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In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

Machine Learning · Computer Science 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

We develop a new policy gradient and actor-critic algorithm for solving mean-field control problems within a continuous time reinforcement learning setting. Our approach leverages a gradient-based representation of the value function,…

Machine Learning · Statistics 2023-09-11 Huyên Pham , Xavier Warin

In this paper, we devise a distributional framework on actor-critic as a solution to distributional instability, action type restriction, and conflation between samples and statistics. We propose a new method that minimizes the Cram\'er…

Machine Learning · Computer Science 2021-07-16 Daniel Wontae Nam , Younghoon Kim , Chan Y. Park

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

We analyze the global convergence of the single-timescale actor-critic (AC) algorithm for the infinite-horizon discounted Markov Decision Processes (MDPs) with finite state spaces. To this end, we introduce an elegant analytical framework…

Machine Learning · Computer Science 2025-06-05 Navdeep Kumar , Priyank Agrawal , Giorgia Ramponi , Kfir Yehuda Levy , Shie Mannor

Off-Policy Actor-Critic (Off-PAC) methods have proven successful in a variety of continuous control tasks. Normally, the critic's action-value function is updated using temporal-difference, and the critic in turn provides a loss for the…

Machine Learning · Computer Science 2020-11-03 Wei Zhou , Yiying Li , Yongxin Yang , Huaimin Wang , Timothy M. Hospedales

This paper presents a new method --- adversarial advantage actor-critic (Adversarial A2C), which significantly improves the efficiency of dialogue policy learning in task-completion dialogue systems. Inspired by generative adversarial…

Computation and Language · Computer Science 2018-02-09 Baolin Peng , Xiujun Li , Jianfeng Gao , Jingjing Liu , Yun-Nung Chen , Kam-Fai Wong

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

Pretraining with expert demonstrations have been found useful in speeding up the training process of deep reinforcement learning algorithms since less online simulation data is required. Some people use supervised learning to speed up the…

Artificial Intelligence · Computer Science 2018-02-12 Xiaoqin Zhang , Huimin Ma

Reinforcement learning algorithms are known to be sample inefficient, and often performance on one task can be substantially improved by leveraging information (e.g., via pre-training) on other related tasks. In this work, we propose a…

Machine Learning · Computer Science 2019-10-15 Jonathan Lebensold , William Hamilton , Borja Balle , Doina Precup

In recommendation systems, diversity and novelty are essential for capturing varied user preferences and encouraging exploration, yet many systems prioritize click relevance. While reinforcement learning (RL) has been explored to improve…

Machine Learning · Computer Science 2025-07-30 Jiin Woo , Alireza Bagheri Garakani , Tianchen Zhou , Zhishen Huang , Yan Gao

We introduce an Actor-Critic Ensemble(ACE) method for improving the performance of Deep Deterministic Policy Gradient(DDPG) algorithm. At inference time, our method uses a critic ensemble to select the best action from proposals of multiple…

Machine Learning · Computer Science 2017-12-29 Zhewei Huang , Shuchang Zhou , BoEr Zhuang , Xinyu Zhou

In this paper, we establish the global optimality and convergence rate of an off-policy actor critic algorithm in the tabular setting without using density ratio to correct the discrepancy between the state distribution of the behavior…

Machine Learning · Computer Science 2025-02-07 Shangtong Zhang , Remi Tachet , Romain Laroche

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

Despite the promising results achieved, state-of-the-art interactive reinforcement learning schemes rely on passively receiving supervision signals from advisor experts, in the form of either continuous monitoring or pre-defined rules,…

Machine Learning · Computer Science 2024-05-27 Shunyu Liu , Kaixuan Chen , Na Yu , Jie Song , Zunlei Feng , Mingli Song

This work presents a comprehensive analysis to regularize the Soft Actor-Critic (SAC) algorithm with automatic temperature adjustment. The the policy evaluation, the policy improvement and the temperature adjustment are reformulated,…

Machine Learning · Computer Science 2023-05-24 Ben You

While much of the rapidly growing literature on fair decision-making focuses on metrics for one-shot decisions, recent work has raised the intriguing possibility of designing sequential decision-making to positively impact long-term social…

Machine Learning · Statistics 2024-07-11 Bhagyashree Puranik , Ozgur Guldogan , Upamanyu Madhow , Ramtin Pedarsani

We present a new algorithm, Cross-Episodic Curriculum (CEC), to boost the learning efficiency and generalization of Transformer agents. Central to CEC is the placement of cross-episodic experiences into a Transformer's context, which forms…

Machine Learning · Computer Science 2023-10-13 Lucy Xiaoyang Shi , Yunfan Jiang , Jake Grigsby , Linxi "Jim" Fan , Yuke Zhu

In this paper, we propose actor-director-critic, a new framework for deep reinforcement learning. Compared with the actor-critic framework, the director role is added, and action classification and action evaluation are applied…

Machine Learning · Computer Science 2023-01-11 Zongwei Liu , Yonghong Song , Yuanlin Zhang

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen