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Off-Policy Reinforcement Learning

Off-policy algorithms learn from data collected by different policies, enabling superior sample efficiency for robotics applications.

Overview

Off-policy means the agent can learn from experiences collected by any policy: - Collect data with behavior policy \(\mu\) - Update target policy \(\pi\) using this data - Reuse old data → much better sample efficiency - Store experiences in replay buffer

Key algorithms: - SAC (Soft Actor-Critic) - Best for continuous control - TD3 (Twin Delayed DDPG) - Stable and robust - DDPG (Deep Deterministic Policy Gradient) - Foundation

Soft Actor-Critic (SAC)

SAC is the state-of-the-art off-policy algorithm for continuous control in robotics.

Papers: - Haarnoja et al., "Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor", ICML 2018 - Haarnoja et al., "Soft Actor-Critic Algorithms and Applications", arXiv 2019

Mathematical Foundation

SAC maximizes the entropy-regularized objective:

\[ J(\pi) = \sum_{t=0}^T \mathbb{E}_{(s_t,a_t) \sim \rho_\pi} \left[ r(s_t, a_t) + \alpha \mathcal{H}(\pi(\cdot|s_t)) \right] \]

Where: - \(\mathcal{H}(\pi(\cdot|s_t)) = -\log \pi(a_t|s_t)\) (entropy) - \(\alpha\) = temperature parameter (controls exploration)

Key innovations: 1. Maximum entropy RL: Encourages exploration by maximizing entropy 2. Twin Q-networks: Reduces overestimation bias 3. Automatic temperature tuning: Learns \(\alpha\) during training

Complete Implementation

import torch
import torch.nn as nn
import torch.optim as optim
import torch.nn.functional as F
from torch.distributions import Normal
import numpy as np

class SAC:
    """
    Soft Actor-Critic for continuous control

    Reference: Haarnoja et al., 2018-2019
    """
    def __init__(
        self,
        state_dim,
        action_dim,
        hidden_dim=256,
        actor_lr=3e-4,
        critic_lr=3e-4,
        alpha_lr=3e-4,
        gamma=0.99,
        tau=0.005,
        alpha=0.2,
        automatic_entropy_tuning=True,
        target_entropy=None,
        buffer_size=1_000_000,
        batch_size=256
    ):
        self.gamma = gamma
        self.tau = tau
        self.batch_size = batch_size
        self.action_dim = action_dim

        # Actor network (stochastic policy)
        self.actor = GaussianPolicy(state_dim, action_dim, hidden_dim)
        self.actor_optimizer = optim.Adam(self.actor.parameters(), lr=actor_lr)

        # Twin Q-networks (critics)
        self.critic1 = QNetwork(state_dim, action_dim, hidden_dim)
        self.critic2 = QNetwork(state_dim, action_dim, hidden_dim)

        # Target Q-networks
        self.critic1_target = QNetwork(state_dim, action_dim, hidden_dim)
        self.critic2_target = QNetwork(state_dim, action_dim, hidden_dim)

        # Copy parameters to targets
        self.critic1_target.load_state_dict(self.critic1.state_dict())
        self.critic2_target.load_state_dict(self.critic2.state_dict())

        self.critic1_optimizer = optim.Adam(self.critic1.parameters(), lr=critic_lr)
        self.critic2_optimizer = optim.Adam(self.critic2.parameters(), lr=critic_lr)

        # Automatic entropy tuning
        self.automatic_entropy_tuning = automatic_entropy_tuning
        if automatic_entropy_tuning:
            # Target entropy = -dim(A)
            if target_entropy is None:
                self.target_entropy = -action_dim
            else:
                self.target_entropy = target_entropy

            # Learnable temperature parameter
            self.log_alpha = torch.zeros(1, requires_grad=True)
            self.alpha_optimizer = optim.Adam([self.log_alpha], lr=alpha_lr)
            self.alpha = self.log_alpha.exp()
        else:
            self.alpha = alpha

        # Replay buffer
        self.replay_buffer = ReplayBuffer(state_dim, action_dim, buffer_size)

    def select_action(self, state, deterministic=False):
        """Sample action from policy"""
        state = torch.FloatTensor(state).unsqueeze(0)

        if deterministic:
            _, _, action = self.actor.sample(state)
        else:
            action, _, _ = self.actor.sample(state)

        return action.detach().cpu().numpy()[0]

    def update(self):
        """SAC update step"""
        if len(self.replay_buffer) < self.batch_size:
            return {}

        # Sample batch
        states, actions, rewards, next_states, dones = self.replay_buffer.sample(self.batch_size)

        # ================== Update Critics ==================

        with torch.no_grad():
            # Sample next actions from current policy
            next_actions, next_log_probs, _ = self.actor.sample(next_states)

            # Compute target Q-values (minimum of twin Q-networks)
            q1_next = self.critic1_target(next_states, next_actions)
            q2_next = self.critic2_target(next_states, next_actions)
            min_q_next = torch.min(q1_next, q2_next)

            # Add entropy term
            if self.automatic_entropy_tuning:
                alpha = self.log_alpha.exp()
            else:
                alpha = self.alpha

            target_q = rewards + (1 - dones) * self.gamma * (min_q_next - alpha * next_log_probs)

        # Current Q-values
        q1 = self.critic1(states, actions)
        q2 = self.critic2(states, actions)

        # Critic loss (MSE)
        critic1_loss = F.mse_loss(q1, target_q)
        critic2_loss = F.mse_loss(q2, target_q)

        # Update critic 1
        self.critic1_optimizer.zero_grad()
        critic1_loss.backward()
        self.critic1_optimizer.step()

        # Update critic 2
        self.critic2_optimizer.zero_grad()
        critic2_loss.backward()
        self.critic2_optimizer.step()

        # ================== Update Actor ==================

        # Sample actions from current policy
        new_actions, log_probs, _ = self.actor.sample(states)

        # Compute Q-values for new actions
        q1_new = self.critic1(states, new_actions)
        q2_new = self.critic2(states, new_actions)
        min_q_new = torch.min(q1_new, q2_new)

        # Actor loss (maximize Q - α*log_prob)
        actor_loss = (alpha * log_probs - min_q_new).mean()

        # Update actor
        self.actor_optimizer.zero_grad()
        actor_loss.backward()
        self.actor_optimizer.step()

        # ================== Update Temperature ==================

        if self.automatic_entropy_tuning:
            # α loss (equation 18 in SAC paper)
            alpha_loss = -(self.log_alpha * (log_probs + self.target_entropy).detach()).mean()

            self.alpha_optimizer.zero_grad()
            alpha_loss.backward()
            self.alpha_optimizer.step()

            self.alpha = self.log_alpha.exp()
            alpha_value = self.alpha.item()
        else:
            alpha_loss = torch.tensor(0.0)
            alpha_value = self.alpha

        # ================== Update Target Networks ==================

        self._soft_update(self.critic1, self.critic1_target)
        self._soft_update(self.critic2, self.critic2_target)

        return {
            'critic1_loss': critic1_loss.item(),
            'critic2_loss': critic2_loss.item(),
            'actor_loss': actor_loss.item(),
            'alpha': alpha_value,
            'alpha_loss': alpha_loss.item() if self.automatic_entropy_tuning else 0.0
        }

    def _soft_update(self, source, target):
        """Soft update target network parameters"""
        for target_param, param in zip(target.parameters(), source.parameters()):
            target_param.data.copy_(
                target_param.data * (1.0 - self.tau) + param.data * self.tau
            )


class GaussianPolicy(nn.Module):
    """Gaussian policy network for SAC"""
    def __init__(self, state_dim, action_dim, hidden_dim=256, log_std_min=-20, log_std_max=2):
        super().__init__()

        self.log_std_min = log_std_min
        self.log_std_max = log_std_max

        # Shared layers
        self.fc1 = nn.Linear(state_dim, hidden_dim)
        self.fc2 = nn.Linear(hidden_dim, hidden_dim)

        # Mean and log_std heads
        self.mean = nn.Linear(hidden_dim, action_dim)
        self.log_std = nn.Linear(hidden_dim, action_dim)

    def forward(self, state):
        x = F.relu(self.fc1(state))
        x = F.relu(self.fc2(x))

        mean = self.mean(x)
        log_std = self.log_std(x)
        log_std = torch.clamp(log_std, self.log_std_min, self.log_std_max)

        return mean, log_std

    def sample(self, state):
        """Sample action using reparameterization trick"""
        mean, log_std = self.forward(state)
        std = log_std.exp()

        # Reparameterization trick
        normal = Normal(mean, std)
        x_t = normal.rsample()  # rsample() for reparameterization

        # Apply tanh squashing
        action = torch.tanh(x_t)

        # Compute log probability with change of variables formula
        log_prob = normal.log_prob(x_t)
        # Enforcing action bounds (tanh)
        log_prob -= torch.log(1 - action.pow(2) + 1e-6)
        log_prob = log_prob.sum(dim=-1, keepdim=True)

        mean = torch.tanh(mean)

        return action, log_prob, mean


class QNetwork(nn.Module):
    """Q-network (critic) for SAC"""
    def __init__(self, state_dim, action_dim, hidden_dim=256):
        super().__init__()

        self.fc1 = nn.Linear(state_dim + action_dim, hidden_dim)
        self.fc2 = nn.Linear(hidden_dim, hidden_dim)
        self.fc3 = nn.Linear(hidden_dim, 1)

    def forward(self, state, action):
        x = torch.cat([state, action], dim=-1)
        x = F.relu(self.fc1(x))
        x = F.relu(self.fc2(x))
        q = self.fc3(x)
        return q


class ReplayBuffer:
    """Experience replay buffer"""
    def __init__(self, state_dim, action_dim, max_size=1_000_000):
        self.max_size = max_size
        self.ptr = 0
        self.size = 0

        self.states = np.zeros((max_size, state_dim))
        self.actions = np.zeros((max_size, action_dim))
        self.rewards = np.zeros((max_size, 1))
        self.next_states = np.zeros((max_size, state_dim))
        self.dones = np.zeros((max_size, 1))

    def add(self, state, action, reward, next_state, done):
        self.states[self.ptr] = state
        self.actions[self.ptr] = action
        self.rewards[self.ptr] = reward
        self.next_states[self.ptr] = next_state
        self.dones[self.ptr] = done

        self.ptr = (self.ptr + 1) % self.max_size
        self.size = min(self.size + 1, self.max_size)

    def sample(self, batch_size):
        indices = np.random.randint(0, self.size, size=batch_size)

        return (
            torch.FloatTensor(self.states[indices]),
            torch.FloatTensor(self.actions[indices]),
            torch.FloatTensor(self.rewards[indices]),
            torch.FloatTensor(self.next_states[indices]),
            torch.FloatTensor(self.dones[indices])
        )

    def __len__(self):
        return self.size


def train_sac(env, num_timesteps=1_000_000, start_timesteps=10_000):
    """Training loop for SAC"""

    state_dim = env.observation_space.shape[0]
    action_dim = env.action_space.shape[0]

    sac = SAC(state_dim, action_dim)

    state = env.reset()
    episode_reward = 0
    episode_length = 0

    for timestep in range(num_timesteps):
        # Select action
        if timestep < start_timesteps:
            # Random exploration
            action = env.action_space.sample()
        else:
            action = sac.select_action(state)

        # Environment step
        next_state, reward, done, info = env.step(action)

        # Store transition
        sac.replay_buffer.add(state, action, reward, next_state, done)

        episode_reward += reward
        episode_length += 1

        # Update policy
        if timestep >= start_timesteps:
            metrics = sac.update()

            if timestep % 1000 == 0:
                print(f"Timestep {timestep}:")
                print(f"  Critic Loss: {metrics['critic1_loss']:.4f}")
                print(f"  Actor Loss: {metrics['actor_loss']:.4f}")
                print(f"  Alpha: {metrics['alpha']:.4f}")

        if done:
            print(f"Episode: Reward={episode_reward:.2f}, Length={episode_length}")
            state = env.reset()
            episode_reward = 0
            episode_length = 0
        else:
            state = next_state

    return sac

Hyperparameter Tuning

Critical hyperparameters:

Parameter Typical Range Robotics Default Notes
actor_lr 1e-5 to 1e-3 3e-4 Same as critic usually
critic_lr 1e-5 to 1e-3 3e-4 Can be higher than actor
alpha (initial) 0.1 to 0.5 0.2 Auto-tuned during training
target_entropy -dim(A) to -0.5*dim(A) -dim(A) More negative = less exploration
gamma 0.95 to 0.999 0.99 Higher for long horizons
tau 0.001 to 0.01 0.005 Soft update rate
batch_size 64 to 512 256 Larger = more stable
buffer_size 100k to 10M 1M Depends on memory

Tuning tips:

# For manipulation tasks (precise control)
sac_manipulation = SAC(
    actor_lr=3e-4,
    critic_lr=3e-4,
    alpha=0.2,
    target_entropy=-action_dim,  # Moderate exploration
    tau=0.005,
    gamma=0.99
)

# For locomotion tasks (robust exploration)
sac_locomotion = SAC(
    actor_lr=1e-4,
    critic_lr=3e-4,
    alpha=0.5,  # More exploration
    target_entropy=-0.5 * action_dim,
    tau=0.005,
    gamma=0.995
)

# For sparse reward tasks
sac_sparse = SAC(
    actor_lr=3e-4,
    critic_lr=3e-4,
    alpha=1.0,  # High exploration
    target_entropy=-action_dim,
    tau=0.005,
    gamma=0.99,
    buffer_size=5_000_000  # Large buffer for rare successes
)

Twin Delayed DDPG (TD3)

TD3 is a deterministic policy algorithm with strong stability guarantees.

Paper: Fujimoto et al., "Addressing Function Approximation Error in Actor-Critic Methods", ICML 2018

Mathematical Foundation

TD3 builds on DDPG with three key improvements:

  1. Twin Q-networks: Use minimum of two Q-networks to reduce overestimation
  2. Delayed policy updates: Update actor less frequently than critics
  3. Target policy smoothing: Add noise to target actions

Critic update: $$ y = r + \gamma \min_{i=1,2} Q_{\theta_i'}(s', \pi_{\phi'}(s') + \epsilon) $$

Where \(\epsilon \sim \text{clip}(\mathcal{N}(0, \sigma), -c, c)\) is clipped noise.

Complete Implementation

class TD3:
    """
    Twin Delayed Deep Deterministic Policy Gradient

    Reference: Fujimoto et al., 2018
    """
    def __init__(
        self,
        state_dim,
        action_dim,
        max_action,
        hidden_dim=256,
        actor_lr=3e-4,
        critic_lr=3e-4,
        gamma=0.99,
        tau=0.005,
        policy_noise=0.2,
        noise_clip=0.5,
        policy_freq=2,
        buffer_size=1_000_000,
        batch_size=256
    ):
        self.gamma = gamma
        self.tau = tau
        self.policy_noise = policy_noise
        self.noise_clip = noise_clip
        self.policy_freq = policy_freq
        self.batch_size = batch_size
        self.max_action = max_action

        # Deterministic actor
        self.actor = DeterministicPolicy(state_dim, action_dim, hidden_dim, max_action)
        self.actor_target = DeterministicPolicy(state_dim, action_dim, hidden_dim, max_action)
        self.actor_target.load_state_dict(self.actor.state_dict())
        self.actor_optimizer = optim.Adam(self.actor.parameters(), lr=actor_lr)

        # Twin critics
        self.critic1 = QNetwork(state_dim, action_dim, hidden_dim)
        self.critic2 = QNetwork(state_dim, action_dim, hidden_dim)

        self.critic1_target = QNetwork(state_dim, action_dim, hidden_dim)
        self.critic2_target = QNetwork(state_dim, action_dim, hidden_dim)

        self.critic1_target.load_state_dict(self.critic1.state_dict())
        self.critic2_target.load_state_dict(self.critic2.state_dict())

        self.critic1_optimizer = optim.Adam(self.critic1.parameters(), lr=critic_lr)
        self.critic2_optimizer = optim.Adam(self.critic2.parameters(), lr=critic_lr)

        # Replay buffer
        self.replay_buffer = ReplayBuffer(state_dim, action_dim, buffer_size)

        # Update counter
        self.total_updates = 0

    def select_action(self, state, noise=0.1):
        """Select action with optional exploration noise"""
        state = torch.FloatTensor(state).unsqueeze(0)
        action = self.actor(state).detach().cpu().numpy()[0]

        if noise > 0:
            action += np.random.normal(0, noise, size=action.shape)
            action = np.clip(action, -self.max_action, self.max_action)

        return action

    def update(self):
        """TD3 update step"""
        if len(self.replay_buffer) < self.batch_size:
            return {}

        self.total_updates += 1

        # Sample batch
        states, actions, rewards, next_states, dones = self.replay_buffer.sample(self.batch_size)

        # ================== Update Critics ==================

        with torch.no_grad():
            # Select next action with target policy
            next_actions = self.actor_target(next_states)

            # Add clipped noise (target policy smoothing)
            noise = torch.randn_like(next_actions) * self.policy_noise
            noise = torch.clamp(noise, -self.noise_clip, self.noise_clip)
            next_actions = next_actions + noise
            next_actions = torch.clamp(next_actions, -self.max_action, self.max_action)

            # Compute target Q-values (minimum of twin Q-networks)
            q1_next = self.critic1_target(next_states, next_actions)
            q2_next = self.critic2_target(next_states, next_actions)
            min_q_next = torch.min(q1_next, q2_next)

            target_q = rewards + (1 - dones) * self.gamma * min_q_next

        # Current Q-values
        q1 = self.critic1(states, actions)
        q2 = self.critic2(states, actions)

        # Critic losses
        critic1_loss = F.mse_loss(q1, target_q)
        critic2_loss = F.mse_loss(q2, target_q)

        # Update critics
        self.critic1_optimizer.zero_grad()
        critic1_loss.backward()
        self.critic1_optimizer.step()

        self.critic2_optimizer.zero_grad()
        critic2_loss.backward()
        self.critic2_optimizer.step()

        # ================== Delayed Actor Update ==================

        actor_loss = torch.tensor(0.0)

        if self.total_updates % self.policy_freq == 0:
            # Actor loss (maximize Q-value)
            actor_loss = -self.critic1(states, self.actor(states)).mean()

            # Update actor
            self.actor_optimizer.zero_grad()
            actor_loss.backward()
            self.actor_optimizer.step()

            # Update target networks
            self._soft_update(self.actor, self.actor_target)
            self._soft_update(self.critic1, self.critic1_target)
            self._soft_update(self.critic2, self.critic2_target)

        return {
            'critic1_loss': critic1_loss.item(),
            'critic2_loss': critic2_loss.item(),
            'actor_loss': actor_loss.item()
        }

    def _soft_update(self, source, target):
        """Soft update target network"""
        for target_param, param in zip(target.parameters(), source.parameters()):
            target_param.data.copy_(
                target_param.data * (1.0 - self.tau) + param.data * self.tau
            )


class DeterministicPolicy(nn.Module):
    """Deterministic policy network for TD3"""
    def __init__(self, state_dim, action_dim, hidden_dim=256, max_action=1.0):
        super().__init__()

        self.max_action = max_action

        self.fc1 = nn.Linear(state_dim, hidden_dim)
        self.fc2 = nn.Linear(hidden_dim, hidden_dim)
        self.fc3 = nn.Linear(hidden_dim, action_dim)

    def forward(self, state):
        x = F.relu(self.fc1(state))
        x = F.relu(self.fc2(x))
        action = self.max_action * torch.tanh(self.fc3(x))
        return action

TD3 vs SAC vs DDPG Comparison

Feature SAC TD3 DDPG
Policy Type Stochastic Deterministic Deterministic
Exploration Entropy maximization Action noise Action noise
Q-networks 2 (twin) 2 (twin) 1
Stability Very high High Moderate
Sample Efficiency Excellent Excellent Good
Hyperparameter Sensitivity Low Low High
Best For General continuous control Stable learning Simple tasks

Recommendation: - SAC for most robotics tasks (best exploration, most stable) - TD3 when deterministic policy is required or computational efficiency matters - DDPG only for simple, well-behaved environments

Deep Deterministic Policy Gradient (DDPG)

DDPG is the foundation for TD3 - a deterministic actor-critic for continuous control.

Paper: Lillicrap et al., "Continuous Control with Deep Reinforcement Learning", ICLR 2016

Core Concepts

Deterministic Policy Gradient Theorem:

\[ \nabla_\theta J(\theta) = \mathbb{E}_{s \sim \rho^\pi} \left[ \nabla_\theta \pi_\theta(s) \nabla_a Q^\pi(s,a)|_{a=\pi_\theta(s)} \right] \]

Key components: 1. Deterministic actor: \(\mu_\theta(s)\) 2. Critic: \(Q^{\mu}(s,a)\) 3. Target networks for stability 4. Replay buffer for off-policy learning

Implementation Highlights

class DDPG:
    """Deep Deterministic Policy Gradient"""

    def update(self):
        """DDPG update (simplified - similar to TD3 but single Q-network)"""
        states, actions, rewards, next_states, dones = self.replay_buffer.sample(self.batch_size)

        # Critic update
        with torch.no_grad():
            next_actions = self.actor_target(next_states)
            target_q = rewards + (1 - dones) * self.gamma * self.critic_target(next_states, next_actions)

        current_q = self.critic(states, actions)
        critic_loss = F.mse_loss(current_q, target_q)

        self.critic_optimizer.zero_grad()
        critic_loss.backward()
        self.critic_optimizer.step()

        # Actor update
        actor_loss = -self.critic(states, self.actor(states)).mean()

        self.actor_optimizer.zero_grad()
        actor_loss.backward()
        self.actor_optimizer.step()

        # Update targets every step (unlike TD3's delayed updates)
        self._soft_update(self.actor, self.actor_target)
        self._soft_update(self.critic, self.critic_target)

Problems with DDPG (solved by TD3): 1. Overestimation bias → TD3 uses twin Q-networks 2. Unstable learning → TD3 delays policy updates 3. Noisy targets → TD3 smooths target policy

Practical Comparison

Sample Efficiency

For 1M timesteps on typical manipulation tasks:

Algorithm Success Rate Wall Time GPU Memory
SAC 95% 4 hours 2GB
TD3 92% 3.5 hours 1.5GB
DDPG 75% 3 hours 1GB
PPO (on-policy) 85% 12 hours 1GB

Conclusion: Off-policy methods are 2-3x more sample efficient than on-policy.

When to Use Each Algorithm

Use SAC when: - ✓ You need maximum sample efficiency - ✓ Working with sparse rewards - ✓ Task requires exploration - ✓ Stochastic policy is acceptable - ✓ You have sufficient compute for twin critics

Use TD3 when: - ✓ You need a deterministic policy (planning, safety) - ✓ Computational efficiency is critical - ✓ Environment is relatively smooth - ✓ SAC is overkill for your task

Use DDPG when: - ✓ Simple, well-behaved environment - ✓ Educational purposes (learning the basics) - ✗Generally prefer TD3 over DDPG for real applications

Hyperparameter Tuning Guide

Learning Rates

# Conservative (stable but slow)
conservative_config = {
    'actor_lr': 1e-4,
    'critic_lr': 1e-4,
    'tau': 0.001
}

# Standard (balanced)
standard_config = {
    'actor_lr': 3e-4,
    'critic_lr': 3e-4,
    'tau': 0.005
}

# Aggressive (fast but risky)
aggressive_config = {
    'actor_lr': 1e-3,
    'critic_lr': 1e-3,
    'tau': 0.01
}

Buffer Size Trade-offs

# Small buffer (recent data, faster iteration)
small_buffer = 100_000  # Good for: rapidly changing tasks

# Medium buffer (balanced)
medium_buffer = 1_000_000  # Good for: most robotics tasks

# Large buffer (diverse data, sparse rewards)
large_buffer = 10_000_000  # Good for: sparse rewards, long-horizon tasks

Batch Size Impact

Batch Size Training Stability Convergence Speed Memory
64 Low Fast Low
128 Medium Medium Low
256 High Medium Medium
512 Very High Slow High

Recommendation: Start with 256, decrease if memory-constrained.

Advanced Techniques

Prioritized Experience Replay (PER)

Improves sample efficiency by replaying important transitions more often.

class PrioritizedReplayBuffer:
    """Prioritized Experience Replay (Schaul et al., 2016)"""

    def __init__(self, state_dim, action_dim, max_size=1_000_000, alpha=0.6):
        self.buffer = ReplayBuffer(state_dim, action_dim, max_size)
        self.priorities = np.zeros(max_size)
        self.alpha = alpha  # Priority exponent

    def add(self, state, action, reward, next_state, done):
        # New transitions get max priority
        max_priority = self.priorities.max() if len(self.buffer) > 0 else 1.0
        self.buffer.add(state, action, reward, next_state, done)
        self.priorities[self.buffer.ptr - 1] = max_priority

    def sample(self, batch_size, beta=0.4):
        """Sample with prioritization"""
        # Compute sampling probabilities
        priorities = self.priorities[:len(self.buffer)]
        probs = priorities ** self.alpha
        probs /= probs.sum()

        # Sample indices
        indices = np.random.choice(len(self.buffer), batch_size, p=probs)

        # Compute importance sampling weights
        weights = (len(self.buffer) * probs[indices]) ** (-beta)
        weights /= weights.max()

        # Get transitions
        states = torch.FloatTensor(self.buffer.states[indices])
        actions = torch.FloatTensor(self.buffer.actions[indices])
        rewards = torch.FloatTensor(self.buffer.rewards[indices])
        next_states = torch.FloatTensor(self.buffer.next_states[indices])
        dones = torch.FloatTensor(self.buffer.dones[indices])
        weights = torch.FloatTensor(weights).unsqueeze(1)

        return states, actions, rewards, next_states, dones, weights, indices

    def update_priorities(self, indices, td_errors):
        """Update priorities based on TD errors"""
        for idx, error in zip(indices, td_errors):
            self.priorities[idx] = abs(error) + 1e-6

Hindsight Experience Replay (HER)

Enables learning from failures in sparse reward environments.

def add_hindsight_experience(replay_buffer, episode, k=4):
    """
    Add hindsight experiences from episode

    For each transition, create k additional transitions
    where the goal is replaced with a future achieved state
    """
    T = len(episode)

    for t in range(T):
        state, action, reward, next_state, done, goal = episode[t]

        # Store original transition
        replay_buffer.add(state, action, reward, next_state, done)

        # Add k hindsight transitions
        for _ in range(k):
            # Sample future state as new goal
            future_t = np.random.randint(t, T)
            future_state = episode[future_t][0]

            # Recompute reward with new goal
            new_reward = compute_reward(next_state, future_state)
            new_done = (new_reward == 0)  # Success

            # Store hindsight transition
            replay_buffer.add(state, action, new_reward, next_state, new_done)

Common Issues & Solutions

Problem: Training Divergence

Symptoms: Q-values exploding, nan losses

Solutions:

# 1. Reduce learning rates
actor_lr = 1e-4  # Instead of 3e-4
critic_lr = 1e-4

# 2. Gradient clipping
nn.utils.clip_grad_norm_(critic.parameters(), max_norm=1.0)

# 3. Smaller tau (slower target updates)
tau = 0.001  # Instead of 0.005

# 4. Normalize observations
from gym.wrappers import NormalizeObservation
env = NormalizeObservation(env)

Problem: Poor Exploration

Symptoms: Agent gets stuck, doesn't discover rewards

Solutions:

# For SAC: Increase initial alpha
alpha = 0.5  # More exploration

# For TD3: Increase exploration noise
noise = 0.3  # Instead of 0.1 during training

# Add noise schedule
def get_noise(timestep, max_timesteps):
    return 0.3 * (1 - timestep / max_timesteps) + 0.1

Problem: Slow Convergence

Symptoms: Learning plateaus early

Solutions:

# 1. Increase network capacity
hidden_dim = 512  # Instead of 256

# 2. Increase batch size
batch_size = 512  # More stable gradients

# 3. Update more frequently
updates_per_step = 4  # Multiple updates per env step

# 4. Start training earlier
start_timesteps = 1000  # Instead of 10000

References

Papers

  1. SAC: Haarnoja et al., "Soft Actor-Critic: Off-Policy Maximum Entropy Deep RL with a Stochastic Actor", ICML 2018 (arXiv)
  2. SAC Applications: Haarnoja et al., "Soft Actor-Critic Algorithms and Applications", arXiv 2019 (arXiv)
  3. TD3: Fujimoto et al., "Addressing Function Approximation Error in Actor-Critic Methods", ICML 2018 (arXiv)
  4. DDPG: Lillicrap et al., "Continuous Control with Deep RL", ICLR 2016 (arXiv)
  5. PER: Schaul et al., "Prioritized Experience Replay", ICLR 2016 (arXiv)
  6. HER: Andrychowicz et al., "Hindsight Experience Replay", NeurIPS 2017 (arXiv)

Books

  1. Sutton & Barto, "Reinforcement Learning: An Introduction", 2nd Edition, 2018
  2. Chapter 13: Policy Gradient Methods
  3. Free online: http://incompleteideas.net/book/the-book-2nd.html

  4. Bertsekas, "Reinforcement Learning and Optimal Control", 2019

  5. Chapter 6: Approximate Dynamic Programming

  6. Sutton, Barto & Williams, "Policy Gradient Methods for RL with Function Approximation", NeurIPS 2000 (Classic paper)

Code Implementations

  • Stable-Baselines3: https://github.com/DLR-RM/stable-baselines3
  • Production-ready SAC, TD3 implementations
  • pip install stable-baselines3

  • CleanRL: https://github.com/vwxyzjn/cleanrl

  • Single-file implementations (great for learning)
  • SAC: cleanrl/sac_continuous_action.py
  • TD3: cleanrl/td3_continuous_action.py

  • SpinningUp (OpenAI): https://spinningup.openai.com/

  • Educational implementations with excellent docs
  • PyTorch and TensorFlow versions

  • RLlib (Ray): https://docs.ray.io/en/latest/rllib/

  • Scalable distributed training
  • Multi-GPU support

Tutorials

  • OpenAI Spinning Up: https://spinningup.openai.com/en/latest/
  • Comprehensive introduction to deep RL
  • Algorithm explanations and implementations

  • Lil'Log - Policy Gradient: https://lilianweng.github.io/posts/2018-04-08-policy-gradient/

  • Excellent mathematical explanations

  • Sergey Levine's Course: http://rail.eecs.berkeley.edu/deeprlcourse/

  • CS 285: Deep Reinforcement Learning
  • Lectures on actor-critic methods

  • SAC Tutorial: https://towardsdatascience.com/soft-actor-critic-demystified-b8427df61665

  • Step-by-step SAC explanation

Next Steps

Framework Guides