STORM-PG uses momentum for faster policy gradient updates.
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
Policy gradient algorithm with variable learning rates achieves near-optimal performance in multi-arm bandit problems.
Short note on soft-max and policy gradients in bandit problems using Lyapunov functions.
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. We mainly use gradient ascent, because it is theoretically well researched. The …
Optimizes Thompson sampling policies using policy gradient methods.
Paper proposes an -policy gradient for online pricing, reducing regret to .
The paper interprets policy-gradient algorithms using continuation theory.
We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which can be misleading about the performance of the target policy when deployed, our…
Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy gradient theorem. We propose a theoretical framework for understanding this phenomen…
We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state transition setting, namely the setting of deterministic policy gradient (DPG). We firstl…
Proposes a new policy gradient algorithm to improve reinforcement learning efficiency and stability.
Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new technique that combines policy gradient with off-policy Q-learning, drawing experie…
Paper tackles efficient policy gradient estimation from off-policy data.
This paper studies GAIL's global convergence for general MDP and nonlinear rewards.
Paper presents a new policy gradient theorem using weak derivatives for reinforcement learning.
Large deviations theory applied to policy gradient methods.
We study a policy gradient method with L2 regularization for MAB problems.
Paper proposes a policy gradient method for confounded POMDPs.
AES improves policy gradient performance by adaptively selecting experience.
A quantum reinforcement learning algorithm reduces sample complexity.
DBQPG improves policy gradient estimation with fewer samples.
Due to the high variance of policy gradients, on-policy optimization algorithms are plagued with low sample efficiency. In this work, we propose Augment-Reinforce-Merge (ARM) policy gradient estimator as an unbiased low-variance alternative to previous baseline estimators on tasks with binary action space, inspired by …
Improving the sample efficiency in reinforcement learning has been a long-standing research problem. In this work, we aim to reduce the sample complexity of existing policy gradient methods. We propose a novel policy gradient algorithm called SRVR-PG, which only requires episodes to find an -approxima…
Developed policy gradient methods for stochastic control with exit time, outperforming traditional techniques in share repurchase pricing.
Policy gradient converges linearly with Hadamard parameterization in tabular settings.
Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we consider the deterministic value gradients to improve the sample efficiency of …
Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient algorithms that perform updates using on-policy samples. The price of such ineffici…
Study policy gradient and actor-critic methods for continuous-time reinforcement learning.
Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence of the policy gradient theorem which provides a simplified form for the gradien…
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods have proven to be very successful in supervised learning. However, their adaptation…
FPGs use structure to improve policy learning in complex tasks.
Unified framework for understanding GRPO as U-statistic.
New algorithm reduces variance in Monte Carlo simulations using deep neural networks and policy gradients.
Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based trajectory optimization methods used for exploration in Deep Deterministic Policy…
The paper investigates the effects of invalid action masking in policy gradient algorithms.
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 sampling is a framework for optimizing such random objectives over large spaces. We show how to combine these techniques to yiel…
New framework for policy gradient methods in continuous time reinforcement learning.
Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic programming techniques, policy gradient algorithms face non-convex optimization pro…
Policy Gradient (PG) algorithms are among the best candidates for the much-anticipated applications of reinforcement learning to real-world control tasks, such as robotics. However, the trial-and-error nature of these methods poses safety issues whenever the learning process itself must be performed on a physical syste…
New method speeds up lifelong learning of complex tasks.
This paper proposes a definition of system health in the context of multiple agents optimizing a joint reward function. We use this definition as a credit assignment term in a policy gradient algorithm to distinguish the contributions of individual agents to the global reward. The health-informed credit assignment is t…
Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully observable environments. In this paper, we generalize a variety of these advances to part…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution, which captures the intrinsic randomness of the long term rewards. Most of the e…
New method improves deep policy gradient algorithms by learning relative state values.
Study shows code-level optimizations significantly impact deep RL algorithms.
New method fine-tunes discrete diffusion models for RLHF tasks.
New adaptive temperature selection improves parallel tempering efficiency.
The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be uniformly optimal for others, no matter where the agent starts from. Furthermore, …