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Policy Mirror Descent (PMD) is a powerful and theoretically sound methodology for sequential decision-making. However, it is not directly applicable to Reinforcement Learning (RL) due to the inaccessibility of explicit action-value…

Machine Learning · Computer Science 2024-11-01 Pietro Novelli , Marco Pratticò , Massimiliano Pontil , Carlo Ciliberto

Policy Mirror Descent (PMD) stands as a versatile algorithmic framework encompassing several seminal policy gradient algorithms such as natural policy gradient, with connections with state-of-the-art reinforcement learning (RL) algorithms…

Machine Learning · Computer Science 2024-11-07 Kimon Protopapas , Anas Barakat

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

Policy mirror descent (PMD) is a general policy optimization framework in reinforcement learning, which can cover a wide range of typical policy optimization methods by specifying different mirror maps. Existing analysis of PMD requires…

Optimization and Control · Mathematics 2025-09-24 Jiacai Liu , Wenye Li , Ke Wei

Modern policy optimization methods roughly follow the policy mirror descent (PMD) algorithmic template, for which there are by now numerous theoretical convergence results. However, most of these either target tabular environments, or can…

Machine Learning · Computer Science 2025-07-08 Uri Sherman , Tomer Koren , Yishay Mansour

Policy Mirror Descent (PMD) has emerged as a unifying framework in reinforcement learning (RL) by linking policy gradient methods with a first-order optimization method known as mirror descent. At its core, PMD incorporates two key…

Machine Learning · Computer Science 2025-07-14 Jan Felix Kleuker , Aske Plaat , Thomas Moerland

In Reinforcement Learning (RL), regularization has emerged as a popular tool both in theory and practice, typically based either on an entropy bonus or a Kullback-Leibler divergence that constrains successive policies. In practice, these…

Machine Learning · Computer Science 2025-06-18 Alena Shilova , Alex Davey , Brahim Driss , Riad Akrour

Policy Mirror Descent (PMD) is a popular framework in reinforcement learning, serving as a unifying perspective that encompasses numerous algorithms. These algorithms are derived through the selection of a mirror map and enjoy finite-time…

Machine Learning · Statistics 2026-01-07 Carlo Alfano , Sebastian Towers , Silvia Sapora , Chris Lu , Patrick Rebeschini

This paper studies the policy mirror descent (PMD) method, which is a general policy optimization framework in reinforcement learning and can cover a wide range of policy gradient methods by specifying difference mirror maps. Existing…

Optimization and Control · Mathematics 2026-01-01 Wenye Li , Hongxu Chen , Jiacai Liu , Ke Wei

Policy Mirror Descent (PMD) is a general family of algorithms that covers a wide range of novel and fundamental methods in reinforcement learning. Motivated by the instability of policy iteration (PI) with inexact policy evaluation, PMD…

Optimization and Control · Mathematics 2023-11-23 Emmeran Johnson , Ciara Pike-Burke , Patrick Rebeschini

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

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

Policy mirror descent (PMD) provides a principled framework for reinforcement learning (RL) by iteratively solving KL-regularized policy improvement subproblems. While this approach has been adopted in training advanced LLMs such as Kimi…

Machine Learning · Computer Science 2026-02-06 Zhenghao Xu , Qin Lu , Changlong Yu , Tuo Zhao

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

Policy Dual Averaging (PDA) offers a principled Policy Mirror Descent (PMD) framework that more naturally admits value function approximation than standard PMD, enabling the use of approximate advantage (or Q-) functions while retaining…

Machine Learning · Computer Science 2026-03-12 Ji Gao , Caleb Ju , Guanghui Lan , Zhaohui Tong

Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…

Optimization and Control · Mathematics 2023-06-05 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Andreas Hauptmann , Carola-Bibiane Schönlieb

Function approximation is widely used in reinforcement learning to handle the computational difficulties associated with very large state spaces. However, function approximation introduces errors which may lead to instabilities when using…

Machine Learning · Computer Science 2022-12-15 Anna Winnicki , Joseph Lubars , Michael Livesay , R. Srikant

We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and…

Machine Learning · Computer Science 2024-11-01 Qiuhao Wang , Shaohang Xu , Chin Pang Ho , Marek Petrik

Model-free deep reinforcement learning (RL) algorithms have been widely used for a range of complex control tasks. However, slow convergence and sample inefficiency remain challenging problems in RL, especially when handling continuous and…

Machine Learning · Computer Science 2021-12-07 Wenjie Shi , Shiji Song , Hui Wu , Ya-Chu Hsu , Cheng Wu , Gao Huang

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan
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