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We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the…

Machine Learning · Statistics 2018-04-17 Kamil Ciosek , Shimon Whiteson

We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications.…

Machine Learning · Computer Science 2018-05-31 Matthew Fellows , Kamil Ciosek , Shimon Whiteson

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

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

In policy gradient reinforcement learning, access to a differentiable model enables 1st-order gradient estimation that accelerates learning compared to relying solely on derivative-free 0th-order estimators. However, discontinuous dynamics…

Machine Learning · Computer Science 2026-04-21 Ku Onoda , Paavo Parmas , Manato Yaguchi , Yutaka Matsuo

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

Optimization and Control · Mathematics 2026-02-23 Jongmin Lee , Ernest K. Ryu

Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the…

Machine Learning · Computer Science 2018-11-20 George Tucker , Surya Bhupatiraju , Shixiang Gu , Richard E. Turner , Zoubin Ghahramani , Sergey Levine

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

Despite their success, policy gradient methods suffer from high variance of the gradient estimate, which can result in unsatisfactory sample complexity. Recently, numerous variance-reduced extensions of policy gradient methods with provably…

Machine Learning · Computer Science 2022-02-02 Matilde Gargiani , Andrea Zanelli , Andrea Martinelli , Tyler Summers , John Lygeros

Importance sampling has become an indispensable strategy to speed up optimization algorithms for large-scale applications. Improved adaptive variants - using importance values defined by the complete gradient information which changes…

Machine Learning · Computer Science 2017-11-08 Sebastian U. Stich , Anant Raj , Martin Jaggi

This paper introduces two novel modifications to the Dynamic sAmpling Policy Optimization (DAPO) algorithm [1], approached from a mixed-policy perspective. Standard policy gradient methods can suffer from instability and sample…

Machine Learning · Computer Science 2025-08-20 Hongze Tan , Yuchen Li

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…

Machine Learning · Computer Science 2021-11-24 Thomas Spooner , Nelson Vadori , Sumitra Ganesh

Strategic classification studies learning in settings where self-interested users can strategically modify their features to obtain favorable predictive outcomes. A key working assumption, however, is that "favorable" always means…

Machine Learning · Computer Science 2022-06-22 Sagi Levanon , Nir Rosenfeld

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

We show that on-policy policy gradient (PG) and its variance reduction variants can be derived by taking finite difference of function evaluations supplied by estimators from the importance sampling (IS) family for off-policy evaluation…

Machine Learning · Computer Science 2020-06-25 Jiawei Huang , Nan Jiang

In overparameterized logistic regression, gradient descent (GD) iterates diverge in norm while converging in direction to the maximum $\ell_2$-margin solution -- a phenomenon known as the implicit bias of GD. This work investigates…

Machine Learning · Computer Science 2025-07-01 Jingfeng Wu , Peter Bartlett , Matus Telgarsky , Bin Yu

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

Policy Gradient (PG) algorithms are among the best candidates for the much-anticipated applications of reinforcement learning to real-world control tasks, such as robotics. However, the trial-and-error nature of these methods poses safety…

Machine Learning · Computer Science 2022-06-20 Matteo Papini , Matteo Pirotta , Marcello Restelli

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…

Machine Learning · Computer Science 2025-08-08 Newton Mwai , Emil Carlsson , Fredrik D. Johansson