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Variance Penalized On-Policy and Off-Policy Actor-Critic

AAAI 2021 · Reinforcement learning › Policy gradient and actor-critic · approach: Actor-critic theory · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add direct return-variance estimation and penalize variance in the PPO objectivePPO · HalfCheetahVar (1e5): 1.6 -> 0.1 (93%)Helped
Add direct return-variance estimation and penalize variance in the PPO objectivePPO · HopperVar (1e5): 6.6 -> 4.0 (39.4%)Helped
Add direct return-variance estimation and penalize variance in the PPO objectivePPO · Walker2dVar (1e5): 12.1 -> 9.2 (23.9%)Helped
Add direct return-variance estimation and penalize variance in the PPO objectivePPO · HalfCheetahMean: 1557 -> 1373Hurt
Add direct return-variance estimation and penalize variance in the PPO objectivePPO · HopperMean: 1944 -> 1624Hurt
Add direct return-variance estimation and penalize variance in the PPO objectivePPO · Walker2dMean: 3058 -> 2625Hurt
Increase the mean-variance trade-off parameter ψVPAC · Continuous puddle-worldVariance in returnHelped
Increase the mean-variance trade-off parameter ψVPAC · Continuous puddle-worldMean returnHurt
Use a very high mean-variance trade-off parameter ψVPAC · Four roomsMean returnHurt

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