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Related papers: Elementary Analysis of Policy Gradient Methods

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Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…

Machine Learning · Computer Science 2021-03-01 Elita A. Lobo , Mohammad Ghavamzadeh , Marek Petrik

We consider off-policy temporal-difference (TD) learning methods for policy evaluation in Markov decision processes with finite spaces and discounted reward criteria, and we present a collection of convergence results for several…

Machine Learning · Computer Science 2018-03-30 Huizhen Yu

Policy gradient lies at the core of deep reinforcement learning (RL) in continuous domains. Despite much success, it is often observed in practice that RL training with policy gradient can fail for many reasons, even on standard control…

Machine Learning · Computer Science 2024-01-23 Tao Wang , Sylvia Herbert , Sicun Gao

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Guided policy search algorithms can be used to optimize complex nonlinear policies, such as deep neural networks, without directly computing policy gradients in the high-dimensional parameter space. Instead, these methods use supervised…

Machine Learning · Computer Science 2016-07-18 William Montgomery , Sergey Levine

We introduce a novel training procedure for policy gradient methods wherein episodic memory is used to optimize the hyperparameters of reinforcement learning algorithms on-the-fly. Unlike other hyperparameter searches, we formulate…

Machine Learning · Computer Science 2021-12-06 Hung Le , Majid Abdolshah , Thommen K. George , Kien Do , Dung Nguyen , Svetha Venkatesh

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

We address the problem of finding the optimal policy of a constrained Markov decision process (CMDP) using a gradient descent-based algorithm. Previous results have shown that a primal-dual approach can achieve an $\mathcal{O}(1/\sqrt{T})$…

Machine Learning · Computer Science 2022-02-07 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

Machine Learning · Computer Science 2018-05-01 Rein Houthooft , Richard Y. Chen , Phillip Isola , Bradly C. Stadie , Filip Wolski , Jonathan Ho , Pieter Abbeel

In this work, we show that natural policy gradient, a core algorithm in reinforcement learning, admits an exact formulation as a smoothed and averaged form of policy iteration. Specifically, we introduce doubly smoothed policy iteration…

Machine Learning · Computer Science 2026-05-12 Phalguni Nanda , Zaiwei Chen

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

In this work, we study $\gamma$-discounted infinite-horizon tabular Markov decision processes (MDPs) and introduce a framework called dynamic policy gradient (DynPG). The framework directly integrates dynamic programming with (any) policy…

Machine Learning · Computer Science 2024-11-08 Sara Klein , Xiangyuan Zhang , Tamer Başar , Simon Weissmann , Leif Döring

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Attention mechanisms have revolutionized several domains of artificial intelligence, such as natural language processing and computer vision, by enabling models to selectively focus on relevant parts of the input data. While recent work has…

Machine Learning · Computer Science 2026-02-03 Addison Kristanto Julistiono , Davoud Ataee Tarzanagh , Navid Azizan

Entropy regularization is commonly used to improve policy optimization in reinforcement learning. It is believed to help with \emph{exploration} by encouraging the selection of more stochastic policies. In this work, we analyze this claim…

Machine Learning · Computer Science 2019-06-11 Zafarali Ahmed , Nicolas Le Roux , Mohammad Norouzi , Dale Schuurmans

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett

Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…

Optimization and Control · Mathematics 2024-06-04 Zhenwei Lin , Chenyu Xue , Qi Deng , Yinyu Ye