnert , Doina Precup

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Machine Learning · Computer Science 2026-03-18 Jello Zhou , Vudtiwat Ngampruetikorn , David J. Schwab

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

We introduce a novel training procedure for policy gradient methods wherein episodic memory is used to optimize the hyperparameters of reinforcement learning algorithms on-the-fly. Unlike other hyperparameter searches, we formulate…

Machine Learning · Computer Science 2021-12-06 Hung Le , Majid Abdolshah , Thommen K. George , Kien Do , Dung Nguyen , Svetha Venkatesh

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Despite the success achieved by the analysis of supervised learning algorithms in the framework of statistical mechanics, reinforcement learning has remained largely untouched. Here we move towards closing the gap by analyzing the dynamics…

Statistical Mechanics · Physics 2022-09-02 Riccardo Fabbricatore , Vladimir V. Palyulin

Graduated optimization is a global optimization technique that is used to minimize a multimodal nonconvex function by smoothing the objective function with noise and gradually refining the solution. This paper experimentally evaluates the…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Hideaki Iiduka
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