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RiskBoundsandCalibrationforaSmart Predict-then-OptimizeMethod

Neural Information Processing Systems

Moreover, since the SPO loss is not continuous nor convex in general [Elmachtoub and Grigas, 2021], which makesthe training ofaprediction model computationally intractable, Elmachtoub and Grigas [2021] introduced a novel convex surrogate loss, referred to as the SPO+ loss.



Decision-Focused Sequential Experimental Design: A Directional Uncertainty-Guided Approach

Wan, Beichen, Liu, Mo, Grigas, Paul, Shen, Zuo-Jun Max

arXiv.org Machine Learning

We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional sequential experimental design aims to control the input variables (features) so that the improvement in prediction accuracy from each experimental outcome (label) is maximized. However, in the predict-then-optimize setting, performance is ultimately evaluated based on the decision loss induced by the downstream optimization, rather than by prediction error. This mismatch between prediction accuracy and decision loss renders traditional decision-blind designs inefficient. To address this issue, we propose a directional-based metric to quantify predictive uncertainty. This metric does not require solving an optimization oracle and is therefore computationally tractable. We show that the resulting sequential design criterion enjoys strong consistency and convergence guarantees. Under a broad class of distributions, we demonstrate that our directional uncertainty-based design attains an earlier stopping time than decision-blind designs. This advantage is further supported by real-world experiments on an LLM job allocation problem.


SPO: Sequential Monte Carlo Policy Optimisation

Neural Information Processing Systems

Leveraging planning during learning and decision-making is central to the long-term development of intelligent agents. Recent works have successfully combined tree-based search methods and self-play learning mechanisms to this end. However, these methods typically face scaling challenges due to the sequential nature of their search. While practical engineering solutions can partly overcome this, they often result in a negative impact on performance. In this paper, we introduce SPO: Sequential Monte Carlo Policy Optimisation, a model-based reinforcement learning algorithm grounded within the Expectation Maximisation (EM) framework. We show that SPO provides robust policy improvement and efficient scaling properties. The sample-based search makes it directly applicable to both discrete and continuous action spaces without modifications. We demonstrate statistically significant improvements in performance relative to model-free and model-based baselines across both continuous and discrete environments. Furthermore, the parallel nature of SPO's search enables effective utilisation of hardware accelerators, yielding favourable scaling laws.


On the Tension Between Optimality and Adversarial Robustness in Policy Optimization

Li, Haoran, Lv, Jiayu, Han, Congying, Zhang, Zicheng, Li, Anqi, Liu, Yan, Guo, Tiande, Jiang, Nan

arXiv.org Artificial Intelligence

Achieving optimality and adversarial robustness in deep reinforcement learning has long been regarded as conflicting goals. Nonetheless, recent theoretical insights presented in CAR suggest a potential alignment, raising the important question of how to realize this in practice. This paper first identifies a key gap between theory and practice by comparing standard policy optimization (SPO) and adversarially robust policy optimization (ARPO). Although they share theoretical consistency, a fundamental tension between robustness and optimality arises in practical policy gradient methods. SPO tends toward convergence to vulnerable first-order stationary policies (FOSPs) with strong natural performance, whereas ARPO typically favors more robust FOSPs at the expense of reduced returns. Furthermore, we attribute this tradeoff to the reshaping effect of the strongest adversary in ARPO, which significantly complicates the global landscape by inducing deceptive sticky FOSPs. This improves robustness but makes navigation more challenging. To alleviate this, we develop the BARPO, a bilevel framework unifying SPO and ARPO by modulating adversary strength, thereby facilitating navigability while preserving global optima. Extensive empirical results demonstrate that BARPO consistently outperforms vanilla ARPO, providing a practical approach to reconcile theoretical and empirical performance.




Single-stream Policy Optimization

Xu, Zhongwen, Ding, Zihan

arXiv.org Machine Learning

We revisit policy-gradient optimization for Large Language Models (LLMs) from a single-stream perspective. Prevailing group-based methods like GRPO reduce variance with on-the-fly baselines but suffer from critical flaws: frequent degenerate groups erase learning signals, and synchronization barriers hinder scalability. We introduce Single-stream Policy Optimization (SPO), which eliminates these issues by design. SPO replaces per-group baselines with a persistent, KL-adaptive value tracker and normalizes advantages globally across the batch, providing a stable, low-variance learning signal for every sample. Being group-free, SPO enables higher throughput and scales effectively in long-horizon or tool-integrated settings where generation times vary. Furthermore, the persistent value tracker naturally enables an adaptive curriculum via prioritized sampling. Experiments using Qwen3-8B show that SPO converges more smoothly and attains higher accuracy than GRPO, while eliminating computation wasted on degenerate groups. Ablation studies confirm that SPO's gains stem from its principled approach to baseline estimation and advantage normalization, offering a more robust and efficient path for LLM reasoning. Across five hard math benchmarks with Qwen3 8B, SPO improves the average maj@32 by +3.4 percentage points (pp) over GRPO, driven by substantial absolute point gains on challenging datasets, including +7.3 pp on BRUMO 25, +4.4 pp on AIME 25, +3.3 pp on HMMT 25, and achieves consistent relative gain in pass@$k$ across the evaluated $k$ values. SPO's success challenges the prevailing trend of adding incidental complexity to RL algorithms, highlighting a path where fundamental principles, not architectural workarounds, drive the next wave of progress in LLM reasoning.