Actor-Accelerated Policy Dual Averaging for Reinforcement Learning in Continuous Action Spaces
Authors: Ji Gao, Caleb Ju, Guanghui Lan, Zhaohui Tong
Organizations: School of Chemical and Biomolecular Engineering, Georgia Institute of Technology, GA, USA. · H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, GA, USA. · H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, GA, USA
Policy Dual Averaging (PDA) offers a principled Policy Mirror Descent (PMD) framework that more naturally admits value function approximation than standard PMD, enabling the use of approximate advantage (or Q-) functions while retaining strong convergence guarantees. However, applying PDA in continuous state and action spaces remains computationally challenging, since action selection involves solving an optimization sub-problem at each decision step. In this paper, we propose actor-accelerated PDA, which uses a learned policy network to approximate the solution of the optimization sub-problems, yielding faster runtimes while maintaining convergence guarantees. We provide a theoretical analysis that quantifies how actor approximation error impacts the convergence of PDA under suitable assumptions. We then evaluate its performance on several benchmarks in robotics, control, and operations research problems. Actor-accelerated PDA achieves superior performance compared to popular on-policy baselines such as Proximal Policy Optimization (PPO). Overall, our results bridge the gap between the theoretical advantages of PDA and its practical deployment in continuous-action problems with function approximation.
Figures & tables
Figure 1: Visualization of optimum tracking with the actor in the Pendulum-v1 environment. The landscape evolution of the scaled optimization sub-problem Ψ~′ over epochs 5, 8, and 11, at a fixed θ˙=0.2 is shown in the first three plots. The pink dotted line represents the true optimum of Ψ~′ , and the solid red line represents the output of the actor network. The final plot tracks the mean absolute error (MAE) between the true optimum and the actor output averaged across a range of states and actions at each epoch for an extended training process.
Figure 2: Performance comparison of PDA, PPO, TRPO, and NPG across MuJoCo and Box2D environments. The curves and the shaded areas represent the mean and standard deviation across 100 test evaluations (10 seeds per environment and 10 tests per seed), respectively.
Figure 3: OR-Gym Benchmark for PDA and PPO. Episodic reward distributions of agents after training for 3 million (Newsvendor) and 1 million (PortfolioOpt) environment steps, aggregated over 10 random seeds with 103 random trials per seed. A lower threshold is applied for the Newsvendor environment to maintain readability of the plot due to the existence of extreme negative values for PPO. The training curves are shown in Appendix B.2 .
Backlog
PDA
PPO
SHLP
DFO
MIP
Oracle
Mean
491.6
496.4
508.0
360.9
388.0
546.8
Std
11.8
6.8
28.1
39.9
30.8
30.3
Ratio
1.1
1.1
1.1
1.5
1.4
1.0
LS
PDA
PPO
SHLP
DFO
MIP
Oracle
Mean
472.3
447.4
485.4
364.3
378.5
542.7
Std
10.3
16.8
29.1
33.8
26.1
29.9
Table 1: Performance comparison of PDA, PPO, and classical OR methods on the InvManagement environments with Backlog and Lost Sales (LS) settings. We report the mean episodic return, standard deviation (Std), and performance ratio relative to the Oracle benchmark (lower is better). Results for the OR methods and the Oracle are taken from the original study Hubbs et al. (2020) .
Figure 4: Sensitivity on exploration noise parameter σ0 and step size λ . The heatmap shows the testing episodic reward averaged for the last 5 epochs. The final plot shows the sensitivity study with constant noise (3 seeds per environment and 10 tests per seed), while the rest of the plots show the default decreasing noise (5 seeds per environment and 10 tests per seed)
Figure 5: Performance comparison between the PDA with scaled sum advantage update (labeled as PDA) and an exponential smoothing scheme (labeled with smoothing parameter α ) across two environments. Results are averaged over 5 random seeds. The curve and shaded region represent the mean and standard deviation of the test results.
Figure 6: Comparison of optimizer effects on PDA and PPO in the Ant and Hopper environments. across two environments. Results are averaged over 5 random seeds. The curve and shaded region represent the mean and standard deviation of the test results.
Appendix figures & tables6 assets
Supplementary material from the paper’s appendix.
Appendix
Environment
NPG
PPO
TRPO
PDA
HalfCheetah-v4
3556.4 ± 837.9
4067.5 ± 572.3
4496.8 ± 969.7
5174.6 ± 686.7
Ant-v4
2002.5 ± 300.6
2589.5 ± 445.8
2807.1 ± 645.5
3568.2 ± 449.7
Hopper-v4
1650.8 ± 726.4
2329.7 ± 572.9
2017.0 ± 849.0
2944.3 ± 787.4
Walker2d-v4
2923.2 ± 707.2
3277.0 ± 762.6
4128.8 ± 638.1
4367.1 ± 915.9
InvertedPendulum-v4
1000.0 ± 0.0
993.3 ± 20.2
380.3 ± 391.6
1000.0 ± 0.0
InvertedDoublePendulum-v4
7967.2 ± 1205.3
7926.8 ± 1241.8
2723.4 ± 2393.5
9167.5 ± 552.6
Appendix
Table 2: Benchmark results of PDA, PPO, TRPO, and NPG for MuJoCo-v4, Box2d, and OR-Env environments in 1M (or 3M) environment steps (mean ± std). The results are calculated with the average episodic reward of the last 5 epochs using 10 seeds per eenvironment and 10 tests per epoch. The Newsvendor-v0 environment uses 500 tests per epoch due to its high variance.
Figure 7: Performance comparison of PDA, PPO, TRPO, and NPG for OR-Env environments. The curves and the shaded areas represent the mean and standard deviation across 100 test evaluations (10 seeds per environment and 10 tests per seed), respectively.
Environment
PPO
PDA
HalfCheetah-v5
4067.5 ± 572.3
5174.6 ± 686.7
Ant-v5
1115.4 ± 302.8
2625.1 ± 368.2
Hopper-v5
2397.8 ± 344.2
2693.9 ± 867.0
Walker2d-v5
3796.7 ± 908.3
3642.3 ± 1285.8
InvertedPendulum-v5
975.8 ± 72.6
916.0 ± 221.1
InvertedDoublePendulum-v5
6782.6 ± 1691.0
9349.2 ± 9.6
Appendix
Table 3: Benchmark results of PDA, PPO for MuJoCo-v5 environments in 1M (or 3M) environment steps (mean ± std) . The results are calculated with the average episodic reward of the last 5 epochs using 10 seeds per environment and 10 tests per epoch.
Figure 8: Performance comparison of PDA and PPO for MuJoCo environments. The curves and the shaded areas represent the mean and standard deviation across 100 test evaluations (10 seeds per environment and 10 tests per seed), respectively.
Hyperparameter
NPG
PDA
PPO
TRPO
Hidden sizes
[64,64]
[64,64]
[64,64]
[64,64]
Activation
Tanh
Tanh
Tanh
Tanh
Learning rate
1×10−3
1×10−3
3×10−4
1×10−3
Batch size
1024
1000
64
1024
Discount factor
0.99
0.99
0.99
0.99
GAE λ
0.95
0.95
0.95
0.95
Appendix
Table 4: Hyperparameters for NPG, PDA, PPO, and TRPO algorithms
Algorithm
MuJoCo-v4 (w/o humanoid)
MuJoCo-v4 (humanoid variants)
PDA
423.4±104.8
1480.7±178.2
PPO
677.8±278.2
1720.8±295.8
NPG
566.5±283.3
1484.3±420.0
TRPO
512.3±268.7
1365.6±422.6
Appendix
Table 5: Average runtime (5 parallel runs) on Intel i7-14700K for 1M environment steps of training and testing. Times are reported in seconds (mean ± standard deviation).
Reinforcement learning studies how agents learn sequential decisions from rewards and interaction, balancing exploration, performance, safety, and adaptation.
Centre for Frontier AI Research, Agency for Science, Technology and Research (A*STAR) · Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR) · College of Computing and Data Science, Nanyang Technological University