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We revisit the standard formulation of tabular actor-critic algorithm as a two time-scale stochastic approximation with value function computed on a faster time-scale and policy computed on a slower time-scale. This emulates policy…

Machine Learning · Computer Science 2024-06-21 Shalabh Bhatnagar , Vivek S. Borkar , Soumyajit Guin

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

In this paper, we study the convergence properties of off-policy policy improvement algorithms with state-action density ratio correction under function approximation setting, where the objective function is formulated as a max-max-min…

Machine Learning · Computer Science 2022-02-15 Jiawei Huang , Nan Jiang

The average reward criterion is relatively less studied as most existing works in the Reinforcement Learning literature consider the discounted reward criterion. There are few recent works that present on-policy average reward actor-critic…

Machine Learning · Computer Science 2023-07-20 Naman Saxena , Subhojyoti Khastigir , Shishir Kolathaya , Shalabh Bhatnagar

We consider the estimation of the policy gradient in partially observable Markov decision processes (POMDP) with a special class of structured policies that are finite-state controllers. We show that the gradient estimation can be done in…

Machine Learning · Computer Science 2012-07-09 Huizhen Yu

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

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

Quantum computing has a superior advantage in tackling specific problems, such as integer factorization and Simon's problem. For more general tasks in machine learning, by applying variational quantum circuits, more and more quantum…

Quantum Physics · Physics 2021-12-23 Qingfeng Lan

Neural Network based approximations of the Value function make up the core of leading Policy Based methods such as Trust Regional Policy Optimization (TRPO) and Proximal Policy Optimization (PPO). While this adds significant value when…

Machine Learning · Computer Science 2024-06-03 Hari Srikanth

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

Machine Learning · Computer Science 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

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

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

This paper presents AFU, an off-policy deep RL algorithm addressing in a new way the challenging "max-Q problem" in Q-learning for continuous action spaces, with a solution based on regression and conditional gradient scaling. AFU has an…

Machine Learning · Computer Science 2024-10-28 Nicolas Perrin-Gilbert

Actor-critic style two-time-scale algorithms are one of the most popular methods in reinforcement learning, and have seen great empirical success. However, their performance is not completely understood theoretically. In this paper, we…

Machine Learning · Computer Science 2022-02-22 Sajad Khodadadian , Thinh T. Doan , Justin Romberg , Siva Theja Maguluri

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Traditional off-policy actor-critic Reinforcement Learning (RL) algorithms learn value functions of a single target policy. However, when value functions are updated to track the learned policy, they forget potentially useful information…

Machine Learning · Computer Science 2021-08-16 Francesco Faccio , Louis Kirsch , Jürgen Schmidhuber

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is…

Optimization and Control · Mathematics 2025-01-27 Mo Zhou , Jianfeng Lu

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance…

We introduce a class of variational actor-critic algorithms based on a variational formulation over both the value function and the policy. The objective function of the variational formulation consists of two parts: one for maximizing the…

Machine Learning · Computer Science 2023-01-18 Yuhua Zhu , Lexing Ying