Average-Reward Soft Actor-Critic
- URL: http://arxiv.org/abs/2501.09080v2
- Date: Tue, 05 Aug 2025 14:35:10 GMT
- Title: Average-Reward Soft Actor-Critic
- Authors: Jacob Adamczyk, Volodymyr Makarenko, Stas Tiomkin, Rahul V. Kulkarni,
- Abstract summary: We introduce an average-reward soft actor-critic algorithm to address gaps in the field.<n>We validate our method by comparing with existing average-reward algorithms on standard RL benchmarks.
- Score: 4.8748194765816955
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting, algorithms with entropy regularization have been developed, leading to improvements over deterministic methods. Despite the distinct benefits of these approaches, deep RL algorithms for the entropy-regularized average-reward objective have not been developed. While policy-gradient based approaches have recently been presented for the average-reward literature, the corresponding actor-critic framework remains less explored. In this paper, we introduce an average-reward soft actor-critic algorithm to address these gaps in the field. We validate our method by comparing with existing average-reward algorithms on standard RL benchmarks, achieving superior performance for the average-reward criterion.
Related papers
- Achieving $\widetilde{\mathcal{O}}(\sqrt{T})$ Regret in Average-Reward POMDPs with Known Observation Models [56.92178753201331]
We tackle average-reward infinite-horizon POMDPs with an unknown transition model.<n>We present a novel and simple estimator that overcomes this barrier.
arXiv Detail & Related papers (2025-01-30T22:29:41Z) - EVAL: EigenVector-based Average-reward Learning [4.8748194765816955]
We develop approaches based on function approximation by neural networks.
We show how our algorithm can also solve the average-reward RL problem without entropy-regularization.
arXiv Detail & Related papers (2025-01-15T19:00:45Z) - Deep Reinforcement Learning for Online Optimal Execution Strategies [49.1574468325115]
This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets.
We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG)
We show that our algorithm successfully approximates the optimal execution strategy.
arXiv Detail & Related papers (2024-10-17T12:38:08Z) - Surpassing legacy approaches to PWR core reload optimization with single-objective Reinforcement learning [0.0]
We have developed methods based on Deep Reinforcement Learning (DRL) for both single- and multi-objective optimization.
In this paper, we demonstrate the advantage of our RL-based approach, specifically using Proximal Policy Optimization (PPO)
PPO adapts its search capability via a policy with learnable weights, allowing it to function as both a global and local search method.
arXiv Detail & Related papers (2024-02-16T19:35:58Z) - PARL: A Unified Framework for Policy Alignment in Reinforcement Learning from Human Feedback [106.63518036538163]
We present a novel unified bilevel optimization-based framework, textsfPARL, formulated to address the recently highlighted critical issue of policy alignment in reinforcement learning.
Our framework addressed these concerns by explicitly parameterizing the distribution of the upper alignment objective (reward design) by the lower optimal variable.
Our empirical results substantiate that the proposed textsfPARL can address the alignment concerns in RL by showing significant improvements.
arXiv Detail & Related papers (2023-08-03T18:03:44Z) - Off-Policy Average Reward Actor-Critic with Deterministic Policy Search [3.551625533648956]
We present both on-policy and off-policy deterministic policy gradient theorems for the average reward performance criterion.
We also present an Average Reward Off-Policy Deep Deterministic Policy Gradient (ARO-DDPG) algorithm.
We compare the average reward performance of our proposed ARO-DDPG and observe better empirical performance compared to state-of-the-art on-policy average reward actor-critic algorithms over MuJoCo-based environments.
arXiv Detail & Related papers (2023-05-20T17:13:06Z) - ACPO: A Policy Optimization Algorithm for Average MDPs with Constraints [36.16736392624796]
We introduce a new policy optimization with function approximation algorithm for constrained MDPs with the average criterion.
We develop basic sensitivity theory for average CMDPs, and then use the corresponding bounds in the design of the algorithm.
We show its superior empirical performance when compared to other state-of-the-art algorithms adapted for the ACMDPs.
arXiv Detail & Related papers (2023-02-02T00:23:36Z) - Offline Policy Optimization in RL with Variance Regularizaton [142.87345258222942]
We propose variance regularization for offline RL algorithms, using stationary distribution corrections.
We show that by using Fenchel duality, we can avoid double sampling issues for computing the gradient of the variance regularizer.
The proposed algorithm for offline variance regularization (OVAR) can be used to augment any existing offline policy optimization algorithms.
arXiv Detail & Related papers (2022-12-29T18:25:01Z) - Optimal scheduling of entropy regulariser for continuous-time
linear-quadratic reinforcement learning [9.779769486156631]
Herein agent interacts with the environment by generating noisy controls distributed according to the optimal relaxed policy.
This exploration-exploitation trade-off is determined by the strength of entropy regularisation.
We prove that the regret, for both learning algorithms, is of the order $mathcalO(sqrtN) $ (up to a logarithmic factor) over $N$ episodes, matching the best known result from the literature.
arXiv Detail & Related papers (2022-08-08T23:36:40Z) - Stochastic first-order methods for average-reward Markov decision processes [10.023632561462712]
We study average-reward Markov decision processes (AMDPs) and develop novel first-order methods with strong theoretical guarantees for both policy optimization and policy evaluation.
By combining the policy evaluation and policy optimization parts, we establish sample complexity results for solving AMDPs under both generative and Markovian noise models.
arXiv Detail & Related papers (2022-05-11T23:02:46Z) - Instance-Dependent Confidence and Early Stopping for Reinforcement
Learning [99.57168572237421]
Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure.
This research provides guarantees that explain textitex post the performance differences observed.
A natural next step is to convert these theoretical guarantees into guidelines that are useful in practice.
arXiv Detail & Related papers (2022-01-21T04:25:35Z) - On-Policy Deep Reinforcement Learning for the Average-Reward Criterion [9.343119070691735]
We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL)
In particular, we demonstrate that Average-Reward TRPO (ATRPO), which adapts the on-policy TRPO algorithm to the average-reward criterion, significantly outperforms TRPO in the most challenging MuJuCo environments.
arXiv Detail & Related papers (2021-06-14T12:12:09Z) - Optimizing the Long-Term Average Reward for Continuing MDPs: A Technical
Report [117.23323653198297]
We have struck the balance between the information freshness, experienced by users and energy consumed by sensors.
We cast the corresponding status update procedure as a continuing Markov Decision Process (MDP)
To circumvent the curse of dimensionality, we have established a methodology for designing deep reinforcement learning (DRL) algorithms.
arXiv Detail & Related papers (2021-04-13T12:29:55Z) - Learning Sampling Policy for Faster Derivative Free Optimization [100.27518340593284]
We propose a new reinforcement learning based ZO algorithm (ZO-RL) with learning the sampling policy for generating the perturbations in ZO optimization instead of using random sampling.
Our results show that our ZO-RL algorithm can effectively reduce the variances of ZO gradient by learning a sampling policy, and converge faster than existing ZO algorithms in different scenarios.
arXiv Detail & Related papers (2021-04-09T14:50:59Z) - Variance Penalized On-Policy and Off-Policy Actor-Critic [60.06593931848165]
We propose on-policy and off-policy actor-critic algorithms that optimize a performance criterion involving both mean and variance in the return.
Our approach not only performs on par with actor-critic and prior variance-penalization baselines in terms of expected return, but also generates trajectories which have lower variance in the return.
arXiv Detail & Related papers (2021-02-03T10:06:16Z) - Logistic Q-Learning [87.00813469969167]
We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs.
The main feature of our algorithm is a convex loss function for policy evaluation that serves as a theoretically sound alternative to the widely used squared Bellman error.
arXiv Detail & Related papers (2020-10-21T17:14:31Z) - Variance-Reduced Off-Policy Memory-Efficient Policy Search [61.23789485979057]
Off-policy policy optimization is a challenging problem in reinforcement learning.
Off-policy algorithms are memory-efficient and capable of learning from off-policy samples.
arXiv Detail & Related papers (2020-09-14T16:22:46Z) - Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis [102.29671176698373]
We address the problem of policy evaluation in discounted decision processes, and provide Markov-dependent guarantees on the $ell_infty$error under a generative model.
We establish both and non-asymptotic versions of local minimax lower bounds for policy evaluation, thereby providing an instance-dependent baseline by which to compare algorithms.
arXiv Detail & Related papers (2020-03-16T17:15:28Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.