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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,982 papers · 148 categories

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219439658877 · Jun 202019922001200920172026
48 results for actor-critic algorithm

The paper analyzes an actor-critic algorithm with target networks for deep reinforcement learning.

problem Lack of theoretical understanding of target networks in actor-critic methods.
method Proposes a theoretical analysis of an online target-based actor-critic algorithm with linear function approximation.
result Establishes asymptotic convergence results and finite-time analysis for both critic and actor.

Actor-critic converges globally in LQR with ergodic cost.

problem Theoretical understanding of actor-critic algorithm's global convergence.
method Nonasymptotic convergence analysis of actor-critic in linear quadratic regulator (LQR) setting.
result Actor-critic finds globally optimal policy and value function at a linear rate.

We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We present an episodic actor-critic algorithm and show that it converges almost su…

2013-10-14abs ↗pdf ↗

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.

Actor-critic algorithms converge to an ODE as data samples change dynamically.

problem Challenging to mathematically analyze due to non-i.i.d. data samples.
method Proved convergence to an ODE using time rescaling and geometric ergodicity.
result Convergence to the ODE limit and its properties proven.

New analysis shows actor-critic method converges efficiently in practical settings.

problem Understanding finite-time convergence of single-timescale actor-critic methods.
method Investigated online single-timescale actor-critic algorithm with linear function approximation and Markovian sampling.
result Proved convergence to ε-approximate stationary point with sample complexity of O(ε^(-2)).

We propose a new algorithm, Mean Actor-Critic (MAC), for discrete-action continuous-state reinforcement learning. MAC is a policy gradient algorithm that uses the agent's explicit representation of all action values to estimate the gradient of the policy, rather than using only the actions that were actually executed. …

2017-09-01abs ↗pdf ↗

Optimistic actor-critic tackles linear MDPs with parametric policies.

problem Theoretical limitations of existing actor-critic methods for linear MDPs.
method Proposes an optimistic actor-critic framework with parametric log-linear policies and approximate Thompson sampling.
result Achieves state-of-the-art sample complexity in both on-policy and off-policy settings.

New algorithm for multi-agent reinforcement learning with reduced communication.

problem Cooperative learning among multiple agents with limited communication.
method Randomized multi-agent actor-critic algorithm for directed graphs.
result Algorithm solves problem for strongly connected graphs with reduced communication.

Distributed learning method for multi-agent reinforcement learning with policy coordination.

problem Solving multi-agent reinforcement learning problems with coordination.
method Distributed off-policy actor critic with policy consensus.
result The proposed algorithm achieves asymptotic agreement on the global optimal policy function.

This work analyzes actor-critic methods for faster convergence.

problem Finite-time analysis and sample complexity of two-time-scale actor-critic methods.
method Non-asymptotic analysis under non-i.i.d. setting, proving convergence to first-order stationary point.
result Actor-critic method finds a first-order stationary point with ildeO(ε2.5)\mathcal{ ilde{O}}(ε^{-2.5}) sample complexity.

Paper develops a new multi-agent reinforcement learning algorithm.

problem Improving policies in a network of communicating agents.
method Develops a multi-agent off-policy actor-critic algorithm using emphatic temporal difference learning.
result Proves convergence of the algorithm under linear function approximation.

WAVE improves stability in reinforcement learning by adaptively weighting critic's loss.

problem Inherent instability in actor-critic reinforcement learning algorithms.
method Wasserstein adaptive value estimation with Sinkhorn approximation.
result Achieves $\mathcal{O}\left(\frac{1}{k} ight)$ convergence rate for critic's mean squared error.

Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.

problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.

Neural networks trained with actor-critic algorithms converge to ODEs under weak convergence analysis.

problem Challenges in convergence analysis due to changing data distributions in online learning.
method Geometric ergodicity of data samples, Poisson equation, weak convergence techniques.
result Actor and critic networks converge to solutions of ODEs with random initial conditions.

Improved convergence for actor-critic algorithms in MDPs.

problem Global convergence analysis for actor-critic algorithms in MDPs.
method Introduced an analytical framework to handle complex recursions, established convergence to ε-close globally optimal policy with improved sample complexity.
result Converges to ε-close globally optimal policy with sample complexity of O(ε^(-3)) compared to O(ε^(-2)) for ε-close stationary policy.

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.

New actor-critic algorithm achieves optimal sample efficiency in RL.

problem Achieving εε-optimal policies with minimal samples in RL.
method Integrates optimism, off-policy critic estimation, and rare-switching policy resets.
result Sample complexity of O(dH5logA/ε2+dH4logF/ε2)O(dH^5 \log|\mathcal{A}|/ε^2 + d H^4 \log|\mathcal{F}|/ ε^2) trajectories.

Improved sample complexity for actor-critic algorithms in MDPs.

problem Achieving optimal policies with limited data in reinforcement learning.
method Single-timescale actor-critic with STORM (STOchastic Recursive Momentum) and a sample buffer.
result Optimal sample complexity of O(ε2)O(ε^{-2}) for εε-optimal policies.

Efficient actor-critic learning with shared experience replay improves data efficiency.

problem Challenges in actor-critic reinforcement learning with experience replay and off-policy learning stability.
method Combining actor-critic algorithms with shared experience replay, analyzing V-trace, proposing a trust region scheme.
result State-of-the-art data efficiency on Atari achieved with 200M environment frames.

Global convergence proved for multi-agent LQRs with hierarchical actor-critic.

problem Challenges in understanding multi-agent reinforcement learning algorithms.
method Developed a hierarchical actor-critic algorithm for partially exchangeable agents.
result Global linear convergence to optimal policy proved.

Deep learning model solves high-dimensional PDEs using Actor-Critic approach.

problem Solving high-dimensional nonlinear PDEs efficiently.
method Reformulated PDE into BSDE system, inspired by Actor-Critic algorithm for deep RL.
result Improved model with fewer parameters, faster convergence, and less hyperparameter tuning.

Improved exploration in SAC using Normalizing Flows policies.

problem Brittleness and inefficiency of DRL algorithms in continuous action spaces.
method Introducing Normalizing Flow policies within the SAC framework to learn more expressive policies.
result Increased stability and better exploration in sparse reward settings.

Deep actor-critic learning optimizes power control in mobile networks.

problem Optimizing power control in large-scale wireless mobile networks.
method Multi-agent deep reinforcement learning with deep deterministic policy gradient.
result The algorithm maximizes a global utility function in a distributed manner.

New actor-critic method reduces sample complexity for reinforcement learning.

problem Improving sample complexity for actor-critic algorithms in reinforcement learning.
method Integrates Monte Carlo rollouts into policy search steps for better control over bias.
result Established sample complexity for actor-critic algorithms with policy gradient.

Single-timescale actor-critic finds globally optimal policy.

problem Finding globally optimal policy in reinforcement learning.
method Simultaneous actor and critic updates with linear or deep neural network approximations.
result Actor sequence converges to globally optimal policy at O(K1/2)O(K^{-1/2}) rate.

Study efficient convergence of RL algorithm with function approximation.

problem Convergence of actor-critic algorithm with nonlinear function approximation.
method Stochastic gradient descent ascent with adaptive proximal term, Polyak-Łojasiewicz condition.
result First efficient convergence result with rate of O(sqrt{ln(N d G^2) / N}).

Enhances SAC for better sample efficiency in continuous-action tasks.

problem Improving sample efficiency in soft actor-critic algorithms.
method Integrating Emphasizing Recent Experience (ERE) with Soft Actor-Critic (SAC) and Priority Experience Replay (PER).
result ERE significantly improves sample efficiency compared to vanilla SAC, especially for continuous-action tasks.