Abstract

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed *\(f\)-Divergence Reinforcement Learning (FRL)*. In FRL, the policy evaluation and policy improvement phases are simultaneously performed by minimizing the \(f\)-divergence between the learning policy and sampling policy, which is distinct from conventional DRL algorithms that aim to maximize the expected cumulative rewards. We theoretically prove that minimizing such \(f\)-divergence can make the learning policy converge to the optimal policy. Besides, we convert the process of training agents in FRL framework to a saddle-point optimization problem with a specific \(f\) function through Fenchel conjugate, which forms new methods for policy evaluation and policy improvement. Through mathematical proofs and empirical evaluation, we demonstrate that the FRL framework has two advantages: (1)

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  • arxiv keygong2021the

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