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Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan

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 study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the…

Machine Learning · Computer Science 2019-07-09 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

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

The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Pierre-Luc Bacon , Doina Precup

This paper considers policy search in continuous state-action reinforcement learning problems. Typically, one computes search directions using a classic expression for the policy gradient called the Policy Gradient Theorem, which decomposes…

Machine Learning · Computer Science 2020-04-13 Sujay Bhatt , Alec Koppel , Vikram Krishnamurthy

We revisit the estimation bias in policy gradients for the discounted episodic Markov decision process (MDP) from Deep Reinforcement Learning (DRL) perspective. The objective is formulated theoretically as the expected returns discounted…

Machine Learning · Computer Science 2023-02-13 Haoxuan Pan , Deheng Ye , Xiaoming Duan , Qiang Fu , Wei Yang , Jianping He , Mingfei Sun

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

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

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

In many real-world reinforcement learning applications, access to the environment is limited to a fixed dataset, instead of direct (online) interaction with the environment. When using this data for either evaluation or training of a new…

Machine Learning · Computer Science 2019-11-06 Ofir Nachum , Yinlam Chow , Bo Dai , Lihong Li

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White

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

When designing algorithms for finite-time-horizon episodic reinforcement learning problems, a common approach is to introduce a fictitious discount factor and use stationary policies for approximations. Empirically, it has been shown that…

Machine Learning · Computer Science 2021-09-15 Xin Guo , Anran Hu , Junzi Zhang

The classical policy gradient method is the theoretical and conceptual foundation of modern policy-based reinforcement learning (RL) algorithms. Most rigorous analyses of such methods, particularly those establishing convergence guarantees,…

Machine Learning · Computer Science 2026-02-11 Jongmin Lee , Ernest K. Ryu

Folklore suggests that policy gradient can be more robust to misspecification than its relative, approximate policy iteration. This paper studies the case of state-aggregated representations, where the state space is partitioned and either…

Machine Learning · Computer Science 2022-06-24 Daniel Russo
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