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In this paper, we present a methodology to deploy the deterministic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, where safety is enforced via hard…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…

Machine Learning · Computer Science 2021-02-04 Arushi Jain , Gandharv Patil , Ayush Jain , Khimya Khetarpal , Doina Precup

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters

Deterministic-policy actor-critic algorithms for continuous control improve the actor by plugging its actions into the critic and ascending the action-value gradient, which is obtained by chaining the actor's Jacobian matrix with the…

Artificial Intelligence · Computer Science 2020-10-23 Pierluca D'Oro , Wojciech Jaśkowski

Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…

Machine Learning · Computer Science 2018-08-10 Tuomas Haarnoja , Aurick Zhou , Pieter Abbeel , Sergey Levine

The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods drop the discount factor from the state distribution and therefore do…

Machine Learning · Computer Science 2020-03-02 Chris Nota , Philip S. Thomas

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

We study the effect of stochasticity in on-policy policy optimization, and make the following four contributions. First, we show that the preferability of optimization methods depends critically on whether stochastic versus exact gradients…

Machine Learning · Computer Science 2021-11-01 Jincheng Mei , Bo Dai , Chenjun Xiao , Csaba Szepesvari , Dale Schuurmans

Actor-critic algorithms learn an explicit policy (actor), and an accompanying value function (critic). The actor performs actions in the environment, while the critic evaluates the actor's current policy. However, despite their stability…

Artificial Intelligence · Computer Science 2019-02-08 Hélène Plisnier , Denis Steckelmacher , Diederik M. Roijers , Ann Nowé

In the field of reinforcement learning, because of the high cost and risk of policy training in the real world, policies are trained in a simulation environment and transferred to the corresponding real-world environment. However, the…

Machine Learning · Computer Science 2023-01-12 Takumi Tanabe , Rei Sato , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

In this paper, we discuss the deterministic policy gradient using the Actor-Critic methods based on the linear compatible advantage function approximator, where the input spaces are continuous. When the policy is restricted by hard…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Arash Bahari Kordabad , Hossein Nejatbakhsh Esfahani , Sebastien Gros

We study the use of policy gradient algorithms to optimize over a class of generalized Thompson sampling policies. Our central insight is to view the posterior parameter sampled by Thompson sampling as a kind of pseudo-action. Policy…

Machine Learning · Computer Science 2020-07-01 Seungki Min , Ciamac C. Moallemi , Daniel J. Russo

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

Off-policy Actor-Critic algorithms have demonstrated phenomenal experimental performance but still require better explanations. To this end, we show its policy evaluation error on the distribution of transitions decomposes into: a Bellman…

Machine Learning · Computer Science 2021-10-07 Ting-Han Fan , Peter J. Ramadge

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

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…

Machine Learning · Computer Science 2017-04-10 Brendan O'Donoghue , Remi Munos , Koray Kavukcuoglu , Volodymyr Mnih

Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov…

Machine Learning · Computer Science 2018-04-26 K. Lakshmanan

In this work, we propose Behavior-Guided Actor-Critic (BAC), an off-policy actor-critic deep RL algorithm. BAC mathematically formulates the behavior of the policy through autoencoders by providing an accurate estimation of how frequently…

Machine Learning · Computer Science 2021-04-12 Ammar Fayad , Majd Ibrahim