Related papers: Fourier Policy Gradients
Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…
For continuing environments, reinforcement learning (RL) methods commonly maximize the discounted reward criterion with discount factor close to 1 in order to approximate the average reward (the gain). However, such a criterion only…
Natural policy gradient (NPG) and its variants are widely-used policy search methods in reinforcement learning. Inspired by prior work, a new NPG variant coined NPG-HM is developed in this paper, which utilizes the Hessian-aided momentum…
A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…
Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…
Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…
Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…
Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional…
The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…
In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…
In many real-world applications of reinforcement learning (RL), deployed policies have varied impacts on different stakeholders, creating challenges in reaching consensus on how to effectively aggregate their preferences. Generalized…
Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…
Policy gradient methods are notorious for having a large variance and high sample complexity. To mitigate this, we introduce SoftTreeMax -- a generalization of softmax that employs planning. In SoftTreeMax, we extend the traditional logits…
Model-free and model-based reinforcement learning are two ends of a spectrum. Learning a good policy without a dynamic model can be prohibitively expensive. Learning the dynamic model of a system can reduce the cost of learning the policy,…
The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…
Speech recognition systems have achieved high recognition performance for several tasks. However, the performance of such systems is dependent on the tremendously costly development work of preparing vast amounts of task-matched transcribed…
While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…
We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…
We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…