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Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

Machine Learning · Computer Science 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

In reinforcement learning, the softmax parametrization is the standard approach for policies over discrete action spaces. However, it fails to capture the order relationship between actions. Motivated by a real-world industrial problem, we…

Machine Learning · Computer Science 2025-06-24 Simón Weinberger , Jairo Cugliari

Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

We study the effect of stochasticity in on-policy policy optimization, and make the following four contributions. First, we show that the preferability of optimization methods depends critically on whether stochastic versus exact gradients…

Machine Learning · Computer Science 2021-11-01 Jincheng Mei , Bo Dai , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Many popular policy gradient methods for reinforcement learning follow a biased approximation of the policy gradient known as the discounted approximation. While it has been shown that the discounted approximation of the policy gradient is…

Machine Learning · Computer Science 2023-01-10 Chris Nota

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the…

Machine Learning · Computer Science 2020-03-03 Ashish Rao , Bidipta Sarkar , Tejas Narayanan

Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…

Artificial Intelligence · Computer Science 2025-11-13 Niklas Lauffer , Ameesh Shah , Micah Carroll , Sanjit A. Seshia , Stuart Russell , Michael Dennis

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

Machine Learning · Computer Science 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli

This paper presents an approach for data-driven policy refinement in reinforcement learning, specifically designed for safety-critical applications. Our methodology leverages the strengths of data-driven optimization and reinforcement…

Machine Learning · Computer Science 2023-05-16 Ali Baheri

Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…

Machine Learning · Computer Science 2022-10-25 Eric Yang Yu , Zhizhen Qin , Min Kyung Lee , Sicun Gao

Natural gradients have long been studied in deep reinforcement learning due to their fast convergence properties and covariant weight updates. However, computing natural gradients requires inversion of the Fisher Information Matrix (FIM) at…

Machine Learning · Computer Science 2026-02-12 Yingxiao Huo , Satya Prakash Dash , Radu Stoican , Samuel Kaski , Mingfei Sun

Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood,…

Machine Learning · Computer Science 2026-05-01 Florian Wolf , Ilyas Fatkhullin , Niao He

This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

Policy gradient methods have been frequently applied to problems in control and reinforcement learning with great success, yet existing convergence analysis still relies on non-intuitive, impractical and often opaque conditions. In…

Machine Learning · Computer Science 2022-04-08 Matthew S. Zhang , Murat A. Erdogdu , Animesh Garg

Reinforcement learning is essential for neural architecture search and hyperparameter optimization, but the conventional approaches impede widespread use due to prohibitive time and computational costs. Inspired by DeepSeek-V3 multi-token…

Machine Learning · Computer Science 2025-06-19 Zheng Li , Jerry Cheng , Huanying Helen Gu

This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao