Q-Learning for Continuous Actions with Cross-Entropy Guided Policies
  Off-Policy reinforcement learning (RL) is an important class of methods for
many problem domains, such as robotics, where the cost of collecting data is
high and on-policy methods are consequently intractable. Standard methods for
applying Q-learning to continuous-valued action domains involve iteratively
sampling the Q-function to find a good action (e.g. via hill-climbing), or by
learning a policy network at the same time as the Q-function (e.g. DDPG). Both
approaches make tradeoffs between stability, speed, and accuracy. We propose a
novel approach, called Cross-Entropy Guided Policies, or CGP, that draws
inspiration from both classes of techniques. CGP aims to combine the stability
and performance of iterative sampling policies with the low computational cost
of a policy network. Our approach trains the Q-function using iterative
sampling with the Cross-Entropy Method (CEM), while training a policy network
to imitate CEM's sampling behavior. We demonstrate that our method is more
stable to train than state of the art policy network methods, while preserving
equivalent inference time compute costs, and achieving competitive total reward
on standard benchmarks.
