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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

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

In recent years, deep reinforcement learning has been shown to be adept at solving sequential decision processes with high-dimensional state spaces such as in the Atari games. Many reinforcement learning problems, however, involve…

Machine Learning · Computer Science 2018-06-05 Yiming Zhang , Quan Ho Vuong , Kenny Song , Xiao-Yue Gong , Keith W. Ross

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

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

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

This paper presents a constrained policy gradient algorithm. We introduce constraints for safe learning with the following steps. First, learning is slowed down (lazy learning) so that the episodic policy change can be computed with the…

Machine Learning · Computer Science 2022-01-24 Balázs Varga , Balázs Kulcsár , Morteza Haghir Chehreghani

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

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

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

Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this paper, we consider the problem…

Systems and Control · Computer Science 2018-07-31 Santiago Paternain , Juan Andrés Bazerque , Austin Small , Alejandro Ribeiro

Deep reinforcement learning can generate complex control policies, but requires large amounts of training data to work effectively. Recent work has attempted to address this issue by leveraging differentiable simulators. However, inherent…

Machine Learning · Computer Science 2022-04-15 Jie Xu , Viktor Makoviychuk , Yashraj Narang , Fabio Ramos , Wojciech Matusik , Animesh Garg , Miles Macklin

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

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

Deep Neural Networks and Reinforcement Learning methods have empirically shown great promise in tackling challenging combinatorial problems. In those methods a deep neural network is used as a solution generator which is then trained by…

Machine Learning · Computer Science 2023-11-08 Constantine Caramanis , Dimitris Fotakis , Alkis Kalavasis , Vasilis Kontonis , Christos Tzamos

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

Several recent works have been dedicated to unsupervised reinforcement learning in a single environment, in which a policy is first pre-trained with unsupervised interactions, and then fine-tuned towards the optimal policy for several…

Machine Learning · Computer Science 2021-12-17 Mirco Mutti , Mattia Mancassola , Marcello Restelli

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