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Score-function based methods for policy learning, such as REINFORCE and PPO, have delivered strong results in game-playing and robotics, yet their high variance often undermines training stability. Using pathwise policy gradients, i.e.…
Stochastic gradient descent (SGD) algorithm is an effective learning strategy to build a latent factor analysis (LFA) model on a high-dimensional and incomplete (HDI) matrix. A particle swarm optimization (PSO) algorithm is commonly adopted…
In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy…
Velocity limit (VL) has been widely adopted in many variants of particle swarm optimization (PSO) to prevent particles from searching outside the solution space. Several adaptive VL strategies have been introduced with which the performance…
Swarm based optimization algorithms have demonstrated remarkable success in solving complex optimization problems. However, their widespread adoption remains sceptical due to limited transparency in how different algorithmic components…
We consider multi-objective reinforcement learning problems where objectives come from an identical family -- such as the class of reachability objectives -- and may appear or disappear at runtime. Our goal is to design adaptive policies…
Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…
Proximal Policy Optimization (PPO) has become the predominant algorithm for on-policy reinforcement learning due to its scalability and empirical robustness across domains. However, there is a significant disconnect between the underlying…
Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…
This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…
Offline procedures for estimating parameters of robot dynamics are practically based on the parameterized inverse dynamic model. In this paper, we present a novel approach to parameter estimation of robot dynamics which removes the…
Reparameterization Policy Gradient (RPG) has emerged as a powerful paradigm for model-based reinforcement learning, enabling high sample efficiency by backpropagating gradients through differentiable dynamics. However, prior RPG approaches…
Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…
Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…
Hyperparameter optimization (HPO) plays a central role in the automated machine learning (AutoML). It is a challenging task as the response surfaces of hyperparameters are generally unknown, hence essentially a global optimization problem.…
Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…
This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…
Policy search can in principle acquire complex strategies for control of robots and other autonomous systems. When the policy is trained to process raw sensory inputs, such as images and depth maps, it can also acquire a strategy that…
Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…
Identifying optimal designs for generalized linear models with a binary response can be a challenging task, especially when there are both continuous and discrete independent factors in the model. Theoretical results rarely exist for such…