English
Related papers

Related papers: Risk-Sensitive Exponential Actor Critic

200 papers

Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these high-dimensional observation spaces present a number of challenges in practice, since the policy must…

Machine Learning · Computer Science 2020-10-27 Alex X. Lee , Anusha Nagabandi , Pieter Abbeel , Sergey Levine

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

Machine Learning · Computer Science 2024-08-29 Vanshaj Khattar , Ming Jin

We introduce D2AC, a new model-free reinforcement learning (RL) algorithm designed to train expressive diffusion policies online effectively. At its core is a policy improvement objective that avoids the high variance of typical policy…

Machine Learning · Computer Science 2026-05-25 Lunjun Zhang , Shuo Han , Hanrui Lyu , Bradly C Stadie

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…

Machine Learning · Computer Science 2021-11-29 Haitong Ma , Changliu Liu , Shengbo Eben Li , Sifa Zheng , Wenchao Sun , Jianyu Chen

While the maximum entropy (MaxEnt) reinforcement learning (RL) framework -- often touted for its exploration and robustness capabilities -- is usually motivated from a probabilistic perspective, the use of deep probabilistic models has not…

Machine Learning · Computer Science 2023-02-13 Dinghuai Zhang , Aaron Courville , Yoshua Bengio , Qinqing Zheng , Amy Zhang , Ricky T. Q. Chen

Model-based reinforcement learning (MBRL) and model-free reinforcement learning (MFRL) evolve along distinct paths but converge in the design of Dyna-Q [1]. However, modern RL methods still struggle with effective transferability across…

Machine Learning · Computer Science 2025-12-18 Quanxi Zhou , Wencan Mao , Manabu Tsukada , John C. S. Lui , Yusheng Ji

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…

Machine Learning · Computer Science 2020-03-02 Anji Liu , Yitao Liang , Guy Van den Broeck

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

Model-free deep reinforcement learning (RL) methods have been successful in a wide variety of simulated domains. However, a major obstacle facing deep RL in the real world is their high sample complexity. Batch policy gradient methods offer…

Machine Learning · Computer Science 2017-03-01 Shixiang Gu , Timothy Lillicrap , Zoubin Ghahramani , Richard E. Turner , Sergey Levine

Training a model-free deep reinforcement learning model to solve image-to-image translation is difficult since it involves high-dimensional continuous state and action spaces. In this paper, we draw inspiration from the recent success of…

Computer Vision and Pattern Recognition · Computer Science 2021-12-15 Ziwei Luo , Jing Hu , Xin Wang , Siwei Lyu , Bin Kong , Youbing Yin , Qi Song , Xi Wu

Deterministic-policy actor-critic algorithms for continuous control improve the actor by plugging its actions into the critic and ascending the action-value gradient, which is obtained by chaining the actor's Jacobian matrix with the…

Artificial Intelligence · Computer Science 2020-10-23 Pierluca D'Oro , Wojciech Jaśkowski

In this paper, we propose a new reinforcement learning (RL) algorithm, called encoding distributional soft actor-critic (E-DSAC), for decision-making in autonomous driving. Unlike existing RL-based decision-making methods, E-DSAC is…

Robotics · Computer Science 2021-09-14 Jingliang Duan , Yangang Ren , Fawang Zhang , Yang Guan , Dongjie Yu , Shengbo Eben Li , Bo Cheng , Lin Zhao

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

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

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

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