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Wasserstein distributionally robust optimization (WDRO) optimizes against worst-case distributional shifts within a specified uncertainty set, leading to enhanced generalization on unseen adversarial examples, compared to standard…

Machine Learning · Computer Science 2025-03-07 Shuang Liu , Yihan Wang , Yifan Zhu , Yibo Miao , Xiao-Shan Gao

Group Relative Policy Optimisation (GRPO) enhances large language models by estimating advantages across a group of sampled trajectories. However, mapping these trajectory-level advantages to policy updates requires aggregating token-level…

Reinforcement learning algorithms are fundamental to align large language models with human preferences and to enhance their reasoning capabilities. However, current reinforcement learning algorithms often suffer from training instability…

Machine Learning · Computer Science 2025-06-05 Yaru Hao , Li Dong , Xun Wu , Shaohan Huang , Zewen Chi , Furu Wei

We investigate a stochastic program with expected value constraints, addressing the problem in a general context through Distributionally Robust Optimization (DRO) approach using Wasserstein distances, where the ambiguity set depends on the…

Optimization and Control · Mathematics 2023-04-18 Diego Fonseca , Mauricio Junca

Wasserstein distributionally robust optimization (DRO) has gained prominence in operations research and machine learning as a powerful method for achieving solutions with favorable out-of-sample performance. Two compelling explanations for…

Machine Learning · Computer Science 2024-12-23 Qinyu Wu , Jonathan Yu-Meng Li , Tiantian Mao

Policy Optimization (PO) algorithms have been proven particularly suited to handle the high-dimensionality of real-world continuous control tasks. In this context, Trust Region Policy Optimization methods represent a popular approach to…

Machine Learning · Computer Science 2022-10-21 Antonio Terpin , Nicolas Lanzetti , Batuhan Yardim , Florian Dörfler , Giorgia Ramponi

We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…

Machine Learning · Computer Science 2026-02-25 Guixian Chen , Salar Fattahi , Soroosh Shafiee

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to…

Machine Learning · Computer Science 2018-05-23 Yichen Wang , Le Song , Hongyuan Zha

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

Score-function based methods for policy learning, such as REINFORCE and PPO, have delivered strong results in game-playing and robotics, yet their high variance often undermines training stability. Using pathwise policy gradients, i.e.…

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

Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…

Optimization and Control · Mathematics 2026-05-28 Tam Le

We introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space. The flow is a continuous-time analogue of a policy mirror descent…

Optimization and Control · Mathematics 2025-06-09 Bekzhan Kerimkulov , James-Michael Leahy , David Siska , Lukasz Szpruch , Yufei Zhang

Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambiguity set. Although WDRO has been extensively studied in…

Machine Learning · Statistics 2025-11-12 Changyu Liu , Yuling Jiao , Junhui Wang , Jian Huang

While behavior cloning with flow/diffusion policies excels at learning complex skills from demonstrations, it remains vulnerable to distributional shift, and standard RL methods struggle to fine-tune these models due to their iterative…

Machine Learning · Computer Science 2025-10-20 Mingyang Sun , Pengxiang Ding , Weinan Zhang , Donglin Wang

This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…

Optimization and Control · Mathematics 2025-06-19 Simone Di Marino , Emanuele Naldi , Silvia Villa

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Machine Learning · Computer Science 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

Policy gradients methods often achieve better performance when the change in policy is limited to a small Kullback-Leibler divergence. We derive policy gradients where the change in policy is limited to a small Wasserstein distance (or…

Machine Learning · Computer Science 2017-12-21 Pierre H. Richemond , Brendan Maginnis

Direct Preference Optimization (DPO) has been proposed as a promising alternative to Proximal Policy Optimization (PPO) based Reinforcement Learning with Human Feedback (RLHF). However, empirical evaluations consistently reveal suboptimal…

Machine Learning · Computer Science 2025-03-03 Qinwei Ma , Jingzhe Shi , Can Jin , Jenq-Neng Hwang , Serge Belongie , Lei Li