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Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

机器学习 · 计算机科学 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

We study reinforcement learning (RL) in the agnostic policy learning setting, where the goal is to find a policy whose performance is competitive with the best policy in a given class of interest $\Pi$ -- crucially, without assuming that…

机器学习 · 计算机科学 2025-07-08 Uri Sherman , Tomer Koren , Yishay Mansour

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

机器学习 · 计算机科学 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

最优化与控制 · 数学 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

In real-world scenarios, risk-averse learning is valuable for mitigating potential adverse outcomes. However, the delayed feedback makes it challenging to assess and manage risk effectively. In this paper, we investigate risk-averse…

机器学习 · 计算机科学 2025-08-06 Siyi Wang , Zifan Wang , Karl Henrik Johansson , Sandra Hirche

Goal-Conditioned Reinforcement Learning (RL) problems often have access to sparse rewards where the agent receives a reward signal only when it has achieved the goal, making policy optimization a difficult problem. Several works augment…

机器学习 · 计算机科学 2023-10-11 Siddhant Agarwal , Ishan Durugkar , Peter Stone , Amy Zhang

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

Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…

机器学习 · 计算机科学 2025-07-03 Xiaocong Chen , Siyu Wang , Tong Yu , Lina Yao

We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications.…

机器学习 · 计算机科学 2018-05-31 Matthew Fellows , Kamil Ciosek , Shimon Whiteson

We study trade-offs between convergence rate and robustness to gradient errors in the context of first-order methods. Our focus is on generalized momentum methods (GMMs)--a broad class that includes Nesterov's accelerated gradient,…

最优化与控制 · 数学 2026-01-14 Mert Gürbüzbalaban , Yasa Syed , Necdet Serhat Aybat

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

机器学习 · 计算机科学 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Model-free and model-based reinforcement learning are two ends of a spectrum. Learning a good policy without a dynamic model can be prohibitively expensive. Learning the dynamic model of a system can reduce the cost of learning the policy,…

机器人学 · 计算机科学 2022-01-19 Arash Mehrjou , Ashkan Soleymani , Stefan Bauer , Bernhard Schölkopf

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

机器学习 · 计算机科学 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

Many applications in Reinforcement Learning (RL) usually have noise or stochasticity present in the environment. Beyond their impact on learning, these uncertainties lead the exact same policy to perform differently, i.e. yield different…

机器学习 · 计算机科学 2024-01-23 Manon Flageat , Bryan Lim , Antoine Cully

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

机器学习 · 计算机科学 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

最优化与控制 · 数学 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Reinforcement learning from human feedback (RLHF) has become the dominant paradigm for aligning large language models with human preferences. However, policy gradient methods such as PPO suffer from high variance gradient estimates,…

机器学习 · 计算机科学 2026-01-21 Lukas Abrie Nel

In safe offline reinforcement learning (RL), the objective is to develop a policy that maximizes cumulative rewards while strictly adhering to safety constraints, utilizing only offline data. Traditional methods often face difficulties in…

机器学习 · 计算机科学 2026-02-11 Prajwal Koirala , Zhanhong Jiang , Soumik Sarkar , Cody Fleming

With reinforcement learning, an agent could learn complex behaviors from high-level abstractions of the task. However, exploration and reward shaping remained challenging for existing methods, especially in scenarios where the extrinsic…

机器学习 · 计算机科学 2020-06-11 Jie Chen , Wenjun Xu

Stochastic gradient-based optimisation for discrete latent variable models is challenging due to the high variance of gradients. We introduce a variance reduction technique for score function estimators that makes use of double control…

机器学习 · 统计学 2022-06-07 Michalis K. Titsias , Jiaxin Shi