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Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an…

Machine Learning · Computer Science 2019-02-26 Simone Parisi , Voot Tangkaratt , Jan Peters , Mohammad Emtiyaz Khan

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2022-07-20 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate…

Machine Learning · Computer Science 2020-01-27 Erinc Merdivan , Sten Hanke , Matthieu Geist

We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…

Machine Learning · Computer Science 2022-07-26 Yanwei Jia , Xun Yu Zhou

We prove under commonly used assumptions the convergence of actor-critic reinforcement learning algorithms, which simultaneously learn a policy function, the actor, and a value function, the critic. Both functions can be deep neural…

Machine Learning · Computer Science 2020-12-03 Markus Holzleitner , Lukas Gruber , José Arjona-Medina , Johannes Brandstetter , Sepp Hochreiter

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Actor-critic algorithms are widely used in reinforcement learning, but are challenging to mathematically analyse due to the online arrival of non-i.i.d. data samples. The distribution of the data samples dynamically changes as the model is…

Machine Learning · Computer Science 2023-09-20 Ziheng Wang , Justin Sirignano

To obtain better value estimation in reinforcement learning, we propose a novel algorithm based on the double actor-critic framework with temporal difference error-driven regularization, abbreviated as TDDR. TDDR employs double actors, with…

Machine Learning · Computer Science 2024-10-01 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang

The actor-critic (AC) algorithm is a popular method to find an optimal policy in reinforcement learning. In the infinite horizon scenario, the finite-sample convergence rate for the AC and natural actor-critic (NAC) algorithms has been…

Machine Learning · Computer Science 2021-02-15 Tengyu Xu , Zhe Wang , Yingbin Liang

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

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

Machine Learning · Computer Science 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

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

Although actor-critic methods have been successful in practice, their theoretical analyses have several limitations. Specifically, existing theoretical work either sidesteps the exploration problem by making strong assumptions or analyzes…

Machine Learning · Computer Science 2026-04-02 Max Qiushi Lin , Reza Asad , Kevin Tan , Haque Ishfaq , Csaba Szepesvari , Sharan Vaswani

Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…

Machine Learning · Statistics 2018-02-23 Voot Tangkaratt , Abbas Abdolmaleki , Masashi Sugiyama

Solving partially observable Markov decision processes (POMDPs) remains a fundamental challenge in reinforcement learning (RL), primarily due to the curse of dimensionality induced by the non-stationarity of optimal policies. In this work,…

Optimization and Control · Mathematics 2025-10-20 Semih Cayci , Atilla Eryilmaz

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

Being able to seamlessly generalize across different tasks is fundamental for robots to act in our world. However, learning representations that generalize quickly to new scenarios is still an open research problem in reinforcement…

Machine Learning · Computer Science 2022-04-06 Sarah Bechtle , Ludovic Righetti , Franziska Meier

Value-based reinforcement-learning algorithms provide state-of-the-art results in model-free discrete-action settings, and tend to outperform actor-critic algorithms. We argue that actor-critic algorithms are limited by their need for an…

Machine Learning · Computer Science 2019-06-13 Denis Steckelmacher , Hélène Plisnier , Diederik M. Roijers , Ann Nowé