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Multi-agent interactions are increasingly important in the context of reinforcement learning, and the theoretical foundations of policy gradient methods have attracted surging research interest. We investigate the global convergence of…

Optimization and Control · Mathematics 2023-03-21 Sarath Pattathil , Kaiqing Zhang , Asuman Ozdaglar

We study the global convergence of policy gradient for infinite-horizon, continuous state and action space, and entropy-regularized Markov decision processes (MDPs). We consider a softmax policy with (one-hidden layer) neural network…

Optimization and Control · Mathematics 2022-06-17 Bekzhan Kerimkulov , James-Michael Leahy , David Šiška , Lukasz Szpruch

Projected policy gradient (PPG) is a basic policy optimization method in reinforcement learning. Given access to exact policy evaluations, previous studies have established the sublinear convergence of PPG for sufficiently small step sizes…

Optimization and Control · Mathematics 2024-09-19 Jiacai Liu , Wenye Li , Dachao Lin , Ke Wei , Zhihua Zhang

We analyze the convergence rate of the unregularized natural policy gradient algorithm with log-linear policy parametrizations in infinite-horizon discounted Markov decision processes. In the deterministic case, when the Q-value is known…

Machine Learning · Computer Science 2023-03-15 Carlo Alfano , Patrick Rebeschini

We study the performance of policy gradient methods for the subclass of Markov games known as Markov potential games (MPGs), which extends the notion of normal-form potential games to the stateful setting and includes the important special…

Multiagent Systems · Computer Science 2022-06-16 Dingyang Chen , Qi Zhang , Thinh T. Doan

We make three contributions toward better understanding policy gradient methods in the tabular setting. First, we show that with the true gradient, policy gradient with a softmax parametrization converges at a $O(1/t)$ rate, with constants…

Machine Learning · Computer Science 2022-06-03 Jincheng Mei , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

In this work, we study $\gamma$-discounted infinite-horizon tabular Markov decision processes (MDPs) and introduce a framework called dynamic policy gradient (DynPG). The framework directly integrates dynamic programming with (any) policy…

Machine Learning · Computer Science 2024-11-08 Sara Klein , Xiangyuan Zhang , Tamer Başar , Simon Weissmann , Leif Döring

In this paper, we revisit and improve the convergence of policy gradient (PG), natural PG (NPG) methods, and their variance-reduced variants, under general smooth policy parametrizations. More specifically, with the Fisher information…

Machine Learning · Computer Science 2022-11-17 Yanli Liu , Kaiqing Zhang , Tamer Başar , Wotao Yin

We prove that, for finite-arm bandits with linear function approximation, the global convergence of policy gradient (PG) methods depends on inter-related properties between the policy update and the representation. textcolor{blue}{First},…

Machine Learning · Computer Science 2025-04-04 Jincheng Mei , Bo Dai , Alekh Agarwal , Mohammad Ghavamzadeh , Csaba Szepesvari , Dale Schuurmans

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

We propose Dual Approximation Policy Optimization (DAPO), a framework that incorporates general function approximation into policy mirror descent methods. In contrast to the popular approach of using the $L_2$-norm to measure function…

Machine Learning · Computer Science 2024-10-03 Zhihan Xiong , Maryam Fazel , Lin Xiao

Policy gradient methods are known to be highly sensitive to the choice of policy parameterization. In particular, the widely used softmax parameterization can induce ill-conditioned optimization landscapes and lead to exponentially slow…

Machine Learning · Computer Science 2026-04-02 Safwan Labbi , Daniil Tiapkin , Paul Mangold , Eric Moulines

We consider infinite-horizon discounted Markov decision problems with finite state and action spaces and study the convergence rates of the projected policy gradient method and a general class of policy mirror descent methods, all with…

Optimization and Control · Mathematics 2022-03-08 Lin Xiao

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

Attention mechanisms have revolutionized several domains of artificial intelligence, such as natural language processing and computer vision, by enabling models to selectively focus on relevant parts of the input data. While recent work has…

Machine Learning · Computer Science 2026-02-03 Addison Kristanto Julistiono , Davoud Ataee Tarzanagh , Navid Azizan

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

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

Improving sample efficiency has been a longstanding goal in reinforcement learning. This paper proposes $\mathtt{VRMPO}$ algorithm: a sample efficient policy gradient method with stochastic mirror descent. In $\mathtt{VRMPO}$, a novel…

Machine Learning · Computer Science 2022-02-10 Long Yang , Yu Zhang , Gang Zheng , Qian Zheng , Pengfei Li , Jianhang Huang , Jun Wen , Gang Pan

Softmax policy gradient is a popular algorithm for policy optimization in single-agent reinforcement learning, particularly since projection is not needed for each gradient update. However, in multi-agent systems, the lack of central…

Optimization and Control · Mathematics 2022-11-01 Runyu Zhang , Jincheng Mei , Bo Dai , Dale Schuurmans , Na Li

Safety is an essential requirement for reinforcement learning systems. The newly emerging framework of robust constrained Markov decision processes allows learning policies that satisfy long-term constraints while providing guarantees under…

Machine Learning · Computer Science 2025-12-19 David M. Bossens , Atsushi Nitanda