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We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

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

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

In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…

Machine Learning · Computer Science 2018-05-15 Megumi Miyashita , Shiro Yano , Toshiyuki Kondo

We investigate the theoretical aspects of offline reinforcement learning (RL) under general function approximation. While prior works (e.g., Xie et al., 2021) have established the theoretical foundations of learning a good policy from…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Yuheng Zhang , Nan Jiang

With the impact of real-time processing being realized in the recent past, the need for efficient implementations of reinforcement learning algorithms has been on the rise. Albeit the numerous advantages of Bellman equations utilized in RL…

Machine Learning · Computer Science 2023-03-15 Saumil Shivdikar , Jagannath Nirmal

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

This paper provides a unifying view of a wide range of problems of interest in machine learning by framing them as the minimization of functionals defined on the space of probability measures. In particular, we show that generative…

Machine Learning · Computer Science 2019-05-21 Casey Chu , Jose Blanchet , Peter Glynn

Reinforcement learning (RL) is always the preferred embodiment to construct the control strategy of complex tasks, like asymmetric assembly tasks. However, the convergence speed of reinforcement learning severely restricts its practical…

Machine Learning · Computer Science 2021-04-12 Yuhang Gai , Jiuming Guo , Dan Wu , Ken Chen

Recent works in Reinforcement Learning (RL) combine model-free (Mf)-RL algorithms with model-based (Mb)-RL approaches to get the best from both: asymptotic performance of Mf-RL and high sample-efficiency of Mb-RL. Inspired by these works,…

Machine Learning · Computer Science 2021-10-26 Soumya Rani Samineni

Recent works in Reinforcement Learning (RL) combine model-free (Mf)-RL algorithms with model-based (Mb)-RL approaches to get the best from both: asymptotic performance of Mf-RL and high sample-efficiency of Mb-RL. Inspired by these works,…

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

Modern policy optimization methods in reinforcement learning, such as TRPO and PPO, owe their success to the use of parameterized policies. However, while theoretical guarantees have been established for this class of algorithms, especially…

Machine Learning · Statistics 2024-02-14 Carlo Alfano , Rui Yuan , Patrick Rebeschini

Despite advancements in deep reinforcement learning algorithms, developing an effective exploration strategy is still an open problem. Most existing exploration strategies either are based on simple heuristics, or require the model of the…

Machine Learning · Computer Science 2021-02-11 Arash Mahyari

Model-based offline reinforcement learning methods (RL) have achieved state-of-the-art performance in many decision-making problems thanks to their sample efficiency and generalizability. Despite these advancements, existing model-based…

Machine Learning · Computer Science 2024-01-23 Mao Hong , Zhiyue Zhang , Yue Wu , Yanxun Xu

Learning-to-optimize (L2O) is an emerging research area in large-scale optimization with applications in data science. Recently, researchers have proposed a novel L2O framework called learned mirror descent (LMD), based on the classical…

Optimization and Control · Mathematics 2024-05-13 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Carola-Bibiane Schönlieb

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

Diffusion policies have achieved great success in online reinforcement learning (RL) due to their strong expressive capacity. However, the inference of diffusion policy models relies on a slow iterative sampling process, which limits their…

Machine Learning · Computer Science 2025-10-17 Tianyi Chen , Haitong Ma , Na Li , Kai Wang , Bo Dai

In this paper, we propose, analyze and demonstrate a dynamic momentum method to accelerate power and inverse power iterations with minimal computational overhead. The method can be applied to real diagonalizable matrices, is provably…

Numerical Analysis · Mathematics 2024-07-08 Christian Austin , Sara Pollock , Yunrong Zhu

We focus on parameterized policy search for reinforcement learning over continuous action spaces. Typically, one assumes the score function associated with a policy is bounded, which fails to hold even for Gaussian policies. To properly…

Machine Learning · Computer Science 2022-02-01 Amrit Singh Bedi , Souradip Chakraborty , Anjaly Parayil , Brian Sadler , Pratap Tokekar , Alec Koppel