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相关论文: Global Convergence of Policy Gradient Methods to (…

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Policy gradient (PG) methods are popular and efficient for large-scale reinforcement learning due to their relative stability and incremental nature. In recent years, the empirical success of PG methods has led to the development of a…

机器学习 · 计算机科学 2022-05-24 Yuhao Ding , Junzi Zhang , Javad Lavaei

We prove that, for finite-arm bandits with linear function approximation, the global convergence of policy gradient (PG) methods depends on inter-related properties between the policy update and the representation. textcolor{blue}{First},…

机器学习 · 计算机科学 2025-04-04 Jincheng Mei , Bo Dai , Alekh Agarwal , Mohammad Ghavamzadeh , Csaba Szepesvari , Dale Schuurmans

Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…

In this paper, we revisit and improve the convergence of policy gradient (PG), natural PG (NPG) methods, and their variance-reduced variants, under general smooth policy parametrizations. More specifically, with the Fisher information…

机器学习 · 计算机科学 2022-11-17 Yanli Liu , Kaiqing Zhang , Tamer Başar , Wotao Yin

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

机器学习 · 计算机科学 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

机器学习 · 计算机科学 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

最优化与控制 · 数学 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

The softmax policy gradient (PG) method, which performs gradient ascent under softmax policy parameterization, is arguably one of the de facto implementations of policy optimization in modern reinforcement learning. For $\gamma$-discounted…

机器学习 · 计算机科学 2022-12-19 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

机器学习 · 计算机科学 2022-06-22 Jalaj Bhandari , Daniel Russo

With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…

最优化与控制 · 数学 2024-04-19 Xinpei Zhang , Guangyan Jia

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

机器学习 · 统计学 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi

Policy gradient methods, where one searches for the policy of interest by maximizing the value functions using first-order information, become increasingly popular for sequential decision making in reinforcement learning, games, and…

最优化与控制 · 数学 2023-10-10 Shicong Cen , Yuejie Chi

We consider (stochastic) softmax policy gradient (PG) methods for bandits and tabular Markov decision processes (MDPs). While the PG objective is non-concave, recent research has used the objective's smoothness and gradient domination…

机器学习 · 计算机科学 2024-10-01 Michael Lu , Matin Aghaei , Anant Raj , Sharan Vaswani

Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood,…

机器学习 · 计算机科学 2026-05-01 Florian Wolf , Ilyas Fatkhullin , Niao He

Policy gradient (PG) is a reinforcement learning (RL) approach that optimizes a parameterized policy model for an expected return using gradient ascent. While PG can work well even in non-Markovian environments, it may encounter plateaus or…

机器学习 · 计算机科学 2024-07-08 Tetsuro Morimura , Kazuhiro Ota , Kenshi Abe , Peinan Zhang

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

机器学习 · 计算机科学 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

We study the sequential decision making problem of maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gradient method to solve the discounted infinite-horizon…

最优化与控制 · 数学 2025-10-16 Dongsheng Ding , Kaiqing Zhang , Jiali Duan , Tamer Başar , Mihailo R. Jovanović

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

最优化与控制 · 数学 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

Policy gradient (PG) methods are a class of effective reinforcement learning algorithms, particularly when dealing with continuous control problems. They rely on fresh on-policy data, making them sample-inefficient and requiring…

机器学习 · 计算机科学 2026-02-03 Alessandro Montenegro , Federico Mansutti , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…

机器学习 · 计算机科学 2024-07-16 Yuhao Ding , Junzi Zhang , Hyunin Lee , Javad Lavaei
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