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相关论文: Stochastic Variance Reduction for Policy Gradient …

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Deep Policy Gradient (PG) algorithms employ value networks to drive the learning of parameterized policies and reduce the variance of the gradient estimates. However, value function approximation gets stuck in local optima and struggles to…

机器学习 · 计算机科学 2023-02-21 Enrico Marchesini , Christopher Amato

Variance reduction methods such as SVRG and SpiderBoost use a mixture of large and small batch gradients to reduce the variance of stochastic gradients. Compared to SGD, these methods require at least double the number of operations per…

机器学习 · 计算机科学 2020-01-28 Melih Elibol , Lihua Lei , Michael I. Jordan

Stochastic gradient algorithms estimate the gradient based on only one or a few samples and enjoy low computational cost per iteration. They have been widely used in large-scale optimization problems. However, stochastic gradient algorithms…

数值分析 · 计算机科学 2015-07-13 Pinghua Gong , Jieping Ye

In this paper, we address \ac{SGNEP} seeking with risk-neutral agents. Our main contribution lies the development of a stochastic variance-reduced gradient (SVRG) technique, modified to contend with general sample spaces, within a…

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…

机器学习 · 计算机科学 2020-10-19 Jingbin Liu , Xinyang Gu , Shuai Liu

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

最优化与控制 · 数学 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

In this paper, we introduce an unbiased gradient simulation algorithms for solving convex optimization problem with stochastic function compositions. We show that the unbiased gradient generated from the algorithm has finite variance and…

最优化与控制 · 数学 2017-11-22 Jose Blanchet , Donald Goldfarb , Garud Iyengar , Fengpei Li , Chaoxu Zhou

We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…

机器学习 · 计算机科学 2022-09-19 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Dung Nguyen , Kien Do , Sunil Gupta , Svetha Venkatesh

Reinforcement learning with verifiable rewards (RLVR) has become a practical route to improve large language model reasoning, and Group Relative Policy Optimization (GRPO) is a widely used optimizer in this setting. However, RLVR training…

机器学习 · 计算机科学 2026-05-14 Tue Le , Linh Ngo Van , Trung Le

Variance-reduced stochastic gradient methods have gained popularity in recent times. Several variants exist with different strategies for the storing and sampling of gradients and this work concerns the interactions between these two…

最优化与控制 · 数学 2022-10-19 Martin Morin , Pontus Giselsson

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

机器学习 · 计算机科学 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

Our goal is to improve variance reducing stochastic methods through better control variates. We first propose a modification of SVRG which uses the Hessian to track gradients over time, rather than to recondition, increasing the correlation…

最优化与控制 · 数学 2018-04-03 Robert M. Gower , Nicolas Le Roux , Francis Bach

We present the stochastic decoupled policy gradient (SDPG), a lightweight visual reinforcement learning (RL) method that trains diverse visuomotor control policies end-to-end within a few hours on a single NVIDIA RTX 4080 GPU. SDPG…

机器人学 · 计算机科学 2026-05-27 Haoxiang You , Yilang Liu , Davis Zong , Qian Wang , Teeratham Vitchutripop , Qi Wang , Daniel Rakita , Ian Abraham

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

机器学习 · 计算机科学 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

机器学习 · 计算机科学 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. This point of view covers the stochastic gradient…

机器学习 · 统计学 2019-05-08 Andrei Kulunchakov , Julien Mairal

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

机器学习 · 计算机科学 2019-12-24 Jie Chen , Ronny Luss

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

机器学习 · 计算机科学 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

Atomic-scale materials synthesis via layer deposition techniques present a unique opportunity to control material structures and yield systems that display unique functional properties that cannot be stabilized using traditional bulk…

计算物理 · 物理学 2020-06-30 Siyan Liu , Nikolay Borodinov , Lukas Vlcek , Dan Lu , Nouamane Laanait , Rama K. Vasudevan

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

机器学习 · 计算机科学 2024-06-25 Nithia Vijayan , Prashanth L. A