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Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

机器学习 · 计算机科学 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

机器学习 · 计算机科学 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

最优化与控制 · 数学 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

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…

最优化与控制 · 数学 2025-01-27 Mo Zhou , Jianfeng Lu

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…

机器学习 · 计算机科学 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

In reinforcement learning, off-policy actor-critic methods like DDPG and TD3 use deterministic policy gradients: the Q-function is learned from environment data, while the actor maximizes it via gradient ascent. We observe that in complex…

机器学习 · 计算机科学 2025-10-13 Ayush Jain , Norio Kosaka , Xinhu Li , Kyung-Min Kim , Erdem Bıyık , Joseph J. Lim

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

机器学习 · 计算机科学 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

机器学习 · 计算机科学 2019-03-25 Yan Zhang , Michael M. Zavlanos

We identify a fundamental problem in policy gradient-based methods in continuous control. As policy gradient methods require the agent's underlying probability distribution, they limit policy representation to parametric distribution…

机器学习 · 计算机科学 2019-11-26 Chen Tessler , Guy Tennenholtz , Shie Mannor

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

机器学习 · 计算机科学 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

We systematically develop a learning-based treatment of stochastic optimal control (SOC), relying on direct optimization of parametric control policies. We propose a derivation of adjoint sensitivity results for stochastic differential…

机器学习 · 计算机科学 2021-06-08 Stefano Massaroli , Michael Poli , Stefano Peluchetti , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

Off-policy reinforcement learning enables near-optimal policy from suboptimal experience, thereby provisions opportunity for artificial intelligence applications in healthcare. Previous works have mainly framed patient-clinician…

人工智能 · 计算机科学 2018-06-05 Luchen Li , Matthieu Komorowski , Aldo A. Faisal

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

机器学习 · 计算机科学 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

计算金融 · 定量金融 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

机器学习 · 计算机科学 2020-11-05 Nathan Kallus , Masatoshi Uehara

Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

机器学习 · 计算机科学 2020-06-09 Nathan Kallus , Masatoshi Uehara

We develop a normative framework for hierarchical model-based policy optimization based on applying second-order methods in the space of all possible state-action paths. The resulting natural path gradient performs policy updates in a…

机器学习 · 计算机科学 2020-01-03 Daniel McNamee

We present a methodology to deploy the stochastic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, allowing one to enforce safety via hard constraints.…

系统与控制 · 电气工程与系统科学 2024-09-23 Sebastien Gros , Mario Zanon

Optimizing dynamic risk with stochastic policies is challenging in both policy updates and value learning. The former typically requires transition perturbation, while the latter may rely on model-based approaches. To address these…

机器学习 · 计算机科学 2026-05-11 Yudong Luo , Erick Delage