IDEAS home Printed from https://ideas.repec.org/a/ibn/cisjnl/v13y2020i3p93.html
   My bibliography  Save this article

Riemannian Proximal Policy Optimization

Author

Listed:
  • Shijun Wang
  • Baocheng Zhu
  • Chen Li
  • Mingzhe Wu
  • James Zhang
  • Wei Chu
  • Yuan Qi

Abstract

In this paper, we propose a general Riemannian proximal optimization algorithm with guaranteed convergence to solve Markov decision process (MDP) problems. To model policy functions in MDP, we employ Gaussian mixture model (GMM) and formulate it as a non-convex optimization problem in the Riemannian space of positive semidefinite matrices. For two given policy functions, we also provide its lower bound on policy improvement by using bounds derived from the Wasserstein distance of GMMs. Preliminary experiments show the efficacy of our proposed Riemannian proximal policy optimization algorithm.

Suggested Citation

  • Shijun Wang & Baocheng Zhu & Chen Li & Mingzhe Wu & James Zhang & Wei Chu & Yuan Qi, 2020. "Riemannian Proximal Policy Optimization," Computer and Information Science, Canadian Center of Science and Education, vol. 13(3), pages 1-93, August.
    • Handle: RePEc:ibn:cisjnl:v:13:y:2020:i:3:p:93
    as

    Download full text from publisher

    File URL: http://www.ccsenet.org/journal/index.php/cis/article/download/0/0/43372/45455
    Download Restriction: no
    File URL: http://www.ccsenet.org/journal/index.php/cis/article/view/0/43372
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Volodymyr Mnih & Koray Kavukcuoglu & David Silver & Andrei A. Rusu & Joel Veness & Marc G. Bellemare & Alex Graves & Martin Riedmiller & Andreas K. Fidjeland & Georg Ostrovski & Stig Petersen & Charle, 2015. "Human-level control through deep reinforcement learning," Nature, Nature, vol. 518(7540), pages 529-533, February.
    2. David Silver & Aja Huang & Chris J. Maddison & Arthur Guez & Laurent Sifre & George van den Driessche & Julian Schrittwieser & Ioannis Antonoglou & Veda Panneershelvam & Marc Lanctot & Sander Dieleman, 2016. "Mastering the game of Go with deep neural networks and tree search," Nature, Nature, vol. 529(7587), pages 484-489, January.
    3. David Silver & Julian Schrittwieser & Karen Simonyan & Ioannis Antonoglou & Aja Huang & Arthur Guez & Thomas Hubert & Lucas Baker & Matthew Lai & Adrian Bolton & Yutian Chen & Timothy Lillicrap & Fan , 2017. "Mastering the game of Go without human knowledge," Nature, Nature, vol. 550(7676), pages 354-359, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Omar Al-Ani & Sanjoy Das, 2022. "Reinforcement Learning: Theory and Applications in HEMS," Energies, MDPI, vol. 15(17), pages 1-37, September.
    2. Zhang, Yihao & Chai, Zhaojie & Lykotrafitis, George, 2021. "Deep reinforcement learning with a particle dynamics environment applied to emergency evacuation of a room with obstacles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
    3. Weifan Long & Taixian Hou & Xiaoyi Wei & Shichao Yan & Peng Zhai & Lihua Zhang, 2023. "A Survey on Population-Based Deep Reinforcement Learning," Mathematics, MDPI, vol. 11(10), pages 1-17, May.
    4. Yifeng Guo & Xingyu Fu & Yuyan Shi & Mingwen Liu, 2018. "Robust Log-Optimal Strategy with Reinforcement Learning," Papers 1805.00205, arXiv.org.
    5. Yuchao Dong, 2022. "Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm," Papers 2208.02409, arXiv.org, revised Sep 2023.
    6. Iwao Maeda & David deGraw & Michiharu Kitano & Hiroyasu Matsushima & Hiroki Sakaji & Kiyoshi Izumi & Atsuo Kato, 2020. "Deep Reinforcement Learning in Agent Based Financial Market Simulation," JRFM, MDPI, vol. 13(4), pages 1-17, April.
    7. Li, Wenqing & Ni, Shaoquan, 2022. "Train timetabling with the general learning environment and multi-agent deep reinforcement learning," Transportation Research Part B: Methodological, Elsevier, vol. 157(C), pages 230-251.
    8. Bo Hu & Jiaxi Li & Shuang Li & Jie Yang, 2019. "A Hybrid End-to-End Control Strategy Combining Dueling Deep Q-network and PID for Transient Boost Control of a Diesel Engine with Variable Geometry Turbocharger and Cooled EGR," Energies, MDPI, vol. 12(19), pages 1-15, September.
    9. Elsisi, Mahmoud & Amer, Mohammed & Dababat, Alya’ & Su, Chun-Lien, 2023. "A comprehensive review of machine learning and IoT solutions for demand side energy management, conservation, and resilient operation," Energy, Elsevier, vol. 281(C).
    10. Lai, Jianfa & Weng, Lin-Chen & Peng, Xiaoling & Fang, Kai-Tai, 2022. "Construction of symmetric orthogonal designs with deep Q-network and orthogonal complementary design," Computational Statistics & Data Analysis, Elsevier, vol. 171(C).
    11. Ricardo S. Alonso & Inés Sittón-Candanedo & Roberto Casado-Vara & Javier Prieto & Juan M. Corchado, 2020. "Deep Reinforcement Learning for the Management of Software-Defined Networks and Network Function Virtualization in an Edge-IoT Architecture," Sustainability, MDPI, vol. 12(14), pages 1-23, July.
    12. Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo, 2021. "FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance," Papers 2111.05188, arXiv.org.
    13. De Moor, Bram J. & Gijsbrechts, Joren & Boute, Robert N., 2022. "Reward shaping to improve the performance of deep reinforcement learning in perishable inventory management," European Journal of Operational Research, Elsevier, vol. 301(2), pages 535-545.
    14. Christopher R. Madan, 2020. "Considerations for Comparing Video Game AI Agents with Humans," Challenges, MDPI, vol. 11(2), pages 1-12, August.
    15. Qu, Xiaobo & Yu, Yang & Zhou, Mofan & Lin, Chin-Teng & Wang, Xiangyu, 2020. "Jointly dampening traffic oscillations and improving energy consumption with electric, connected and automated vehicles: A reinforcement learning based approach," Applied Energy, Elsevier, vol. 257(C).
    16. Matt Taddy, 2018. "The Technological Elements of Artificial Intelligence," NBER Chapters, in: The Economics of Artificial Intelligence: An Agenda, pages 61-87, National Bureau of Economic Research, Inc.
    17. Guan, Xiaoshu & Sun, Huabin & Hou, Rongrong & Xu, Yang & Bao, Yuequan & Li, Hui, 2023. "A deep reinforcement learning method for structural dominant failure modes searching based on self-play strategy," Reliability Engineering and System Safety, Elsevier, vol. 233(C).
    18. Jermain C. Kaminski & Christian Hopp, 2020. "Predicting outcomes in crowdfunding campaigns with textual, visual, and linguistic signals," Small Business Economics, Springer, vol. 55(3), pages 627-649, October.
    19. Yuchen Zhang & Wei Yang, 2022. "Breakthrough invention and problem complexity: Evidence from a quasi‐experiment," Strategic Management Journal, Wiley Blackwell, vol. 43(12), pages 2510-2544, December.
    20. Yassine Chemingui & Adel Gastli & Omar Ellabban, 2020. "Reinforcement Learning-Based School Energy Management System," Energies, MDPI, vol. 13(23), pages 1-21, December.

    More about this item

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ibn:cisjnl:v:13:y:2020:i:3:p:93. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Canadian Center of Science and Education (email available below). General contact details of provider: https://edirc.repec.org/data/cepflch.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.