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相关论文: Policy Gradient with Second Order Momentum

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Natural policy gradient methods are popular reinforcement learning methods that improve the stability of policy gradient methods by utilizing second-order approximations to precondition the gradient with the inverse of the…

机器学习 · 计算机科学 2022-10-12 Brennan Gebotys , Alexander Wong , David A. Clausi

Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum…

机器学习 · 计算机科学 2024-01-23 Jie Feng , Ke Wei , Jinchi Chen

Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced…

机器学习 · 计算机科学 2023-11-28 Saber Salehkaleybar , Sadegh Khorasani , Negar Kiyavash , Niao He , Patrick Thiran

In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy…

最优化与控制 · 数学 2023-01-31 Jinsong Liu , Chenghan Xie , Qi Deng , Dongdong Ge , Yinyu Ye

Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…

系统与控制 · 电气工程与系统科学 2025-11-05 Amirreza Valaei , Arash Bahari Kordabad , Sadegh Soudjani

We develop a new algorithm for non-convex stochastic optimization that finds an $\epsilon$-critical point in the optimal $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector product computations. Our algorithm uses Hessian-vector…

机器学习 · 计算机科学 2021-07-13 Hoang Tran , Ashok Cutkosky

In the context of the optimization of Deep Neural Networks, we propose to rescale the learning rate using a new technique of automatic differentiation. This technique relies on the computation of the {\em curvature}, a second order…

神经与进化计算 · 计算机科学 2022-10-27 Frédéric de Gournay , Alban Gossard

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

最优化与控制 · 数学 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

Policy gradient (PG) is widely used in reinforcement learning due to its scalability and good performance. In recent years, several variance-reduced PG methods have been proposed with a theoretical guarantee of converging to an approximate…

机器学习 · 计算机科学 2025-10-01 Sadegh Khorasani , Saber Salehkaleybar , Negar Kiyavash , Niao He , Matthias Grossglauser

Reinforcement learning is essential for neural architecture search and hyperparameter optimization, but the conventional approaches impede widespread use due to prohibitive time and computational costs. Inspired by DeepSeek-V3 multi-token…

机器学习 · 计算机科学 2025-06-19 Zheng Li , Jerry Cheng , Huanying Helen Gu

We address the discounted reward setting in reinforcement learning (RL). To mitigate the value approximation challenges in policy gradient methods, actor-critic approaches have been developed and are known to converge to stationary points…

机器学习 · 计算机科学 2026-05-15 Sanjeev Manivannan , Shuban V

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

In this paper, we propose a novel algorithm named STOchastic Recursive Momentum for Policy Gradient (STORM-PG), which operates a SARAH-type stochastic recursive variance-reduced policy gradient in an exponential moving average fashion.…

机器学习 · 统计学 2020-03-10 Huizhuo Yuan , Xiangru Lian , Ji Liu , Yuren Zhou

Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…

机器学习 · 计算机科学 2023-11-09 Ilyas Fatkhullin , Anas Barakat , Anastasia Kireeva , Niao He

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization. The hybrid policy…

机器学习 · 计算机科学 2020-09-23 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Phuong Ha Nguyen , Marten van Dijk , Quoc Tran-Dinh

In this paper, we study a second-order approach to policy optimization in reinforcement learning. Existing second-order methods often suffer from suboptimal sample complexity or rely on unrealistic assumptions about importance sampling. To…

机器学习 · 计算机科学 2025-07-15 Cheng Sun , Zhen Zhang , Shaofu Yang

We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional (SF) based gradient estimation scheme. The first algorithm…

机器学习 · 计算机科学 2024-06-25 Nithia Vijayan , Prashanth L. A

Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

机器学习 · 计算机科学 2024-05-22 Haobin Zhang , Zhuang Yang

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

We introduce Hindsight-Guided Momentum (HGM), a first-order optimization algorithm that adaptively scales learning rates based on the directional consistency of recent updates. Traditional adaptive methods, such as Adam or RMSprop , adapt…

最优化与控制 · 数学 2025-07-01 Krisanu Sarkar
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