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In this paper, sample-aware policy entropy regularization is proposed to enhance the conventional policy entropy regularization for better exploration. Exploiting the sample distribution obtainable from the replay buffer, the proposed…

Machine Learning · Computer Science 2021-06-10 Seungyul Han , Youngchul Sung

The option-critic architecture (Bacon, Harb, and Precup 2017) and several variants have successfully demonstrated the use of the options framework proposed by Sutton et al (Sutton, Precup, and Singh1999) to scale learning and planning in…

Artificial Intelligence · Computer Science 2019-06-13 Elita Lobo , Scott Jordan

The performance of deep reinforcement learning methods prone to degenerate when applied to environments with non-stationary dynamics. In this paper, we utilize the latent context recurrent encoders motivated by recent Meta-RL materials, and…

Machine Learning · Computer Science 2021-05-11 Yuan Pu , Shaochen Wang , Xin Yao , Bin Li

The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

Pricing of Securities · Quantitative Finance 2020-08-28 Alexey Bakshaev

Reinforcement learning algorithms are highly sensitive to the choice of hyperparameters, typically requiring significant manual effort to identify hyperparameters that perform well on a new domain. In this paper, we take a step towards…

Actor-critic (AC) algorithms are known for their efficacy and high performance in solving reinforcement learning problems, but they also suffer from low sampling efficiency. An AC based policy optimization process is iterative and needs to…

Machine Learning · Computer Science 2021-12-02 Chayan Banerjee , Zhiyong Chen , Nasimul Noman , Mohsen Zamani

Soft actor-critic is a successful successor over soft Q-learning. While lived under maximum entropy framework, their relationship is still unclear. In this paper, we prove that in the limit they converge to the same solution. This is…

Machine Learning · Computer Science 2023-05-30 Jianfei Ma

Soft Actor-Critic algorithm is widely recognized for its robust performance across a range of deep reinforcement learning tasks, where it leverages the tanh transformation to constrain actions within bounded limits. However, this…

Machine Learning · Computer Science 2025-04-23 Yanjun Chen , Xinming Zhang , Xianghui Wang , Zhiqiang Xu , Xiaoyu Shen , Wei Zhang

Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the…

Machine Learning · Computer Science 2023-03-02 Samuel Neumann , Sungsu Lim , Ajin Joseph , Yangchen Pan , Adam White , Martha White

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

We aim to develop off-policy DRL algorithms that not only exceed state-of-the-art performance but are also simple and minimalistic. For standard continuous control benchmarks, Soft Actor-Critic (SAC), which employs entropy maximization,…

Machine Learning · Computer Science 2020-12-08 Che Wang , Yanqiu Wu , Quan Vuong , Keith Ross

We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…

Machine Learning · Computer Science 2024-11-01 Honghao Wei , Xiyue Peng , Arnob Ghosh , Xin Liu

Decentralized Actor-Critic (AC) algorithms have been widely utilized for multi-agent reinforcement learning (MARL) and have achieved remarkable success. Apart from its empirical success, the theoretical convergence property of decentralized…

Machine Learning · Computer Science 2023-01-31 Qijun Luo , Xiao Li

Deterministic policy gradient algorithms are foundational for actor-critic methods in controlling continuous systems, yet they often encounter inaccuracies due to their dependence on the derivative of the critic's value estimates with…

Machine Learning · Computer Science 2025-02-11 Baturay Saglam , Dionysis Kalogerias

Hidden confounders that influence both states and actions can bias policy learning in reinforcement learning (RL), leading to suboptimal or non-generalizable behavior. Most RL algorithms ignore this issue, learning policies from…

Machine Learning · Computer Science 2025-06-09 Thanh Vinh Vo , Young Lee , Haozhe Ma , Chien Lu , Tze-Yun Leong

The Soft Actor-Critic (SAC) algorithm, a state-of-the-art method in maximum entropy reinforcement learning, traditionally relies on minimizing reverse Kullback-Leibler (KL) divergence for policy updates. However, this approach leads to an…

Machine Learning · Computer Science 2025-06-03 Yixian Zhang , Huaze Tang , Changxu Wei , Wenbo Ding

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic…

Machine Learning · Computer Science 2019-10-23 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Ji Liu

Recent advances in deep Reinforcement Learning (RL) have created unprecedented opportunities for intelligent automation, where a machine can autonomously learn an optimal policy for performing a given task. However, current deep RL…

Machine Learning · Computer Science 2021-05-27 Zohreh Raziei , Mohsen Moghaddam

This work extends an established critic match loss landscape visualization method from online to off-policy reinforcement learning (RL), aiming to reveal the optimization geometry behind critic learning. Off-policy RL differs from stepwise…

Machine Learning · Computer Science 2026-03-17 Jingyi Liu , Jian Guo , Eberhard Gill

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob