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Related papers: MePoly: Max Entropy Polynomial Policy Optimization

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Model predictive control (MPC) is a de facto standard control algorithm across the process industries. There remain, however, applications where MPC is impractical because an optimization problem is solved at each time step. We present a…

Optimization and Control · Mathematics 2019-07-10 Robert J. Lovelett , Felix Dietrich , Seungjoon Lee , Ioannis G. Kevrekidis

Efficient exploration remains a central challenge in reinforcement learning, serving as a useful pretraining objective for data collection, particularly when an external reward function is unavailable. A principled formulation of the…

Machine Learning · Computer Science 2026-03-16 Jacob Adamczyk , Adam Kamoski , Rahul V. Kulkarni

Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance…

Machine Learning · Computer Science 2019-12-02 Qi Zhou , Houqiang Li , Jie Wang

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are generally considered to be intractable for large models. The intractability of these algorithms is to a large extent a…

Artificial Intelligence · Computer Science 2011-10-05 N. Roy , G. Gordon , S. Thrun

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

We employ optimal control theory to study the problem of estimating the probability density function from a data set originating from an unknown probability distribution. The original variational problem is reformulated as a multi-stage…

Optimization and Control · Mathematics 2025-10-02 Markus Hegland , C. Yalçın Kaya

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

This paper discusses the application of L1-regularized maximum entropy modeling or SL1-Max [9] to multiclass categorization problems. A new modification to the SL1-Max fast sequential learning algorithm is proposed to handle conditional…

Machine Learning · Computer Science 2007-05-23 Patrick Haffner , Steven Phillips , Rob Schapire

Among on-policy reinforcement learning algorithms, Proximal Policy Optimization (PPO) demonstrates is widely favored for its simplicity, numerical stability, and strong empirical performance. Standard PPO relies on surrogate objectives…

Machine Learning · Computer Science 2026-02-03 Shunpeng Yang , Ben Liu , Hua Chen

Two hitherto disconnected threads of research, diverse exploration (DE) and maximum entropy RL have addressed a wide range of problems facing reinforcement learning algorithms via ostensibly distinct mechanisms. In this work, we identify a…

Machine Learning · Computer Science 2019-11-05 Andrew Cohen , Lei Yu , Xingye Qiao , Xiangrong Tong

We consider the problem of sampling from a discrete and structured distribution as a sequential decision problem, where the objective is to find a stochastic policy such that objects are sampled at the end of this sequential process…

Machine Learning · Computer Science 2024-05-29 Tristan Deleu , Padideh Nouri , Nikolay Malkin , Doina Precup , Yoshua Bengio

The Soft Actor-Critic (SAC) algorithm with a Gaussian policy has become a mainstream implementation for realizing the Maximum Entropy Reinforcement Learning (MaxEnt RL) objective, which incorporates entropy maximization to encourage…

Machine Learning · Computer Science 2025-06-09 Xiaoyi Dong , Jian Cheng , Xi Sheryl Zhang

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

The transfer of knowledge from one policy to another is an important tool in Deep Reinforcement Learning. This process, referred to as distillation, has been used to great success, for example, by enhancing the optimisation of agents,…

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue