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Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

In this paper, we propose actor-director-critic, a new framework for deep reinforcement learning. Compared with the actor-critic framework, the director role is added, and action classification and action evaluation are applied…

Machine Learning · Computer Science 2023-01-11 Zongwei Liu , Yonghong Song , Yuanlin Zhang

We introduce a class of variational actor-critic algorithms based on a variational formulation over both the value function and the policy. The objective function of the variational formulation consists of two parts: one for maximizing the…

Machine Learning · Computer Science 2023-01-18 Yuhua Zhu , Lexing Ying

Simple stochastic momentum methods are widely used in machine learning optimization, but their good practical performance is at odds with an absence of theoretical guarantees of acceleration in the literature. In this work, we aim to close…

Machine Learning · Computer Science 2025-06-24 Raghu Bollapragada , Tyler Chen , Rachel Ward

Efficient job scheduling on data centers under heterogeneous complexity is crucial but challenging since it involves the allocation of multi-dimensional resources over time and space. To adapt the complex computing environment in data…

Operating Systems · Computer Science 2020-03-03 Sisheng Liang , Zhou Yang , Fang Jin , Yong Chen

In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…

Optimization and Control · Mathematics 2018-03-30 Nicolas Loizou , Peter Richtárik

In a separable real Hilbert space, we study the problem of minimizing a convex function with Lipschitz continuous gradient in the presence of noisy evaluations. To this end, we associate a stochastic Heavy Ball system, incorporating a…

Optimization and Control · Mathematics 2025-10-06 Radu Ioan Bot , Chiara Schindler

Learning expressive stochastic policies instead of deterministic ones has been proposed to achieve better stability, sample complexity, and robustness. Notably, in Maximum Entropy Reinforcement Learning (MaxEnt RL), the policy is modeled as…

Machine Learning · Computer Science 2024-05-03 Safa Messaoud , Billel Mokeddem , Zhenghai Xue , Linsey Pang , Bo An , Haipeng Chen , Sanjay Chawla

Momentum methods such as Polyak's heavy ball (HB) method, Nesterov's accelerated gradient (AG) as well as accelerated projected gradient (APG) method have been commonly used in machine learning practice, but their performance is quite…

Machine Learning · Statistics 2019-08-20 Bugra Can , Mert Gurbuzbalaban , Lingjiong Zhu

In this paper, we present a new intrinsically motivated actor-critic algorithm for learning continuous motor skills directly from raw visual input. Our neural architecture is composed of a critic and an actor network. Both networks receive…

Machine Learning · Computer Science 2019-02-19 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…

Machine Learning · Computer Science 2026-01-05 Uğurcan Özalp

Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

We revisit the standard formulation of tabular actor-critic algorithm as a two time-scale stochastic approximation with value function computed on a faster time-scale and policy computed on a slower time-scale. This emulates policy…

Machine Learning · Computer Science 2024-06-21 Shalabh Bhatnagar , Vivek S. Borkar , Soumyajit Guin

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

Quantum computing offers efficient encapsulation of high-dimensional states. In this work, we propose a novel quantum reinforcement learning approach that combines the Advantage Actor-Critic algorithm with variational quantum circuits by…

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

In this paper we propose a hybrid architecture of actor-critic algorithms for reinforcement learning in parameterized action space, which consists of multiple parallel sub-actor networks to decompose the structured action space into simpler…

Machine Learning · Computer Science 2019-05-31 Zhou Fan , Rui Su , Weinan Zhang , Yong Yu

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

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor
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