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We explore deep reinforcement learning methods for multi-agent domains. We begin by analyzing the difficulty of traditional algorithms in the multi-agent case: Q-learning is challenged by an inherent non-stationarity of the environment,…

Machine Learning · Computer Science 2020-03-17 Ryan Lowe , Yi Wu , Aviv Tamar , Jean Harb , Pieter Abbeel , Igor Mordatch

Actor-critic Reinforcement Learning (RL) algorithms have achieved impressive performance in continuous control tasks. However, they still suffer two nontrivial obstacles, i.e., low sample efficiency and overestimation bias. To this end, we…

Machine Learning · Computer Science 2022-05-10 Qing Li , Wengang Zhou , Zhenbo Lu , Houqiang Li

Deep Reinforcement Learning systems are highly sensitive to the learning rate (LR), and selecting stable and performant training runs often requires extensive hyperparameter search. In Proximal Policy Optimization (PPO) actor--critic…

We present an algorithm for learning an approximate action-value soft Q-function in the relative entropy regularised reinforcement learning setting, for which an optimal improved policy can be recovered in closed form. We use recent…

Machine Learning · Computer Science 2019-11-06 Jonas Degrave , Abbas Abdolmaleki , Jost Tobias Springenberg , Nicolas Heess , Martin Riedmiller

Overestimation in single-agent reinforcement learning has been extensively studied. In contrast, overestimation in the multiagent setting has received comparatively little attention although it increases with the number of agents and leads…

Multiagent Systems · Computer Science 2025-02-05 Yaodong Yang , Guangyong Chen , Hongyao Tang , Furui Liu , Danruo Deng , Pheng Ann Heng

We study whether the learning rate $\alpha$, the discount factor $\gamma$ and the reward signal $r$ have an influence on the overestimation bias of the Q-Learning algorithm. Our preliminary results in environments which are stochastic and…

Machine Learning · Statistics 2022-10-12 Julius Wagenbach , Matthia Sabatelli

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal…

Artificial Intelligence · Computer Science 2018-11-21 Felix Leibfried , Jordi Grau-Moya , Haitham Bou-Ammar

Deep reinforcement learning (DRL) algorithms have successfully been demonstrated on a range of challenging decision making and control tasks. One dominant component of recent deep reinforcement learning algorithms is the target network…

Machine Learning · Computer Science 2020-11-12 Lin Shao , Yifan You , Mengyuan Yan , Qingyun Sun , Jeannette Bohg

In reinforcement learning (RL), function approximation errors are known to easily lead to the Q-value overestimations, thus greatly reducing policy performance. This paper presents a distributional soft actor-critic (DSAC) algorithm, which…

Machine Learning · Computer Science 2021-06-14 Jingliang Duan , Yang Guan , Shengbo Eben Li , Yangang Ren , Bo Cheng

Q-learning methods represent a commonly used class of algorithms in reinforcement learning: they are generally efficient and simple, and can be combined readily with function approximators for deep reinforcement learning (RL). However, the…

Machine Learning · Computer Science 2019-02-28 Justin Fu , Aviral Kumar , Matthew Soh , Sergey Levine

In reinforcement learning for partially observable environments, many successful algorithms have been developed within the asymmetric learning paradigm. This paradigm leverages additional state information available at training time for…

Machine Learning · Computer Science 2025-09-09 Gaspard Lambrechts , Damien Ernst , Aditya Mahajan

Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…

Machine Learning · Computer Science 2024-08-13 Martin Waltz , Ostap Okhrin

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

This paper explores the problem of simultaneously learning a value function and policy in deep actor-critic reinforcement learning models. We find that the common practice of learning these functions jointly is sub-optimal, due to an…

Machine Learning · Computer Science 2022-11-15 Matthew Aitchison , Penny Sweetser

We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…

Machine Learning · Computer Science 2018-10-16 Ilya Kostrikov , Kumar Krishna Agrawal , Debidatta Dwibedi , Sergey Levine , Jonathan Tompson

Deep Q-Networks algorithm (DQN) was the first reinforcement learning algorithm using deep neural network to successfully surpass human level performance in a number of Atari learning environments. However, divergent and unstable behaviour…

Machine Learning · Computer Science 2022-10-10 Adrian Ly , Richard Dazeley , Peter Vamplew , Francisco Cruz , Sunil Aryal

Reinforcement learning agents learn by encouraging behaviours which maximize their total reward, usually provided by the environment. In many environments, however, the reward is provided after a series of actions rather than each single…

Artificial Intelligence · Computer Science 2022-01-04 Mohammad Reza Bonyadi , Rui Wang , Maryam Ziaei

Recent advancements in off-policy Reinforcement Learning (RL) have significantly improved sample efficiency, primarily due to the incorporation of various forms of regularization that enable more gradient update steps than traditional…

Machine Learning · Computer Science 2024-06-21 Michal Nauman , Michał Bortkiewicz , Piotr Miłoś , Tomasz Trzciński , Mateusz Ostaszewski , Marek Cygan

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…

Machine Learning · Computer Science 2009-09-17 D. Di Castro , R. Meir