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We apply functional acceleration to the Policy Mirror Descent (PMD) general family of algorithms, which cover a wide range of novel and fundamental methods in Reinforcement Learning (RL). Leveraging duality, we propose a momentum-based PMD…

Machine Learning · Computer Science 2025-03-26 Veronica Chelu , Doina Precup

Safety is an essential requirement for reinforcement learning systems. The newly emerging framework of robust constrained Markov decision processes allows learning policies that satisfy long-term constraints while providing guarantees under…

Machine Learning · Computer Science 2025-12-19 David M. Bossens , Atsushi Nitanda

Driven by the empirical success and wide use of deep neural networks, understanding the generalization performance of overparameterized models has become an increasingly popular question. To this end, there has been substantial effort to…

Machine Learning · Computer Science 2023-06-27 Haoyuan Sun , Kwangjun Ahn , Christos Thrampoulidis , Navid Azizan

Markov Potential Games (MPGs) form an important sub-class of Markov games, which are a common framework to model multi-agent reinforcement learning problems. In particular, MPGs include as a special case the identical-interest setting where…

Machine Learning · Computer Science 2024-08-16 Pragnya Alatur , Anas Barakat , Niao He

In this short note, we give the convergence analysis of the policy in the recent famous policy mirror descent (PMD). We mainly consider the unregularized setting following [11] with generalized Bregman divergence. The difference is that we…

Optimization and Control · Mathematics 2024-06-04 Dachao Lin , Zhihua Zhang

The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…

Machine Learning · Computer Science 2022-10-28 Taylan Kargin , Fariborz Salehi , Babak Hassibi

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 propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…

Machine Learning · Computer Science 2022-11-30 Yan Li , Guanghui Lan , Tuo Zhao

Policy gradient methods equipped with deep neural networks have achieved great success in solving high-dimensional reinforcement learning (RL) problems. However, current analyses cannot explain why they are resistant to the curse of…

Machine Learning · Computer Science 2024-01-17 Zhenghao Xu , Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

Machine Learning · Computer Science 2024-01-12 Haoyuan Sun , Khashayar Gatmiry , Kwangjun Ahn , Navid Azizan

Learning-to-optimize (L2O) is an emerging research area in large-scale optimization with applications in data science. Recently, researchers have proposed a novel L2O framework called learned mirror descent (LMD), based on the classical…

Optimization and Control · Mathematics 2024-05-13 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Carola-Bibiane Schönlieb

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

In this paper, we present a new policy gradient (PG) methods, namely the block policy mirror descent (BPMD) method for solving a class of regularized reinforcement learning (RL) problems with (strongly)-convex regularizers. Compared to the…

Machine Learning · Computer Science 2022-09-20 Guanghui Lan , Yan Li , Tuo Zhao

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

Preference-conditioned multi-objective reinforcement learning aims to learn a single policy that captures trade-offs across preferences, but under nonlinear scalarization the uniqueness and continuity of the preference-to-solution…

Machine Learning · Computer Science 2026-05-12 Akihiro Kubo , Kosuke Nakanishi , Shin Ishii

This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to…

Machine Learning · Computer Science 2012-10-19 Sridhar Mahadevan , Bo Liu

Tremendous progress has been made in reinforcement learning (RL) over the past decade. Most of these advancements came through the continual development of new algorithms, which were designed using a combination of mathematical derivations,…

Machine Learning · Computer Science 2022-10-14 Chris Lu , Jakub Grudzien Kuba , Alistair Letcher , Luke Metz , Christian Schroeder de Witt , Jakob Foerster

We investigate the theoretical aspects of offline reinforcement learning (RL) under general function approximation. While prior works (e.g., Xie et al., 2021) have established the theoretical foundations of learning a good policy from…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Yuheng Zhang , Nan Jiang

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Learning-to-optimize is an emerging framework that seeks to speed up the solution of certain optimization problems by leveraging training data. Learned optimization solvers have been shown to outperform classical optimization algorithms in…

Optimization and Control · Mathematics 2023-02-27 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Carola-Bibiane Schönlieb