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The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

机器学习 · 计算机科学 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

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

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

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

机器学习 · 计算机科学 2023-10-10 Shalabh Bhatnagar

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

机器学习 · 计算机科学 2022-09-07 W. J. A. van Heeswijk

For reinforcement learning on complex stochastic systems where many factors dynamically impact the output trajectories, it is desirable to effectively leverage the information from historical samples collected in previous iterations to…

机器学习 · 统计学 2022-09-13 Hua Zheng , Wei Xie , M. Ben Feng

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

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

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

机器学习 · 计算机科学 2019-11-13 Mattis Manfred Kämmerer

Built on our previous study on green simulation assisted policy gradient (GS-PG) focusing on trajectory-based reuse, in this paper, we consider infinite-horizon Markov Decision Processes and create a new importance sampling based policy…

机器学习 · 计算机科学 2022-06-22 Hua Zheng , Wei Xie

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

机器学习 · 计算机科学 2019-11-27 Kaixiang Lin , Jiayu Zhou

Effective reinforcement learning (RL) for complex stochastic systems requires leveraging historical data collected in previous iterations to accelerate policy optimization. Classical experience replay treats all past observations uniformly…

机器学习 · 统计学 2026-02-06 Hua Zheng , Wei Xie , M. Ben Feng , Keilung Choy

We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…

机器学习 · 计算机科学 2025-08-15 Enric Ribera Borrell , Lorenz Richter , Christof Schütte

We present a new method for estimating the expected return of a POMDP from experience. The method does not assume any knowledge of the POMDP and allows the experience to be gathered from an arbitrary sequence of policies. The return is…

人工智能 · 计算机科学 2013-01-14 Christian R. Shelton

Experience replay is a core ingredient of modern deep reinforcement learning, yet its benefits in policy optimization are poorly understood beyond empirical heuristics. This paper develops a novel theoretical framework for experience replay…

机器学习 · 计算机科学 2026-02-04 Hua Zheng , Wei Xie , M. Ben Feng

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

机器学习 · 计算机科学 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

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…

Many popular policy gradient methods for reinforcement learning follow a biased approximation of the policy gradient known as the discounted approximation. While it has been shown that the discounted approximation of the policy gradient is…

机器学习 · 计算机科学 2023-01-10 Chris Nota

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

机器学习 · 计算机科学 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

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
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