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Related papers: Policy gradient methods for ordinal policies

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This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Despite the success achieved by the analysis of supervised learning algorithms in the framework of statistical mechanics, reinforcement learning has remained largely untouched. Here we move towards closing the gap by analyzing the dynamics…

Statistical Mechanics · Physics 2022-09-02 Riccardo Fabbricatore , Vladimir V. Palyulin

Many real-world problems require trading off multiple competing objectives. However, these objectives are often in different units and/or scales, which can make it challenging for practitioners to express numerical preferences over…

Policy gradient methods have been frequently applied to problems in control and reinforcement learning with great success, yet existing convergence analysis still relies on non-intuitive, impractical and often opaque conditions. In…

Machine Learning · Computer Science 2022-04-08 Matthew S. Zhang , Murat A. Erdogdu , Animesh Garg

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

Policy-gradient methods are widely used for learning control policies. They can be easily distributed to multiple workers and reach state-of-the-art results in many domains. Unfortunately, they exhibit large variance and subsequently suffer…

Machine Learning · Computer Science 2022-09-29 Gal Dalal , Assaf Hallak , Shie Mannor , Gal Chechik

A reinforcement learning (RL) policy trained in a nominal environment could fail in a new/perturbed environment due to the existence of dynamic variations. Existing robust methods try to obtain a fixed policy for all envisioned dynamic…

Machine Learning · Computer Science 2022-03-10 Yikun Cheng , Pan Zhao , Manan Gandhi , Bo Li , Evangelos Theodorou , Naira Hovakimyan

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

Reinforcement learning (RL) in discrete action space is ubiquitous in real-world applications, but its complexity grows exponentially with the action-space dimension, making it challenging to apply existing on-policy gradient based deep RL…

Machine Learning · Statistics 2020-02-24 Yuguang Yue , Yunhao Tang , Mingzhang Yin , Mingyuan Zhou

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

Machine Learning · Statistics 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Multi-task learning is a very challenging problem in reinforcement learning. While training multiple tasks jointly allow the policies to share parameters across different tasks, the optimization problem becomes non-trivial: It remains…

Machine Learning · Computer Science 2020-12-08 Ruihan Yang , Huazhe Xu , Yi Wu , Xiaolong Wang

Policy gradient (PG) estimators are ineffective in dealing with softmax policies that are sub-optimally saturated, which refers to the situation when the policy concentrates its probability mass on sub-optimal actions. Sub-optimal policy…

Machine Learning · Computer Science 2022-02-25 Shivam Garg , Samuele Tosatto , Yangchen Pan , Martha White , A. Rupam Mahmood

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

Optimization and Control · Mathematics 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

Policy gradient based reinforcement learning algorithms coupled with neural networks have shown success in learning complex policies in the model free continuous action space control setting. However, explicitly parameterized policies are…

Machine Learning · Computer Science 2019-09-30 Oliver Richter , Roger Wattenhofer

This paper considers policy search in continuous state-action reinforcement learning problems. Typically, one computes search directions using a classic expression for the policy gradient called the Policy Gradient Theorem, which decomposes…

Machine Learning · Computer Science 2020-04-13 Sujay Bhatt , Alec Koppel , Vikram Krishnamurthy

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

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

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