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Related papers: Policy Gradient with Active Importance Sampling

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In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces…

Machine Learning · Computer Science 2019-05-30 Seungyul Han , Youngchul Sung

Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to…

Machine Learning · Computer Science 2025-05-20 Chengyang Ying , Zhongkai Hao , Xinning Zhou , Hang Su , Dong Yan , Jun Zhu

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work,…

Machine Learning · Computer Science 2019-11-15 Matthew Schlegel , Wesley Chung , Daniel Graves , Jian Qian , Martha White

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Reinforcement learning, including reinforcement learning with verifiable rewards (RLVR), has emerged as a powerful approach for LLM post-training. Central to these approaches is the design of the importance sampling (IS) ratio used in…

Machine Learning · Computer Science 2026-05-11 Yuheng Zhang , Chenlu Ye , Shuowei Jin , Changlong Yu , Wei Xiong , Saurabh Sahu , Nan Jiang

Off-policy learning exhibits greater instability when compared to on-policy learning in reinforcement learning (RL). The difference in probability distribution between the target policy ($\pi$) and the behavior policy (b) is a major cause…

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

Machine Learning · Computer Science 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation…

Machine Learning · Computer Science 2020-06-25 Jiawei Huang , Nan Jiang

We consider the off-policy estimation problem of estimating the expected reward of a target policy using samples collected by a different behavior policy. Importance sampling (IS) has been a key technique to derive (nearly) unbiased…

Machine Learning · Computer Science 2018-10-31 Qiang Liu , Lihong Li , Ziyang Tang , Dengyong Zhou

Importance sampling (IS) is often used to perform off-policy policy evaluation but is prone to several issues, especially when the behavior policy is unknown and must be estimated from data. Significant differences between the target and…

Machine Learning · Computer Science 2021-11-23 Anton Matsson , Fredrik D. Johansson

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

Importance sampling (IS) as an elegant and efficient variance reduction (VR) technique for the acceleration of stochastic optimization problems has attracted many researches recently. Unlike commonly adopted stochastic uniform sampling in…

Machine Learning · Computer Science 2017-11-02 Fei Wang , Xiaofeng Gao , Guihai Chen , Jun Ye

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

In the paper, we propose a class of efficient momentum-based policy gradient methods for the model-free reinforcement learning, which use adaptive learning rates and do not require any large batches. Specifically, we propose a fast…

Machine Learning · Computer Science 2020-08-07 Feihu Huang , Shangqian Gao , Jian Pei , Heng Huang

Post-training with reinforcement learning (RL) has recently shown strong promise for advancing multimodal agents beyond supervised imitation. However, RL remains limited by poor data efficiency, particularly in settings where interaction…

Machine Learning · Computer Science 2026-03-05 Chengxuan Lu , Zhenquan Zhang , Shukuan Wang , Qunzhi Lin , Baigui Sun , Yang Liu

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

On-policy reinforcement learning (RL) algorithms are typically characterized as algorithms that perform policy updates using i.i.d. trajectories collected by the agent's current policy. However, after observing only a finite number of…

Machine Learning · Computer Science 2026-02-11 Nicholas E. Corrado , Josiah P. Hanna

To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…

Machine Learning · Computer Science 2023-11-13 Jared Markowitz , Edward W. Staley

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

Machine Learning · Computer Science 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang
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