Related papers: Full Gradient DQN Reinforcement Learning: A Provab…
We extend the provably convergent Full Gradient DQN algorithm for discounted reward Markov decision processes from Avrachenkov et al. (2021) to average reward problems. We experimentally compare widely used RVI Q-Learning with recently…
Instability and variability of Deep Reinforcement Learning (DRL) algorithms tend to adversely affect their performance. Averaged-DQN is a simple extension to the DQN algorithm, based on averaging previously learned Q-values estimates, which…
Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…
The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…
Deep Q-learning algorithms often suffer from poor gradient estimations with an excessive variance, resulting in unstable training and poor sampling efficiency. Stochastic variance-reduced gradient methods such as SVRG have been applied to…
We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…
Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…
This paper introduces a novel algorithmic framework for a deep neural network (DNN), which in a mathematically rigorous manner, allows us to incorporate history (or memory) into the network -- it ensures all layers are connected to one…
Despite the empirical success of the deep Q network (DQN) reinforcement learning algorithm and its variants, DQN is still not well understood and it does not guarantee convergence. In this work, we show that DQN can indeed diverge and cease…
We present a novel algorithm to train a deep Q-learning agent using natural-gradient techniques. We compare the original deep Q-network (DQN) algorithm to its natural-gradient counterpart, which we refer to as NGDQN, on a collection of…
Recurrent Neural Networks (RNNs) are powerful models that achieve exceptional performance on several pattern recognition problems. However, the training of RNNs is a computationally difficult task owing to the well-known…
Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…
Full-sampling (e.g., Q-learning) and pure-expectation (e.g., Expected Sarsa) algorithms are efficient and frequently used techniques in reinforcement learning. Q$(\sigma,\lambda)$ is the first approach unifies them with eligibility trace…
Neural networks allow Q-learning reinforcement learning agents such as deep Q-networks (DQN) to approximate complex mappings from state spaces to value functions. However, this also brings drawbacks when compared to other function…
While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…
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…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…
Consider the problem of training robustly capable agents. One approach is to generate a diverse collection of agent polices. Training can then be viewed as a quality diversity (QD) optimization problem, where we search for a collection of…
We propose in this work the gradient-enhanced deep neural networks (DNNs) approach for function approximations and uncertainty quantification. More precisely, the proposed approach adopts both the function evaluations and the associated…
Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…