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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

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…

Machine Learning · Computer Science 2023-12-05 Qinghua Liu , Gellért Weisz , András György , Chi Jin , Csaba Szepesvári

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

Policy learning for partially observed control tasks requires policies that can remember salient information from past observations. In this paper, we present a method for learning policies with internal memory for high-dimensional,…

Machine Learning · Computer Science 2015-09-24 Marvin Zhang , Zoe McCarthy , Chelsea Finn , Sergey Levine , Pieter Abbeel

Deep Policy Gradient (PG) algorithms employ value networks to drive the learning of parameterized policies and reduce the variance of the gradient estimates. However, value function approximation gets stuck in local optima and struggles to…

Machine Learning · Computer Science 2023-02-21 Enrico Marchesini , Christopher Amato

We introduce a new algorithm for reinforcement learning called Maximum aposteriori Policy Optimisation (MPO) based on coordinate ascent on a relative entropy objective. We show that several existing methods can directly be related to our…

Machine Learning · Computer Science 2018-06-25 Abbas Abdolmaleki , Jost Tobias Springenberg , Yuval Tassa , Remi Munos , Nicolas Heess , Martin Riedmiller

In this effort, we consider the impact of regularization on the diversity of actions taken by policies generated from reinforcement learning agents trained using a policy gradient. Policy gradient agents are prone to entropy collapse, which…

Machine Learning · Computer Science 2023-10-10 Andrew Starnes , Anton Dereventsov , Clayton Webster

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Riccardo Zuliani , Efe C. Balta , John Lygeros

Nonlinear trajectory optimization algorithms have been developed to handle optimal control problems with nonlinear dynamics and nonconvex constraints in trajectory planning. The performance and computational efficiency of many trajectory…

Optimization and Control · Mathematics 2024-01-17 Taewan Kim , Purnanand Elango , Danylo Malyuta , Behcet Acikmese

In sequence generation task, many works use policy gradient for model optimization to tackle the intractable backpropagation issue when maximizing the non-differentiable evaluation metrics or fooling the discriminator in adversarial…

Computation and Language · Computer Science 2018-08-27 Yi-Lin Tuan , Jinzhi Zhang , Yujia Li , Hung-yi Lee

Recent policy optimization approaches have achieved substantial empirical success by constructing surrogate optimization objectives. The Approximate Policy Iteration objective (Schulman et al., 2015a; Kakade and Langford, 2002) has become a…

Machine Learning · Computer Science 2019-10-31 Marcin B. Tomczak , Sergio Valcarcel Macua , Enrique Munoz de Cote , Peter Vrancx

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

Machine Learning · Statistics 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

With reinforcement learning, an agent could learn complex behaviors from high-level abstractions of the task. However, exploration and reward shaping remained challenging for existing methods, especially in scenarios where the extrinsic…

Machine Learning · Computer Science 2020-06-11 Jie Chen , Wenjun Xu

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…

Machine Learning · Computer Science 2019-02-21 Paulo Rauber , Avinash Ummadisingu , Filipe Mutz , Juergen Schmidhuber

In this paper, we propose a new algorithm PPG (Proximal Policy Gradient), which is close to both VPG (vanilla policy gradient) and PPO (proximal policy optimization). The PPG objective is a partial variation of the VPG objective and the…

Machine Learning · Computer Science 2020-10-21 Ju-Seung Byun , Byungmoon Kim , Huamin Wang
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