arXiv:2507.11975v1 Announce Type: cross Abstract: Scaling deep neural networks (NN) of reinforcement learning (RL) algorithms has been shown to enhance performance when feature extraction networks are used but the gained performance comes at the significant expense of increased computational and memory complexity. Neural network pruning methods have successfully addressed this challenge in supervised learning. However, their application to RL is underexplored. We propose an approach to integrate simultaneous training and pruning within advanced RL methods, in particular to RL algorithms enhanced by the Online Feature Extractor Network (OFENet). Our networks (XiNet) are trained to solve stochastic optimization problems over the RL networks' weights and the parameters of variational Bernoulli distributions for 0/1 Random Variables $\xi$ scaling each unit in the networks. The stochastic problem formulation induces regularization terms that promote convergence of the variational parameters to 0 when a unit contributes little to the performance. In this case, the corresponding structure is rendered permanently inactive and pruned from its network. We propose a cost-aware, sparsity-promoting regularization scheme, tailored to the DenseNet architecture of OFENets expressing the parameter complexity of involved networks in terms of the parameters of the RVs in these networks. Then, when matching this cost with the regularization terms, the many hyperparameters associated with them are automatically selected, effectively combining the RL objectives and network compression. We evaluate our method on continuous control benchmarks (MuJoCo) and the Soft Actor-Critic RL agent, demonstrating that OFENets can be pruned considerably with minimal loss in performance. Furthermore, our results confirm that pruning large networks during training produces more efficient and higher performing RL agents rather than training smaller networks from scratch.