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We develop an off-policy actor-critic algorithm for learning an optimal policy from a training set composed of data from multiple individuals. This algorithm is developed with a view towards its use in mobile health.

Machine Learning · Statistics 2016-07-19 S. A. Murphy , Y. Deng , E. B. Laber , H. R. Maei , R. S. Sutton , K. Witkiewitz

This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

Machine Learning · Computer Science 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

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 introduce a class of variational actor-critic algorithms based on a variational formulation over both the value function and the policy. The objective function of the variational formulation consists of two parts: one for maximizing the…

Machine Learning · Computer Science 2023-01-18 Yuhua Zhu , Lexing Ying

This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy…

Machine Learning · Computer Science 2019-11-20 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Zhaoran Wang , Tamer Basar , Ji Liu

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

Actor-critic algorithms have become a cornerstone in reinforcement learning (RL), leveraging the strengths of both policy-based and value-based methods. Despite recent progress in understanding their statistical efficiency, no existing work…

Machine Learning · Statistics 2025-05-07 Kevin Tan , Wei Fan , Yuting Wei

While on-policy algorithms are known for their stability, they often demand a substantial number of samples. In contrast, off-policy algorithms, which leverage past experiences, are considered sample-efficient but tend to exhibit…

Machine Learning · Computer Science 2023-09-28 Jianfei Ma

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

Machine Learning · Computer Science 2019-03-25 Yan Zhang , Michael M. Zavlanos

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

We propose A-Crab (Actor-Critic Regularized by Average Bellman error), a new practical algorithm for offline reinforcement learning (RL) in complex environments with insufficient data coverage. Our algorithm combines the marginalized…

Machine Learning · Computer Science 2023-10-10 Hanlin Zhu , Paria Rashidinejad , Jiantao Jiao

In this paper, we provide finite-sample convergence guarantees for an off-policy variant of the natural actor-critic (NAC) algorithm based on Importance Sampling. In particular, we show that the algorithm converges to a global optimal…

Machine Learning · Computer Science 2021-06-14 Sajad Khodadadian , Zaiwei Chen , Siva Theja Maguluri

A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

Machine Learning · Computer Science 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

In this paper, we develop a novel variant of off-policy natural actor-critic algorithm with linear function approximation and we establish a sample complexity of $\mathcal{O}(\epsilon^{-3})$, outperforming all the previously known…

Machine Learning · Computer Science 2022-04-13 Zaiwei Chen , Sajad Khodadadian , Siva Theja Maguluri

Actor-critic methods are widely used in offline reinforcement learning practice, but are not so well-understood theoretically. We propose a new offline actor-critic algorithm that naturally incorporates the pessimism principle, leading to…

Machine Learning · Computer Science 2021-08-20 Andrea Zanette , Martin J. Wainwright , Emma Brunskill

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

Artificial Intelligence · Computer Science 2018-02-23 Hamid Reza Maei

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

Machine Learning · Computer Science 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli
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