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Multi-agent policy gradient (MAPG) methods recently witness vigorous progress. However, there is a significant performance discrepancy between MAPG methods and state-of-the-art multi-agent value-based approaches. In this paper, we…

Machine Learning · Computer Science 2020-10-06 Yihan Wang , Beining Han , Tonghan Wang , Heng Dong , Chongjie Zhang

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

In offline reinforcement learning, a policy needs to be learned from a single pre-collected dataset. Typically, policies are thus regularized during training to behave similarly to the data generating policy, by adding a penalty based on a…

Machine Learning · Computer Science 2021-07-13 Phillip Swazinna , Steffen Udluft , Daniel Hein , Thomas Runkler

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

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

The options framework is a popular approach for building temporally extended actions in reinforcement learning. In particular, the option-critic architecture provides general purpose policy gradient theorems for learning actions from…

Machine Learning · Computer Science 2020-02-07 Matthew Riemer , Ignacio Cases , Clemens Rosenbaum , Miao Liu , Gerald Tesauro

Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because…

Machine Learning · Computer Science 2023-01-31 Takuma Udagawa , Haruka Kiyohara , Yusuke Narita , Yuta Saito , Kei Tateno

This paper introduces the Active-Importance-Sampling Actor-Critic (AISAC) algorithm, an extension of the Actor-Critic framework for reducing variance in policy gradient estimation. AISAC optimizes the behavior policy to minimize gradient…

Machine Learning · Computer Science 2026-05-11 Majid Molaei , Gabor Paczolay , Matteo Papini , Alberto Maria Metelli , Marcello Restelli

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

Policy gradient methods are an attractive approach to multi-agent reinforcement learning problems due to their convergence properties and robustness in partially observable scenarios. However, there is a significant performance gap between…

Machine Learning · Computer Science 2021-05-07 Bozhidar Vasilev , Tarun Gupta , Bei Peng , Shimon Whiteson

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Machine Learning · Computer Science 2024-03-19 Jan Schneider , Pierre Schumacher , Simon Guist , Le Chen , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

Actor-critic methods, a type of model-free reinforcement learning (RL), have achieved state-of-the-art performances in many real-world domains in continuous control. Despite their success, the wide-scale deployment of these models is still…

Machine Learning · Computer Science 2020-12-14 Srinjoy Roy , Saptam Bakshi , Tamal Maharaj

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Value-based reinforcement-learning algorithms provide state-of-the-art results in model-free discrete-action settings, and tend to outperform actor-critic algorithms. We argue that actor-critic algorithms are limited by their need for an…

Machine Learning · Computer Science 2019-06-13 Denis Steckelmacher , Hélène Plisnier , Diederik M. Roijers , Ann Nowé

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

Traditional reinforcement learning lacks the ability to provide stability guarantees. More recent algorithms learn Lyapunov functions alongside the control policies to ensure stable learning. However, the current self-learned Lyapunov…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Sarvan Gill , Daniela Constantinescu