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Related papers: Policy gradient methods for ordinal policies

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The softmax policy gradient (PG) method, which performs gradient ascent under softmax policy parameterization, is arguably one of the de facto implementations of policy optimization in modern reinforcement learning. For $\gamma$-discounted…

Machine Learning · Computer Science 2022-12-19 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Post-deployment machine learning algorithms often influence the environments they act in, and thus shift the underlying dynamics that the standard reinforcement learning (RL) methods ignore. While designing optimal algorithms in this…

Machine Learning · Computer Science 2026-02-03 Debabrota Basu , Udvas Das , Brahim Driss , Uddalak Mukherjee

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

Training a classifier over a large number of classes, known as 'extreme classification', has become a topic of major interest with applications in technology, science, and e-commerce. Traditional softmax regression induces a gradient cost…

Machine Learning · Statistics 2020-02-18 Robert Bamler , Stephan Mandt

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

Offline reinforcement learning (RL) methods aim to learn optimal policies with access only to trajectories in a fixed dataset. Policy constraint methods formulate policy learning as an optimization problem that balances maximizing reward…

Machine Learning · Computer Science 2025-03-04 Padmanaba Srinivasan , William Knottenbelt

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…

Machine Learning · Computer Science 2024-03-04 Matthias Lehmann

Despite success in many challenging problems, reinforcement learning (RL) is still confronted with sample inefficiency, which can be mitigated by introducing prior knowledge to agents. However, many transfer techniques in reinforcement…

Machine Learning · Computer Science 2022-09-21 Matheus Centa , Philippe Preux

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

In this work, we show that discretizing action space for continuous control is a simple yet powerful technique for on-policy optimization. The explosion in the number of discrete actions can be efficiently addressed by a policy with…

Machine Learning · Computer Science 2020-03-23 Yunhao Tang , Shipra Agrawal

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

The field of reinforcement learning (RL) is concerned with algorithms for learning optimal policies in unknown stochastic environments. Programmatic RL studies representations of policies as programs, meaning involving higher order…

Machine Learning · Computer Science 2025-01-13 Guruprerana Shabadi , Nathanaël Fijalkow , Théo Matricon

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Reinforcement learning~(RL) is a versatile framework for learning to solve complex real-world tasks. However, influences on the learning performance of RL algorithms are often poorly understood in practice. We discuss different analysis…

Machine Learning · Computer Science 2023-09-14 Jan Schneider , Pierre Schumacher , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…

Machine Learning · Computer Science 2022-10-25 Eric Yang Yu , Zhizhen Qin , Min Kyung Lee , Sicun Gao

Ordinal regression and ranking are challenging due to inherent ordinal dependencies that conventional methods struggle to model. We propose Ranking-Aware Reinforcement Learning (RARL), a novel RL framework that explicitly learns these…

Machine Learning · Computer Science 2026-01-29 Aiming Hao , Chen Zhu , Jiashu Zhu , Jiahong Wu , Xiangxiang Chu

The $Q$-function is a central quantity in many Reinforcement Learning (RL) algorithms for which RL agents behave following a (soft)-greedy policy w.r.t. to $Q$. It is a powerful tool that allows action selection without a model of the…

Machine Learning · Computer Science 2022-06-01 Nino Vieillard , Marcin Andrychowicz , Anton Raichuk , Olivier Pietquin , Matthieu Geist