arXiv Machine Learning

OrderGrad: Optimizing Beyond the Mean with Order-Statistic Policy Gradient Estimation

arXiv:2606. 06096v1 Announce Type: new Abstract: Policy-gradient methods usually optimize expected return, but many real world applications care about distributional properties of returns: tail risk, outlier robustness, or best-of-K discovery.

arXiv AI
Sep 24

Softmax gradient policy for variance minimization and risk-averse multi armed bandits

The paper introduces a new algorithm for the Multi‑Armed Bandit problem that prioritizes selecting the arm with the lowest variance rather than the highest expected reward, using a softmax policy parameterization. It constructs an unbiased estimate of the minimal‑variance objective by drawing two independent samples from the chosen arm and proves convergence under natural conditions. Numerical experiments demonstrate the algorithm’s practical behavior and provide implementation guidance, while also addressing general risk‑aware trade‑offs between average reward and variance.

By Gabriel Turinici
arXiv Machine Learning
Jun 5

On Advantage Estimates for Max@K Policy Gradients

arXiv:2606. 06080v1 Announce Type: new Abstract: Reinforcement learning with verifiable rewards is widely used for post-training reasoning models, but sparse outcome rewards make exploration difficult.

By Shota Takashiro, Soichiro Nishimori, Paavo Parmas, Yongmin Kim, Kohsei Matsutani, Gouki Minegishi, Yusuke Iwasawa, Takeshi Kojima, Yutaka Matsuo
arXiv Machine Learning
Sep 1

Adaptive Doubly Robust Off-Policy Evaluation for Ranking Policies under Diverse User Behavior

The paper introduces Adaptive Doubly Robust (ADR), an off‑policy evaluation method for ranking policies that blends adaptive importance weighting with reward regression to reduce variance. ADR is unbiased when the true user behavior model is known and, under a sufficient condition, achieves lower variance than the prior Adaptive Inverse Propensity Scoring (AIPS) approach. Experiments on synthetic data show that ADR consistently improves mean squared error over AIPS and other ranking OPE estimators across various data sizes and ranking lengths.

By Kosuke Iguchi, Ren Kishimoto