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This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

This paper proposes a novel approach to construct data-driven online solutions to optimization problems (P) subject to a class of distributionally uncertain dynamical systems. The introduced framework allows for the simultaneous learning of…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Dan Li , Dariush Fooladivanda , Sonia Martinez

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

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

Proximal policy optimization(PPO) has been proposed as a first-order optimization method for reinforcement learning. We should notice that an exterior penalty method is used in it. Often, the minimizers of the exterior penalty functions…

Machine Learning · Computer Science 2018-12-18 Cheng Zeng , Hongming Zhang

Prompt optimization (PO) provides a practical way to improve response quality when users lack the time or expertise to manually craft effective prompts. Existing methods typically rely on LLMs' self-generation ability to optimize prompts.…

Computation and Language · Computer Science 2026-01-13 Zixiao Zhu , Hanzhang Zhou , Zijian Feng , Tianjiao Li , Chua Jia Jim Deryl , Mak Lee Onn , Gee Wah Ng , Kezhi Mao

Preference alignment is pivotal for empowering large language models (LLMs) to generate helpful and harmless responses. However, the performance of preference alignment is highly sensitive to the prevalent noise in the preference data.…

Machine Learning · Computer Science 2024-05-29 Xize Liang , Chao Chen , Shuang Qiu , Jie Wang , Yue Wu , Zhihang Fu , Zhihao Shi , Feng Wu , Jieping Ye

Reinforcement learning (RL) plays an increasingly important role in enhancing the reasoning capabilities of large language models (LLMs), yet stable and performant policy optimization remains challenging. Token-level importance ratios often…

Machine Learning · Computer Science 2025-12-02 Chang Gao , Chujie Zheng , Xiong-Hui Chen , Kai Dang , Shixuan Liu , Bowen Yu , An Yang , Shuai Bai , Jingren Zhou , Junyang Lin

This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…

Portfolio Management · Quantitative Finance 2025-02-06 Daniil Karzanov , Rubén Garzón , Mikhail Terekhov , Caglar Gulcehre , Thomas Raffinot , Marcin Detyniecki

Aligning large language models (LLMs) with human preferences is critical for real-world deployment, yet existing methods like RLHF face computational and stability challenges. While DPO establishes an offline paradigm with single…

Machine Learning · Computer Science 2025-10-28 Junkang Wu , Kexin Huang , Xue Wang , Jinyang Gao , Bolin Ding , Jiancan Wu , Xiangnan He , Xiang Wang

In this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…

Optimization and Control · Mathematics 2022-11-22 Chenyang Qiu , Shanying Zhu , Zichong Ou , Jie Lu

Decision-focused learning (DFL) offers an end-to-end approach to the predict-then-optimize (PO) framework by training predictive models directly on decision loss (DL), enhancing decision-making performance within PO contexts. However, the…

Machine Learning · Computer Science 2025-04-15 Jiaqi Yang , Enming Liang , Zicheng Su , Zhichao Zou , Peng Zhen , Jiecheng Guo , Wanjing Ma , Kun An

While traditional distributionally robust optimization (DRO) aims to minimize the maximal risk over a set of distributions, Agarwal and Zhang (2022) recently proposed a variant that replaces risk with excess risk. Compared to DRO, the new…

Optimization and Control · Mathematics 2024-05-29 Lijun Zhang , Haomin Bai , Wei-Wei Tu , Ping Yang , Yao Hu

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

Performative prediction (PP) is an algorithmic framework for optimizing machine learning (ML) models where the model's deployment affects the distribution of the data it is trained on. Compared to traditional ML with fixed data, designing…

Machine Learning · Computer Science 2025-09-24 Tian Xie , Ding Zhu , Jia Liu , Mahdi Khalili , Xueru Zhang

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

RL-based post-training of language models is almost exclusively done using on-policy methods such as PPO. These methods cannot learn from arbitrary sequences such as those produced earlier in training, in earlier runs, by human experts or…

Machine Learning · Computer Science 2025-03-10 Taco Cohen , David W. Zhang , Kunhao Zheng , Yunhao Tang , Remi Munos , Gabriel Synnaeve

Reinforcement learning (RL) has become central to enhancing reasoning in large language models (LLMs). Yet on-policy algorithms such as Group Relative Policy Optimization (GRPO) often suffer in early training: noisy gradients from…

Machine Learning · Computer Science 2026-03-19 Ziyan Wang , Zheng Wang , Xingwei Qu , Qi Cheng , Jie Fu , Shengpu Tang , Minjia Zhang , Xiaoming Huo

Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…

Robotics · Computer Science 2026-05-11 Hongzhe Yu , Zinuo Chang , Yongxin Chen

Reinforcement learning (RL) has proven remarkably effective at improving the accuracy of language models in verifiable and deterministic domains like mathematics. Here, we examine if current RL methods are also effective at optimizing…

Machine Learning · Computer Science 2025-08-19 Michael Bereket , Jure Leskovec
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