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Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

Machine Learning · Computer Science 2008-07-06 Christos Dimitrakakis , Michail G. Lagoudakis

Solving complex problems using reinforcement learning necessitates breaking down the problem into manageable tasks and learning policies to solve these tasks. These policies, in turn, have to be controlled by a master policy that takes…

Artificial Intelligence · Computer Science 2022-08-09 Ambedkar Dukkipati , Rajarshi Banerjee , Ranga Shaarad Ayyagari , Dhaval Parmar Udaybhai

The average reward criterion is relatively less studied as most existing works in the Reinforcement Learning literature consider the discounted reward criterion. There are few recent works that present on-policy average reward actor-critic…

Machine Learning · Computer Science 2023-07-20 Naman Saxena , Subhojyoti Khastigir , Shishir Kolathaya , Shalabh Bhatnagar

While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Erfaun Noorani , Christos Mavridis , John Baras

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Many popular policy gradient methods for reinforcement learning follow a biased approximation of the policy gradient known as the discounted approximation. While it has been shown that the discounted approximation of the policy gradient is…

Machine Learning · Computer Science 2023-01-10 Chris Nota

Efficient utilization of the replay buffer plays a significant role in the off-policy actor-critic reinforcement learning (RL) algorithms used for model-free control policy synthesis for complex dynamical systems. We propose a method for…

Machine Learning · Computer Science 2024-02-13 Nikhil Kumar Singh , Indranil Saha

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence…

Optimization and Control · Mathematics 2020-07-09 Zeyu Jin , Johann Michael Schmitt , Zaiwen Wen

Extracting relevant information from a stream of high-dimensional observations is a central challenge for deep reinforcement learning agents. Actor-critic algorithms add further complexity to this challenge, as it is often unclear whether…

We present a methodology to deploy the stochastic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, allowing one to enforce safety via hard constraints.…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

In this paper, we study the role of the critic in actor--critic for entropy-regularized, finite, discounted environments. We establish that, when the critic is exact, using the latter as a baseline is a variance-reduction method in a strong…

Machine Learning · Computer Science 2026-05-26 Safwan Labbi , Paul Mangold , Daniil Tiapkin , Eric Moulines

Guided policy search algorithms can be used to optimize complex nonlinear policies, such as deep neural networks, without directly computing policy gradients in the high-dimensional parameter space. Instead, these methods use supervised…

Machine Learning · Computer Science 2016-07-18 William Montgomery , Sergey Levine

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Actor-critic methods integrating target networks have exhibited a stupendous empirical success in deep reinforcement learning. However, a theoretical understanding of the use of target networks in actor-critic methods is largely missing in…

Machine Learning · Computer Science 2022-02-24 Anas Barakat , Pascal Bianchi , Julien Lehmann

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two…

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