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Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

Actor-critic algorithms address the dual goals of reinforcement learning (RL), policy evaluation and improvement via two separate function approximators. The practicality of this approach comes at the expense of training instability, caused…

Machine Learning · Computer Science 2024-06-11 Bahareh Tasdighi , Abdullah Akgül , Manuel Haussmann , Kenny Kazimirzak Brink , Melih Kandemir

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

Machine Learning · Computer Science 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

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

This paper proposes GProp, a deep reinforcement learning algorithm for continuous policies with compatible function approximation. The algorithm is based on two innovations. Firstly, we present a temporal-difference based method for…

Machine Learning · Computer Science 2015-09-11 David Balduzzi , Muhammad Ghifary

This paper provides the details of implementing two important policy gradient methods to solve the inverted pendulum problem. These are namely the Deep Deterministic Policy Gradient (DDPG) and the Proximal Policy Optimization (PPO)…

Machine Learning · Computer Science 2021-05-18 Swagat Kumar

Actor-critic algorithms learn an explicit policy (actor), and an accompanying value function (critic). The actor performs actions in the environment, while the critic evaluates the actor's current policy. However, despite their stability…

Artificial Intelligence · Computer Science 2019-02-08 Hélène Plisnier , Denis Steckelmacher , Diederik M. Roijers , Ann Nowé

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

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for…

Machine Learning · Computer Science 2018-10-16 Ilya Kostrikov , Kumar Krishna Agrawal , Debidatta Dwibedi , Sergey Levine , Jonathan Tompson

The Sampled Policy Gradient (SPG) algorithm is a new offline actor-critic variant that samples in the action space to approximate the policy gradient. It does so by using the critic to evaluate the sampled actions. SPG offers theoretical…

Machine Learning · Computer Science 2019-10-10 Nil Stolt Ansó

Model-free off-policy actor-critic methods are an efficient solution to complex continuous control tasks. However, these algorithms rely on a number of design tricks and hyperparameters, making their application to new domains difficult and…

Machine Learning · Computer Science 2021-10-26 Jake Grigsby , Jin Yong Yoo , Yanjun Qi

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

Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov…

Machine Learning · Computer Science 2018-04-26 K. Lakshmanan

Many popular practical reinforcement learning (RL) algorithms employ evolving reward functions-through techniques such as reward shaping, entropy regularization, or curriculum learning-yet their theoretical foundations remain…

Machine Learning · Computer Science 2025-10-15 Rui Hu , Yu Chen , Longbo Huang

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Actor-critic methods are widely used in offline reinforcement learning practice, but are not so well-understood theoretically. We propose a new offline actor-critic algorithm that naturally incorporates the pessimism principle, leading to…

Machine Learning · Computer Science 2021-08-20 Andrea Zanette , Martin J. Wainwright , Emma Brunskill

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

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
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