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Related papers: Fractal Landscapes in Policy Optimization

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We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…

Machine Learning · Computer Science 2026-03-13 Taeho Lee , Donghwan Lee

We study reinforcement learning in hybrid discrete-continuous action spaces, such as settings where the discrete component selects a regime (or index) and the continuous component optimizes within it -- a structure common in robotics,…

Machine Learning · Computer Science 2026-05-15 Matias Alvo , Daniel Russo , Yash Kanoria

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

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

The goal of policy-based reinforcement learning (RL) is to search the maximal point of its objective. However, due to the inherent non-concavity of its objective, convergence to a first-order stationary point (FOSP) can not guarantee the…

Machine Learning · Computer Science 2020-12-04 Long Yang , Qian Zheng , Gang Pan

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

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Machine Learning · Computer Science 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

Classical policy gradient (PG) methods in reinforcement learning frequently converge to suboptimal local optima, a challenge exacerbated in large or complex environments. This work investigates Policy Gradient with Tree Search (PGTS), an…

Machine Learning · Computer Science 2025-06-10 Uri Koren , Navdeep Kumar , Uri Gadot , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

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

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

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

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

The field of reinforcement learning (RL) is concerned with algorithms for learning optimal policies in unknown stochastic environments. Programmatic RL studies representations of policies as programs, meaning involving higher order…

Machine Learning · Computer Science 2025-01-13 Guruprerana Shabadi , Nathanaël Fijalkow , Théo Matricon

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Policy gradient (PG) is a reinforcement learning (RL) approach that optimizes a parameterized policy model for an expected return using gradient ascent. While PG can work well even in non-Markovian environments, it may encounter plateaus or…

Machine Learning · Computer Science 2024-07-08 Tetsuro Morimura , Kazuhiro Ota , Kenshi Abe , Peinan Zhang

Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…

Machine Learning · Computer Science 2024-04-11 Guojian Wang , Faguo Wu , Xiao Zhang

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu