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This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself…

机器学习 · 计算机科学 2026-05-12 Alex DeWeese , Guannan Qu

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

最优化与控制 · 数学 2025-11-17 Rene Carmona , Mathieu Lauriere

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

最优化与控制 · 数学 2024-06-07 Feiran Zhao , Keyou You

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

机器学习 · 统计学 2020-02-21 Nathan Kallus , Masatoshi Uehara

Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…

机器学习 · 统计学 2022-07-04 Rika Antonova , Jingyun Yang , Krishna Murthy Jatavallabhula , Jeannette Bohg

We develop an algorithm that combines model-based and model-free methods for solving a nonlinear optimal control problem with a quadratic cost in which the system model is given by a linear state-space model with a small additive nonlinear…

最优化与控制 · 数学 2022-03-23 Yansong Li , Shuo Han

In recent times, significant advancements have been made in delving into the optimization landscape of policy gradient methods for achieving optimal control in linear time-invariant (LTI) systems. Compared with state-feedback control,…

最优化与控制 · 数学 2023-10-31 Jingliang Duan , Jie Li , Xuyang Chen , Kai Zhao , Shengbo Eben Li , Lin Zhao

Despite the increasing popularity of policy gradient methods, they are yet to be widely utilized in sample-scarce applications, such as robotics. The sample efficiency could be improved by making best usage of available information. As a…

机器学习 · 计算机科学 2023-11-03 Qingfeng Lan , Samuele Tosatto , Homayoon Farrahi , A. Rupam Mahmood

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

最优化与控制 · 数学 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

机器学习 · 计算机科学 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence…

最优化与控制 · 数学 2020-07-09 Zeyu Jin , Johann Michael Schmitt , Zaiwen Wen

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

最优化与控制 · 数学 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

机器学习 · 计算机科学 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

This paper addresses the study of derivative-free smooth optimization problems, where the gradient information on the objective function is unavailable. Two novel general derivative-free methods are proposed and developed for minimizing…

最优化与控制 · 数学 2023-11-29 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

We develop a method for policy architecture search and adaptation via gradient-free optimization which can learn to perform autonomous driving tasks. By learning from both demonstration and environmental reward we develop a model that can…

机器学习 · 计算机科学 2017-10-18 Sayna Ebrahimi , Anna Rohrbach , Trevor Darrell

Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization problems. We characterize the finite-time performance of this…

最优化与控制 · 数学 2020-10-20 Thinh T. Doan , Lam M. Nguyen , Nhan H. Pham , Justin Romberg

While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs has been limited, with most existing results restricted to…

最优化与控制 · 数学 2026-02-23 Jongmin Lee , Ernest K. Ryu

We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on…

机器学习 · 计算机科学 2026-03-10 Anirudh Satheesh , Pankaj Kumar Barman , Washim Uddin Mondal , Vaneet Aggarwal

We provide a new understanding of the stochastic gradient bandit algorithm by showing that it converges to a globally optimal policy almost surely using \emph{any} constant learning rate. This result demonstrates that the stochastic…

机器学习 · 计算机科学 2025-02-12 Jincheng Mei , Bo Dai , Alekh Agarwal , Sharan Vaswani , Anant Raj , Csaba Szepesvari , Dale Schuurmans

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

最优化与控制 · 数学 2021-09-06 Yipeng Pang , Guoqiang Hu