# Damped Anderson Mixing for Deep Reinforcement Learning: Acceleration, Convergence, and Stabilization

arXiv: https://arxiv.org/abs/2110.08896 · HTML: https://mlsanity.com/paper/2110.08896/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 45 references that are in the map.
- First posted on arXiv 17 Oct 2021.

## Builds on (most cited first, 16 of 16)

- [Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor](https://mlsanity.com/paper/1801.01290/) (2018)
- [Continuous control with deep reinforcement learning](https://mlsanity.com/paper/1509.02971/) (2015)
- [Addressing Function Approximation Error in Actor-Critic Methods](https://mlsanity.com/paper/1802.09477/) (2018)
- [Deep Reinforcement Learning with Double Q-learning](https://mlsanity.com/paper/1509.06461/) (2015)
- [Dueling Network Architectures for Deep Reinforcement Learning](https://mlsanity.com/paper/1511.06581/) (2015)
- [A Distributional Perspective on Reinforcement Learning](https://mlsanity.com/paper/1707.06887/) (2017)
- [Convex Optimization: Algorithms and Complexity](https://mlsanity.com/paper/1405.4980/) (2014)
- [Learning to Navigate in Complex Environments](https://mlsanity.com/paper/1611.03673/) (2016)
- [Averaged-DQN: Variance Reduction and Stabilization for Deep Reinforcement Learning](https://mlsanity.com/paper/1611.01929/) (2016)
- [Distributional Reinforcement Learning for Efficient Exploration](https://mlsanity.com/paper/1905.06125/) (2019)
- [Anderson Acceleration for Reinforcement Learning](https://mlsanity.com/paper/1809.09501/) (2018)
- [Reinforcement Learning with Dynamic Boltzmann Softmax Updates](https://mlsanity.com/paper/1903.05926/) (2019)
- [QUOTA: The Quantile Option Architecture for Reinforcement Learning](https://mlsanity.com/paper/1811.02073/) (2018)
- [Regularized Anderson Acceleration for Off-Policy Deep Reinforcement Learning](https://mlsanity.com/paper/1909.03245/) (2019)
- [Anderson Accelerated Douglas-Rachford Splitting](https://mlsanity.com/paper/1908.11482/) (2019)
- [Anderson Acceleration for Geometry Optimization and Physics Simulation](https://mlsanity.com/paper/1805.05715/) (2018)

## Built on by (most cited first, 8 of 8)

- [Accelerating Value Iteration with Anchoring](https://mlsanity.com/paper/2305.16569/) (2023)
- [Deflated Dynamics Value Iteration](https://mlsanity.com/paper/2407.10454/) (2024)
- [From Optimization to Control: Quasi Policy Iteration](https://mlsanity.com/paper/2311.11166/) (2023)
- [An Efficient Nonlinear Acceleration method that Exploits Symmetry of the Hessian](https://mlsanity.com/paper/2210.12573/) (2022)
- [Improved Convergence Factor of Windowed Anderson Acceleration for Symmetric Fixed-Point Iterations](https://mlsanity.com/paper/2311.02490/) (2023)
- [Quantum Maximum Entropy Inference and Hamiltonian Learning](https://mlsanity.com/paper/2407.11473/) (2024)
- [Control and Reinforcement Learning through the Lens of Optimization: An Algorithmic Perspective](https://mlsanity.com/paper/2512.07377/) (2025)
- [AMICA-Python: Adaptive Mixture Independent Component Analysis with Anderson Acceleration](https://mlsanity.com/paper/2607.18568/) (2026)

## Abstract (arXiv)

Anderson mixing has been heuristically applied to reinforcement learning (RL) algorithms for accelerating convergence and improving the sampling efficiency of deep RL. Despite its heuristic improvement of convergence, a rigorous mathematical justification for the benefits of Anderson mixing in RL has not yet been put forward. In this paper, we provide deeper insights into a class of acceleration schemes built on Anderson mixing that improve the convergence of deep RL algorithms. Our main results establish a connection between Anderson mixing and quasi-Newton methods and prove that Anderson mixing increases the convergence radius of policy iteration schemes by an extra contraction factor. The key focus of the analysis roots in the fixed-point iteration nature of RL. We further propose a stabilization strategy by introducing a stable regularization term in Anderson mixing and a differentiable, non-expansive MellowMax operator that can allow both faster convergence and more stable behavior. Extensive experiments demonstrate that our proposed method enhances the convergence, stability, and performance of RL algorithms.
