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We propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…

Machine Learning · Computer Science 2022-11-30 Yan Li , Guanghui Lan , Tuo Zhao

There is a long history of using meta learning as representation learning, specifically for determining the relevance of inputs. In this paper, we examine an instance of meta-learning in which feature relevance is learned by adapting step…

Machine Learning · Computer Science 2019-03-11 Alex Kearney , Vivek Veeriah , Jaden Travnik , Patrick M. Pilarski , Richard S. Sutton

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based…

Machine Learning · Statistics 2017-02-24 Assaf Hallak , Shie Mannor

In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)\triangleq\sum_{i=1}^m f_i(x_i)+\Phi(\mathbf{x},y)-h(y)$. We…

Optimization and Control · Mathematics 2023-03-17 E. Yazdandoost Hamedani , A. Jalilzadeh , N. S. Aybat

Policy Dual Averaging (PDA) offers a principled Policy Mirror Descent (PMD) framework that more naturally admits value function approximation than standard PMD, enabling the use of approximate advantage (or Q-) functions while retaining…

Machine Learning · Computer Science 2026-03-12 Ji Gao , Caleb Ju , Guanghui Lan , Zhaohui Tong

This paper presents a novel Learning-based Model Predictive Contouring Control (L-MPCC) algorithm for evasive manoeuvres at the limit of handling. The algorithm uses the Student-t Process (STP) to minimise model mismatches and uncertainties…

Robotics · Computer Science 2024-08-09 Alberto Bertipaglia , Mohsen Alirezaei , Riender Happee , Barys Shyrokau

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…

Optimization and Control · Mathematics 2025-06-10 Jintao Yu , Hongjin He

Data-driven approximations of the Koopman operator are promising for predicting the time evolution of systems characterized by complex dynamics. Among these methods, the approach known as extended dynamic mode decomposition with dictionary…

Machine Learning · Computer Science 2024-03-19 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

Temporal difference (TD) learning is a fundamental technique in reinforcement learning that updates value estimates for states or state-action pairs using a TD target. This target represents an improved estimate of the true value by…

Machine Learning · Computer Science 2024-08-05 Wuhao Wang , Zhiyong Chen , Lepeng Zhang

Temporal difference (TD) learning is a cornerstone reinforcement learning (RL) method for policy evaluation, where the goal is to estimate the value function of a Markov decision process under a fixed policy. While a substantial body of…

Machine Learning · Computer Science 2026-02-02 Donghwan Lee , Do Wan Kim

Human mobility data accumulated from Point-of-Interest (POI) check-ins provides great opportunity for user behavior understanding. However, data quality issues (e.g., geolocation information missing, unreal check-ins, data sparsity) in…

Machine Learning · Computer Science 2022-01-03 Dongbo Xi , Fuzhen Zhuang , Yanchi Liu , Jingjing Gu , Hui Xiong , Qing He

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

Modern policy optimization methods roughly follow the policy mirror descent (PMD) algorithmic template, for which there are by now numerous theoretical convergence results. However, most of these either target tabular environments, or can…

Machine Learning · Computer Science 2025-07-08 Uri Sherman , Tomer Koren , Yishay Mansour

During the preference optimization of large language models (LLMs), distribution shifts may arise between newly generated model samples and the data used to train the reward model (RM). This shift reduces the efficacy of the RM, which in…

Machine Learning · Computer Science 2025-06-11 Tianyuan Shi , Canbin Huang , Fanqi Wan , Longguang Zhong , Ziyi Yang , Weizhou Shen , Xiaojun Quan , Ming Yan

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

This article emphasizes on inconsistencies in the dynamical estimates obtained by first-order transverse discontinuity mapping (TDM) and direct numerical observations for hybrid dynamical systems. Pitfalls of locally linearizing hybrid…

Chaotic Dynamics · Physics 2025-10-21 Rohit Chawla , Aasifa Rounak , Vikram Pakrashi

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker