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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.

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129258386515 · Jun 202019922001200920172026
48 results for policy gradients

Off-policy stochastic actor-critic methods rely on approximating the stochastic policy gradient in order to derive an optimal policy. One may also derive the optimal policy by approximating the action-value gradient. The use of action-value gradients is desirable as policy improvement occurs along the direction of stee…

2017-03-06abs ↗pdf ↗

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 …

2019-11-12abs ↗pdf ↗

Paper tackles efficient policy gradient estimation from off-policy data.

problem Estimating policy gradients from off-policy data is challenging and inefficient.
method Derives asymptotic lower bounds, proposes a meta-algorithm with 3-way robustness, and establishes convergence guarantees.
result Meta-algorithm achieves the lower bound on mean-squared error without parametric assumptions.

New kk-step policy gradient method avoids local optima in restricted policy classes.

problem Suboptimal local optima in policy gradient methods for restricted policy classes.
method Proposes a kk-step policy gradient method to escape myopic local optima.
result The method converges to near optimal solutions exponentially close to the optimal deterministic policy.

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 …

2019-03-13abs ↗pdf ↗

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…

2018-11-22abs ↗pdf ↗

The paper interprets policy-gradient algorithms using continuation theory.

problem Optimizing nonconvex functions in reinforcement learning.
method Formulates policy optimization as optimization by continuation, interprets policy-gradient algorithms as implicitly optimizing deterministic policies.
result Exploration in policy-gradient algorithms is seen as computing a continuation of the return of the policy.

Large deviations theory applied to policy gradient methods.

problem Understanding convergence of policy gradient methods in reinforcement learning.
method Large deviation rate function and contraction principle from large deviations theory.
result Convergence properties of policy gradient methods can be extended to various policy parametrizations.

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the gradient, instead of relying only on the action in the sampled trajectory. We es…

2017-06-15abs ↗pdf ↗

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates (or sums) across actions when estimating the gradient, instead of relying only on the action in the sampled trajectory…

2018-01-10abs ↗pdf ↗

Develops DPG methods for continuous-time RL with deterministic policies.

problem High variance and slow convergence in stochastic policy RL methods.
method Derives continuous-time policy gradient formula and proposes CT-DDPG algorithm.
result CT-DDPG achieves superior stability and faster convergence in continuous-time RL.

Recent advances in policy gradient methods and deep learning have demonstrated their applicability for complex reinforcement learning problems. However, the variance of the performance gradient estimates obtained from the simulation is often excessive, leading to poor sample efficiency. In this paper, we apply the stoc…

2017-10-17abs ↗pdf ↗

DSPI connects natural policy gradient to policy iteration, proving global convergence.

problem Optimizing policies in reinforcement learning.
method DSPI framework, combining smoothed policy iteration and natural policy gradient.
result DSPI achieves geometric convergence and optimal complexity for policy optimization.

Paper proposes a policy gradient method for confounded POMDPs.

problem Estimating policy gradients for confounded POMDPs with continuous state and observation spaces.
method Developed a novel identification result to estimate policy gradients using offline data, solved conditional moment restrictions, and applied min-max learning with function approximation.
result Showed global convergence of the proposed algorithm in finding the optimal policy.

Proposes log density gradient to improve reinforcement learning sample complexity.

problem Residual error in gradient estimation in policy gradient methods.
method Log density gradient method to correct residual error, using state-action discounted distributional formulation.
result Min-max optimization method to approximate log density gradient with on-policy samples, achieving sample complexity of m1/2m^{-1/2}.

New methods estimate policy value and gradients for deterministic policies from off-policy data.

problem Estimating policy value and gradients for deterministic policies from off-policy data.
method Proposed new doubly robust estimators based on kernelization approaches.
result Demonstrated a rate independent of horizon length for policy value and gradient estimation.

Policy gradient methods with aggregated states can achieve better performance than approximate policy iteration.

problem Approximation errors in policy and value function approximations.
method State-aggregated representations and policy gradient methods.
result Policy gradient methods can achieve a per-period regret bounded by ε, while approximate policy iteration and value iteration have a higher regret.

We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the distribution of states visited under the behavior policy used to collect data, and what …

2019-04-17abs ↗pdf ↗

Softmax policy gradient achieves global optimality in wide neural networks with entropy regularization.

problem Optimizing softmax policies with neural networks in the mean-field regime.
method Modeling neural networks as Wasserstein gradient flows and proving global optimality of fixed points.
result Global optimality of softmax policy gradient in wide single hidden layer neural networks with entropy regularization.

Paper analyzes convergence of dynamic policy gradient for MDPs, improving performance in finite-time problems.

problem Optimal policies in finite-time MDPs are not stationary and require epoch-specific training.
method Introduces dynamic policy gradient combining dynamic programming and policy gradient, analyzes convergence for softmax parametrisation.
result Dynamic policy gradient training exploits finite-time structure, leading to better convergence bounds.

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…

2016-11-05abs ↗pdf ↗

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…

2019-03-27abs ↗pdf ↗

MAGE optimizes policies using action gradients from model-based learning.

problem Lack of direct gradient information from critics in actor-critic methods.
method Model-based actor-critic algorithm that learns action-value gradient.
result MAGE outperforms model-free and model-based baselines on continuous control tasks.

We address the challenge of effective exploration while maintaining good performance in policy gradient methods. As a solution, we propose diverse exploration (DE) via conjugate policies. DE learns and deploys a set of conjugate policies which can be conveniently generated as a byproduct of conjugate gradient descent. …

2019-02-10abs ↗pdf ↗

Softmax policy gradient methods converge at O(1/t)O(1/t) rate with constants depending on problem and initialization.

problem Understanding convergence rates of softmax policy gradient methods in tabular settings.
method Analysis of softmax policy gradient and entropy regularized policy gradient methods, using Łojasiewicz inequality and lower bounds.
result Entropy regularization improves convergence rate from O(1/t)O(1/t) to O(ect)O(e^{-c \cdot t}).

Many continuous control tasks have bounded action spaces. When policy gradient methods are applied to such tasks, out-of-bound actions need to be clipped before execution, while policies are usually optimized as if the actions are not clipped. We propose a policy gradient estimator that exploits the knowledge of action…

2018-02-21abs ↗pdf ↗

Paper presents a new policy gradient theorem using weak derivatives for reinforcement learning.

problem Continuous state-action reinforcement learning problems.
method Introduced an alternative policy gradient theorem using weak derivatives.
result The new approach yields algorithms that converge almost surely to stationary points of the value function.

Policy gradient method proves convergence in imperfect-information games.

problem Policy gradient methods in imperfect-information games (EFGs).
method Policy gradient approach with best-iterate convergence.
result Policy gradient leads to provable best-iterate convergence in self-play EFGs.

This work analyzes the gap between off-policy and on-policy policy gradient methods and provides conditions to reduce this gap.

problem The gap between off-policy and on-policy policy gradient methods and conditions to reduce it.
method Theoretical analysis and empirical evidence of conditions to reduce the on-off gap.
result Conditions to reduce the on-off gap between off-policy and on-policy policy gradient methods.

New method for RL with general utilities using variational policy gradient.

problem Optimizing policies with general concave utility functions in RL.
method Derives Variational Policy Gradient Theorem, develops variational Monte Carlo gradient estimation algorithm.
result Global convergence to optimal policy for general objectives, exponential convergence under strong convexity.

This paper studies GAIL's global convergence for general MDP and nonlinear rewards.

problem Understanding when GAIL algorithms achieve global convergence for general MDP and nonlinear rewards.
method Characterization of global convergence for various policy gradient algorithms applied to GAIL.
result First systematic theoretical study of GAIL for global convergence.

Short note on soft-max and policy gradients in bandit problems using Lyapunov functions.

problem Analyzing soft-max and policy gradient methods in bandit problems.
method Lyapunov function argument for soft-max and differential equations for policy gradient algorithms.
result Regret bounds for soft-max and a different policy gradient algorithm in bandit problems.

Policy-gradient method controls multiple non-cohesive targets.

problem Controlling multiple non-cohesive targets in a decentralized manner.
method Proximal Policy Optimization for target selection and driving.
result Effective control of non-cohesive targets without prior dynamics knowledge.

The paper analyzes the intrinsic exploration terms in policy-gradient algorithms.

problem Exploration in policy-gradient algorithms and its impact on policy optimization.
method Numerical optimization criteria and stochastic gradient analysis.
result Exploration techniques improve policy optimization by smoothing the learning objective and modifying gradient estimates.