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Related papers: Off-Policy Actor-Critic with Emphatic Weightings

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Policy gradient methods with actor-critic schemes demonstrate tremendous empirical successes, especially when the actors and critics are parameterized by neural networks. However, it remains less clear whether such "neural" policy gradient…

Machine Learning · Computer Science 2020-06-23 Lingxiao Wang , Qi Cai , Zhuoran Yang , Zhaoran Wang

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

Machine Learning · Computer Science 2024-08-29 Vanshaj Khattar , Ming Jin

Model-free off-policy actor-critic methods are an efficient solution to complex continuous control tasks. However, these algorithms rely on a number of design tricks and hyperparameters, making their application to new domains difficult and…

Machine Learning · Computer Science 2021-10-26 Jake Grigsby , Jin Yong Yoo , Yanjun Qi

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

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

Policy-gradient methods in Reinforcement Learning(RL) are very universal and widely applied in practice but their performance suffers from the high variance of the gradient estimate. Several procedures were proposed to reduce it including…

Machine Learning · Computer Science 2022-06-16 Maxim Kaledin , Alexander Golubev , Denis Belomestny

Policy gradient is a generic and flexible reinforcement learning approach that generally enjoys simplicity in analysis, implementation, and deployment. In the last few decades, this approach has been extensively advanced for fully…

Machine Learning · Computer Science 2020-05-26 Kamyar Azizzadenesheli , Yisong Yue , Animashree Anandkumar

The optimal policy of a reinforcement learning problem is often discontinuous and non-smooth. I.e., for two states with similar representations, their optimal policies can be significantly different. In this case, representing the entire…

Machine Learning · Computer Science 2020-02-10 Zhimin Hou , Kuangen Zhang , Yi Wan , Dongyu Li , Chenglong Fu , Haoyong Yu

Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov…

Machine Learning · Computer Science 2018-04-26 K. Lakshmanan

Many continuous control tasks have bounded action spaces. When policy gradient methods are applied to such tasks, out-of-bound actions need to be clipped before execution, while policies are usually optimized as if the actions are not…

Machine Learning · Computer Science 2018-06-25 Yasuhiro Fujita , Shin-ichi Maeda

Actor-critic (AC) methods have exhibited great empirical success compared with other reinforcement learning algorithms, where the actor uses the policy gradient to improve the learning policy and the critic uses temporal difference learning…

Machine Learning · Computer Science 2022-10-11 Yue Wu , Weitong Zhang , Pan Xu , Quanquan Gu

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

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

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

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

Actor-critic algorithms address the dual goals of reinforcement learning (RL), policy evaluation and improvement via two separate function approximators. The practicality of this approach comes at the expense of training instability, caused…

Machine Learning · Computer Science 2024-06-11 Bahareh Tasdighi , Abdullah Akgül , Manuel Haussmann , Kenny Kazimirzak Brink , Melih Kandemir

In this paper, we study the convergence properties of off-policy policy improvement algorithms with state-action density ratio correction under function approximation setting, where the objective function is formulated as a max-max-min…

Machine Learning · Computer Science 2022-02-15 Jiawei Huang , Nan Jiang

We propose a new policy iteration theory as an important extension of soft policy iteration and Soft Actor-Critic (SAC), one of the most efficient model free algorithms for deep reinforcement learning. Supported by the new theory, arbitrary…

Machine Learning · Computer Science 2019-02-18 Gang Chen , Yiming Peng

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov
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