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Value iteration is a fixed point iteration technique utilized to obtain the optimal value function and policy in a discounted reward Markov Decision Process (MDP). Here, a contraction operator is constructed and applied repeatedly to arrive…

Machine Learning · Computer Science 2021-09-21 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Shalabh Bhatnagar

Background: Deep Deterministic Policy Gradient-based reinforcement learning algorithms utilize Actor-Critic architectures, where both networks are typically trained using identical batches of replayed transitions. However, the learning…

Machine Learning · Computer Science 2025-12-08 Mehmet Efe Lorasdagi , Dogan Can Cicek , Furkan Burak Mutlu , Suleyman Serdar Kozat

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

Offline reinforcement learning (RL) aims to optimize a policy using collected data without online interactions. Model-based approaches are particularly appealing for addressing offline RL challenges because of their capability to mitigate…

Machine Learning · Computer Science 2026-04-14 Hao Li , Xiao-Hu Zhou , Shu-Hai Li , Mei-Jiang Gui , Xiao-Liang Xie , Shi-Qi Liu , Shuang-Yi Wang , Zhen-Qiu Feng , Zeng-Guang Hou

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a gradient expectation representation of the value function,…

Machine Learning · Statistics 2023-03-14 Noufel Frikha , Maximilien Germain , Mathieu Laurière , Huyên Pham , Xuanye Song

Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov…

Machine Learning · Computer Science 2018-04-26 K. Lakshmanan

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is…

Optimization and Control · Mathematics 2025-01-27 Mo Zhou , Jianfeng Lu

Reinforcement learning algorithms are highly sensitive to the choice of hyperparameters, typically requiring significant manual effort to identify hyperparameters that perform well on a new domain. In this paper, we take a step towards…

We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…

Machine Learning · Computer Science 2018-10-16 Ilya Kostrikov , Kumar Krishna Agrawal , Debidatta Dwibedi , Sergey Levine , Jonathan Tompson

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

Second-order optimization methods offer superior convergence rates but are often bottlenecked by the wall-clock cost of Hessian computation and factorization. In the moderate-dimensional regime where the full Hessian fits in memory,…

Optimization and Control · Mathematics 2026-05-18 El Mahdi Chayti , Martin Jaggi

Online reinforcement learning (RL) with complex function approximations such as transformers and deep neural networks plays a significant role in the modern practice of artificial intelligence. Despite its popularity and importance,…

Machine Learning · Computer Science 2025-06-30 Tong Yang , Bo Dai , Lin Xiao , Yuejie Chi

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2022-07-20 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

Deep reinforcement learning (RL) methods have significant potential for dialogue policy optimisation. However, they suffer from a poor performance in the early stages of learning. This is especially problematic for on-line learning with…

Computation and Language · Computer Science 2017-07-06 Pei-Hao Su , Pawel Budzianowski , Stefan Ultes , Milica Gasic , Steve Young

The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify properties of the post-change behavior. It is shown in this…

Optimization and Control · Mathematics 2024-09-16 Austin Cooper , Sean Meyn

One of the preeminent obstacles to scaling multi-agent reinforcement learning to large numbers of agents is assigning credit to individual agents' actions. In this paper, we address this credit assignment problem with an approach that we…

Machine Learning · Computer Science 2021-12-24 Benjamin Freed , Aditya Kapoor , Ian Abraham , Jeff Schneider , Howie Choset

Offline preference-based reinforcement learning (RL), which focuses on optimizing policies using human preferences between pairs of trajectory segments selected from an offline dataset, has emerged as a practical avenue for RL applications.…

Machine Learning · Computer Science 2024-07-08 Chen-Xiao Gao , Shengjun Fang , Chenjun Xiao , Yang Yu , Zongzhang Zhang