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Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

机器学习 · 计算机科学 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

Restricting the variance of a policy's return is a popular choice in risk-averse Reinforcement Learning (RL) due to its clear mathematical definition and easy interpretability. Traditional methods directly restrict the total return…

机器学习 · 计算机科学 2023-11-06 Yudong Luo , Guiliang Liu , Pascal Poupart , Yangchen Pan

Policy gradient methods hold great potential for solving complex continuous control tasks. Still, their training efficiency can be improved by exploiting structure within the optimization problem. Recent work indicates that supervised…

Policy-gradient methods in Reinforcement Learning(RL) are very universal and widely applied in practice but their performance suffers from the high variance of the gradient estimate. Several procedures were proposed to reduce it including…

机器学习 · 计算机科学 2022-06-16 Maxim Kaledin , Alexander Golubev , Denis Belomestny

Policy gradient methods have become popular in multi-agent reinforcement learning, but they suffer from high variance due to the presence of environmental stochasticity and exploring agents (i.e., non-stationarity), which is potentially…

机器学习 · 计算机科学 2021-12-21 Yuchen Xiao , Xueguang Lyu , Christopher Amato

Policy gradient methods are an attractive approach to multi-agent reinforcement learning problems due to their convergence properties and robustness in partially observable scenarios. However, there is a significant performance gap between…

机器学习 · 计算机科学 2021-05-07 Bozhidar Vasilev , Tarun Gupta , Bei Peng , Shimon Whiteson

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

机器学习 · 计算机科学 2022-05-17 Yue Wang , Shaofeng Zou

Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical properties of these methods in the context of control and…

最优化与控制 · 数学 2022-10-11 Bin Hu , Kaiqing Zhang , Na Li , Mehran Mesbahi , Maryam Fazel , Tamer Başar

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…

机器学习 · 计算机科学 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

计算金融 · 定量金融 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

Robust reinforcement learning agents using high-dimensional observations must be able to identify relevant state features amidst many exogeneous distractors. A representation that captures controllability identifies these state elements by…

机器学习 · 计算机科学 2024-06-25 Max Rudolph , Caleb Chuck , Kevin Black , Misha Lvovsky , Scott Niekum , Amy Zhang

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

多智能体系统 · 计算机科学 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

机器学习 · 计算机科学 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Policy gradient methods have become one of the most popular classes of algorithms for multi-agent reinforcement learning. A key challenge, however, that is not addressed by many of these methods is multi-agent credit assignment: assessing…

多智能体系统 · 计算机科学 2024-12-20 Jacopo Castellini , Sam Devlin , Frans A. Oliehoek , Rahul Savani

Policy gradient methods are appealing in deep reinforcement learning but suffer from high variance of gradient estimate. To reduce the variance, the state value function is applied commonly. However, the effect of the state value function…

机器学习 · 计算机科学 2021-08-06 Jiaming Guo , Rui Zhang , Xishan Zhang , Shaohui Peng , Qi Yi , Zidong Du , Xing Hu , Qi Guo , Yunji Chen

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…

机器学习 · 计算机科学 2021-02-04 Arushi Jain , Gandharv Patil , Ayush Jain , Khimya Khetarpal , Doina Precup

Policy gradient methods are reinforcement learning algorithms that adapt a parameterized policy by following a performance gradient estimate. Conventional policy gradient methods use Monte-Carlo techniques to estimate the gradient, which…

机器学习 · 计算机科学 2026-05-01 Mohammad Ghavamzadeh , Yaakov Engel , Michal Valko

Several authors have recently developed risk-sensitive policy gradient methods that augment the standard expected cost minimization problem with a measure of variability in cost. These studies have focused on specific risk-measures, such as…

人工智能 · 计算机科学 2015-06-09 Aviv Tamar , Yinlam Chow , Mohammad Ghavamzadeh , Shie Mannor

In this effort, we consider the impact of regularization on the diversity of actions taken by policies generated from reinforcement learning agents trained using a policy gradient. Policy gradient agents are prone to entropy collapse, which…

机器学习 · 计算机科学 2023-10-10 Andrew Starnes , Anton Dereventsov , Clayton Webster

Likelihood-based policy gradient methods are the dominant approach for training robot control policies from rewards. These methods rely on differentiable action likelihoods, which constrain policy outputs to simple distributions like…