{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/quantile-based-deep-reinforcement-learning","title":"Quantile-Based Deep Reinforcement Learning using Two-Timescale Policy Gradient Algorithms","arxiv_id":"2305.07248","date":"2023-05-12","proceeding":null,"authors":["Jinyang Jiang","Jiaqiao Hu","Yijie Peng"],"abstract":"Classical reinforcement learning (RL) aims to optimize the expected cumulative reward. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative reward. We parameterize the policy controlling actions by neural networks, and propose a novel policy gradient algorithm called Quantile-Based Policy Optimization (QPO) and its variant Quantile-Based Proximal Policy Optimization (QPPO) for solving deep RL problems with quantile objectives. QPO uses two coupled iterations running at different timescales for simultaneously updating quantiles and policy parameters, whereas QPPO is an off-policy version of QPO that allows multiple updates of parameters during one simulation episode, leading to improved algorithm efficiency. Our numerical results indicate that the proposed algorithms outperform the existing baseline algorithms under the quantile criterion.","url_abs":"https://arxiv.org/abs/2305.07248v1","url_pdf":"https://arxiv.org/pdf/2305.07248v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"quantile-based-deep-reinforcement-learning","repo_url":"https://github.com/jinyangjiangai/quantile-based-policy-optimization","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"deep-reinforcement-learning","task_name":"Deep Reinforcement Learning"},{"task_slug":"reinforcement-learning-1","task_name":"Reinforcement Learning (RL)"},{"task_slug":"two","task_name":"Vocal Bursts Valence Prediction"},{"task_slug":"reinforcement-learning-2","task_name":"reinforcement-learning"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}