Almost sure convergence rates of stochastic gradient methods under gradient domination

S Weissmann, S Klein, W Azizian, L Döring - arxiv preprint arxiv …, 2024 - arxiv.org
Stochastic gradient methods are among the most important algorithms in training machine
learning problems. While classical assumptions such as strong convexity allow a simple …

Practical principled policy optimization for finite MDPs

M Lu, M Aghaei, A Raj, S Vaswani - OPT 2023: Optimization for …, 2023 - openreview.net
We consider (stochastic) softmax policy gradient (PG) methods for finite Markov Decision
Processes (MDP). While the PG objective is not concave, recent research has used …

Dynamic approaches for stochastic gradient methods in reinforcement learning

S Klein - 2024 - madoc.bib.uni-mannheim.de
This work addresses the convergence behaviour of first-order optimization methods in the
context of reinforcement learning. Specifically, we analyse the vanilla Policy Gradient (PG) …