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The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

机器学习 · 计算机科学 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

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

Natural actor-critic (NAC) and its variants, equipped with the representation power of neural networks, have demonstrated impressive empirical success in solving Markov decision problems with large state spaces. In this paper, we present a…

机器学习 · 计算机科学 2022-06-03 Semih Cayci , Niao He , R. Srikant

Model-based planners for partially observable problems must accommodate both model uncertainty during planning and goal uncertainty during objective inference. However, model-based planners may be brittle under these types of uncertainty…

Online off-policy reinforcement learning (RL) is shaped by two coupled choices: the policy class and the update rule. Gaussian policies are fast and have tractable entropy, but struggle with multimodal action distributions. Generative…

机器学习 · 计算机科学 2026-05-22 Zeyuan Wang , Da Li , Yulin Chen , Yuehu Gong , Yanming Guo , Ye Shi , Liang Bai , Tianyuan Yu , Yanwei Fu

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

机器学习 · 计算机科学 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

Improving sample efficiency has been a longstanding goal in reinforcement learning. This paper proposes $\mathtt{VRMPO}$ algorithm: a sample efficient policy gradient method with stochastic mirror descent. In $\mathtt{VRMPO}$, a novel…

机器学习 · 计算机科学 2022-02-10 Long Yang , Yu Zhang , Gang Zheng , Qian Zheng , Pengfei Li , Jianhang Huang , Jun Wen , Gang Pan

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

Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the…

机器学习 · 计算机科学 2023-03-01 Boyi Liu , Qi Cai , Zhuoran Yang , Zhaoran Wang

Many physical questions in fluid dynamics can be recast in terms of norm constrained optimisation problems; which in-turn, can be further recast as unconstrained problems on spherical manifolds. Due to the nonlinearities of the governing…

流体动力学 · 物理学 2024-01-17 Paul M Mannix , Calum S Skene , Didier Auroux , Florence Marcotte

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

最优化与控制 · 数学 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex programming play a significant role in the rapid recovery of…

机器学习 · 统计学 2016-01-20 Eric C. Hall , Rebecca M. Willett

We consider the problem of learning the optimal policy for infinite-horizon Markov decision processes (MDPs). For this purpose, some variant of Stochastic Mirror Descent is proposed for convex programming problems with Lipschitz-continuous…

最优化与控制 · 数学 2022-03-01 Daniil Tiapkin , Alexander Gasnikov

This paper aims to overcome a major obstacle in scaling RL for reasoning with LLMs, namely the collapse of policy entropy. Such phenomenon is consistently observed across vast RL runs without entropy intervention, where the policy entropy…

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

机器学习 · 计算机科学 2024-01-12 Haoyuan Sun , Khashayar Gatmiry , Kwangjun Ahn , Navid Azizan

Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…

机器学习 · 计算机科学 2023-05-11 Argenis Arriojas , Jacob Adamczyk , Stas Tiomkin , Rahul V. Kulkarni

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

偏微分方程分析 · 数学 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call variationally coherent. Since the standard technique of…

最优化与控制 · 数学 2018-07-17 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Stephen Boyd , Peter Glynn

Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts consecutive policies to be 'close' to one another, is…

机器学习 · 计算机科学 2019-12-13 Lior Shani , Yonathan Efroni , Shie Mannor

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

机器学习 · 统计学 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang