English
Related papers

Related papers: Adapting Double Q-Learning for Continuous Reinforc…

200 papers

Overestimation bias control techniques are used by the majority of high-performing off-policy reinforcement learning algorithms. However, most of these techniques rely on pre-defined bias correction policies that are either not flexible…

Machine Learning · Computer Science 2022-02-01 Arsenii Kuznetsov , Alexander Grishin , Artem Tsypin , Arsenii Ashukha , Artur Kadurin , Dmitry Vetrov

The Q-learning algorithm is known to be affected by the maximization bias, i.e. the systematic overestimation of action values, an important issue that has recently received renewed attention. Double Q-learning has been proposed as an…

Machine Learning · Computer Science 2021-02-03 Rong Zhu , Mattia Rigotti

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

Q-learning with value function approximation may have the poor performance because of overestimation bias and imprecise estimate. Specifically, overestimation bias is from the maximum operator over noise estimate, which is exaggerated using…

Machine Learning · Computer Science 2020-06-15 Gang Chen

In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…

Machine Learning · Computer Science 2023-03-16 David Barber

Double Q-learning is a classical method for reducing overestimation bias, which is caused by taking maximum estimated values in the Bellman operation. Its variants in the deep Q-learning paradigm have shown great promise in producing…

Machine Learning · Computer Science 2022-01-17 Zhizhou Ren , Guangxiang Zhu , Hao Hu , Beining Han , Jianglun Chen , Chongjie Zhang

Bias problems in the estimation of $Q$-values are a well-known obstacle that slows down convergence of $Q$-learning and actor-critic methods. One of the reasons of the success of modern RL algorithms is partially a direct or indirect…

Machine Learning · Computer Science 2025-06-26 Leif Döring , Benedikt Wille , Maximilian Birr , Mihail Bîrsan , Martin Slowik

In this work, we propose a novel cross Q-learning algorithm, aim at alleviating the well-known overestimation problem in value-based reinforcement learning methods, particularly in the deep Q-networks where the overestimation is exaggerated…

Artificial Intelligence · Computer Science 2020-09-30 Xing Wang , Alexander Vinel

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

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting…

Artificial Intelligence · Computer Science 2018-10-23 Scott Fujimoto , Herke van Hoof , David Meger

Continuous control Deep Reinforcement Learning (RL) approaches are known to suffer from estimation biases, leading to suboptimal policies. This paper introduces innovative methods in RL, focusing on addressing and exploiting estimation…

Machine Learning · Computer Science 2024-10-14 Niccolò Turcato , Alberto Sinigaglia , Alberto Dalla Libera , Ruggero Carli , Gian Antonio Susto

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Double Q-learning is a popular reinforcement learning algorithm in Markov decision process (MDP) problems. Clipped Double Q-learning, as an effective variant of Double Q-learning, employs the clipped double estimator to approximate the…

Machine Learning · Computer Science 2021-05-04 Haobo Jiang , Jin Xie , Jian Yang

Reinforcement learning has been shown to perform a range of complex tasks through interaction with an environment or collected leveraging experience. However, many of these approaches presume optimal or near optimal experiences or the…

Machine Learning · Computer Science 2021-09-21 Chapman Siu , Jason Traish , Richard Yi Da Xu

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

Approximation of the value functions in value-based deep reinforcement learning induces overestimation bias, resulting in suboptimal policies. We show that when the reinforcement signals received by the agents have a high variance, deep…

Machine Learning · Computer Science 2022-05-20 Baturay Saglam , Furkan Burak Mutlu , Dogan Can Cicek , Suleyman Serdar Kozat

The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

Machine Learning · Computer Science 2021-11-05 Thommen George Karimpanal , Hung Le , Majid Abdolshah , Santu Rana , Sunil Gupta , Truyen Tran , Svetha Venkatesh

Double Q-learning is a popular reinforcement learning algorithm in Markov decision process (MDP) problems. Clipped Double Q-learning, as an effective variant of Double Q-learning, employs the clipped double estimator to approximate the…

Machine Learning · Computer Science 2022-03-23 Haobo Jiang , Jin Xie , Jian Yang

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

Offline-to-online Reinforcement Learning (O2O RL) aims to improve the performance of offline pretrained policy using only a few online samples. Built on offline RL algorithms, most O2O methods focus on the balance between RL objective and…

Machine Learning · Computer Science 2023-12-14 Yinmin Zhang , Jie Liu , Chuming Li , Yazhe Niu , Yaodong Yang , Yu Liu , Wanli Ouyang
‹ Prev 1 2 3 10 Next ›