English
Related papers

Related papers: Learning Optimal Deterministic Policies with Stoch…

200 papers

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

Considering generating samples with high rewards, we focus on optimizing deep neural networks parameterized stochastic differential equations (SDEs), the advanced generative models with high expressiveness, with policy gradient, the leading…

Machine Learning · Computer Science 2024-06-27 Xiangxin Zhou , Liang Wang , Yichi Zhou

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) 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

We provide a new understanding of the stochastic gradient bandit algorithm by showing that it converges to a globally optimal policy almost surely using \emph{any} constant learning rate. This result demonstrates that the stochastic…

Machine Learning · Computer Science 2025-02-12 Jincheng Mei , Bo Dai , Alekh Agarwal , Sharan Vaswani , Anant Raj , Csaba Szepesvari , Dale Schuurmans

Reinforcement Learning (RL) can directly enhance the reasoning capabilities of large language models without extensive reliance on Supervised Fine-Tuning (SFT). In this work, we revisit the traditional Policy Gradient (PG) mechanism and…

Machine Learning · Computer Science 2026-02-04 Xiangxiang Chu , Hailang Huang , Xiao Zhang , Fei Wei , Yong Wang

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

What are the limits of controlling language models via synthetic training data? We develop a reinforcement learning (RL) primitive, the Dataset Policy Gradient (DPG), which can precisely optimize synthetic data generators to produce a…

Computation and Language · Computer Science 2026-04-10 Tristan Thrush , Sung Min Park , Herman Brunborg , Luke Bailey , Marcel Roed , Neil Band , Christopher Potts , Tatsunori Hashimoto

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Risk-sensitive reinforcement learning (RL) has become a popular tool for controlling the risk of uncertain outcomes and ensuring reliable performance in highly stochastic sequential decision-making problems. While it has been shown that…

Machine Learning · Computer Science 2026-01-21 Xian Yu , Lei Ying

Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…

Machine Learning · Computer Science 2017-06-01 Chang Xu , Tao Qin , Gang Wang , Tie-Yan Liu

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann

Reinforcement learning (RL) algorithms update an agent's parameters according to one of several possible rules, discovered manually through years of research. Automating the discovery of update rules from data could lead to more efficient…

Machine Learning · Computer Science 2021-01-06 Junhyuk Oh , Matteo Hessel , Wojciech M. Czarnecki , Zhongwen Xu , Hado van Hasselt , Satinder Singh , David Silver

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

Several goal-oriented problems in the real-world can be naturally expressed as Stochastic Shortest Path Problems (SSPs). However, the computational complexity of solving SSPs makes finding solutions to even moderately sized problems…

Artificial Intelligence · Computer Science 2022-10-12 Rushang Karia , Rashmeet Kaur Nayyar , Siddharth Srivastava

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

Machine Learning · Computer Science 2024-05-22 Haobin Zhang , Zhuang Yang