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In this paper, sample-aware policy entropy regularization is proposed to enhance the conventional policy entropy regularization for better exploration. Exploiting the sample distribution obtainable from the replay buffer, the proposed…

Machine Learning · Computer Science 2021-06-10 Seungyul Han , Youngchul Sung

Many popular practical reinforcement learning (RL) algorithms employ evolving reward functions-through techniques such as reward shaping, entropy regularization, or curriculum learning-yet their theoretical foundations remain…

Machine Learning · Computer Science 2025-10-15 Rui Hu , Yu Chen , Longbo Huang

Regularization is one of the most important techniques in reinforcement learning algorithms. The well-known soft actor-critic algorithm is a special case of regularized policy iteration where the regularizer is chosen as Shannon entropy.…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Yunan Wang , Guojian Zhan , Jie Li , Shengbo Eben Li

We study the global convergence of policy gradient for infinite-horizon, continuous state and action space, and entropy-regularized Markov decision processes (MDPs). We consider a softmax policy with (one-hidden layer) neural network…

Optimization and Control · Mathematics 2022-06-17 Bekzhan Kerimkulov , James-Michael Leahy , David Šiška , Lukasz Szpruch

Entropy regularization has been widely used in policy optimization algorithms to enhance exploration and the robustness of the optimal control; however it also introduces an additional regularization bias. This work quantifies the impact of…

Optimization and Control · Mathematics 2025-03-25 Deven Sethi , David Šiška , Yufei Zhang

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

Machine Learning · Statistics 2022-09-13 Shicong Cen , Chen Cheng , Yuxin Chen , Yuting Wei , Yuejie Chi

Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence…

Machine Learning · Computer Science 2019-07-16 Zhuoran Yang , Yongxin Chen , Mingyi Hong , Zhaoran Wang

Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…

Optimization and Control · Mathematics 2022-03-02 Fabio Camilli , Qing Tang

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

Policy gradient algorithms have been widely applied to Markov decision processes and reinforcement learning problems in recent years. Regularization with various entropy functions is often used to encourage exploration and improve…

Machine Learning · Computer Science 2023-06-09 Haoya Li , Samarth Gupta , Hsiangfu Yu , Lexing Ying , Inderjit Dhillon

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

Entropy Regularisation is a widely adopted technique that enhances policy optimisation performance and stability. A notable form of entropy regularisation is augmenting the objective with an entropy term, thereby simultaneously optimising…

Machine Learning · Computer Science 2024-07-26 Jean Seong Bjorn Choe , Jong-Kook Kim

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

Optimization and Control · Mathematics 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…

Machine Learning · Computer Science 2024-07-16 Yuhao Ding , Junzi Zhang , Hyunin Lee , Javad Lavaei

We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been…

Machine Learning · Computer Science 2021-12-14 Jalaj Bhandari , Daniel Russo

An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…

Machine Learning · Computer Science 2019-07-19 Boris Belousov , Jan Peters

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

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