diff --git a/docs/Makefile b/docs/Makefile
new file mode 100644
index 0000000..47f98cd
--- /dev/null
+++ b/docs/Makefile
@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line.
+SPHINXOPTS    = -W  # make warnings fatal
+SPHINXBUILD   = sphinx-build
+SPHINXPROJ    = StableBaselines
+SOURCEDIR     = .
+BUILDDIR      = _build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
\ No newline at end of file
diff --git a/docs/README.md b/docs/README.md
new file mode 100644
index 0000000..ffb3753
--- /dev/null
+++ b/docs/README.md
@@ -0,0 +1,25 @@
+## Stable Baselines Documentation
+
+This folder contains documentation for the RL baselines.
+
+
+### Build the Documentation
+
+#### Install Sphinx and Theme
+
+```
+pip install sphinx sphinx-autobuild sphinx-rtd-theme
+```
+
+#### Building the Docs
+
+In the `docs/` folder:
+```
+make html
+```
+
+if you want to building each time a file is changed:
+
+```
+sphinx-autobuild . _build/html
+```
diff --git a/docs/_static/css/baselines_theme.css b/docs/_static/css/baselines_theme.css
new file mode 100644
index 0000000..89455aa
--- /dev/null
+++ b/docs/_static/css/baselines_theme.css
@@ -0,0 +1,52 @@
+/* Main colors  adapted from pytorch doc */
+:root{
+  --main-bg-color: #343A40;
+  --link-color: #FD7E14;
+}
+
+/* Header fonts y */
+h1, h2, .rst-content .toctree-wrapper p.caption, h3, h4, h5, h6, legend, p.caption {
+    font-family: "Lato","proxima-nova","Helvetica Neue",Arial,sans-serif;
+}
+
+
+/* Docs background */
+.wy-side-nav-search{
+  background-color: var(--main-bg-color);
+}
+
+/* Mobile version */
+.wy-nav-top{
+  background-color: var(--main-bg-color);
+}
+
+/* Change link colors (except for the menu) */
+a {
+    color: var(--link-color);
+}
+
+a:hover {
+    color: #4F778F;
+}
+
+.wy-menu a {
+    color: #b3b3b3;
+}
+
+.wy-menu a:hover {
+    color: #b3b3b3;
+}
+
+a.icon.icon-home {
+    color: #b3b3b3;
+}
+
+.version{
+    color: var(--link-color) !important;
+}
+
+
+/* Make code blocks have a background */
+.codeblock,pre.literal-block,.rst-content .literal-block,.rst-content pre.literal-block,div[class^='highlight'] {
+        background: #f8f8f8;;
+}
diff --git a/docs/conf.py b/docs/conf.py
new file mode 100644
index 0000000..606a195
--- /dev/null
+++ b/docs/conf.py
@@ -0,0 +1,203 @@
+# -*- coding: utf-8 -*-
+#
+# Configuration file for the Sphinx documentation builder.
+#
+# This file does only contain a selection of the most common options. For a
+# full list see the documentation:
+# http://www.sphinx-doc.org/en/master/config
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+import os
+import sys
+from unittest.mock import MagicMock
+
+# source code directory, relative to this file, for sphinx-autobuild
+sys.path.insert(0, os.path.abspath('..'))
+
+
+class Mock(MagicMock):
+    __subclasses__ = []
+    @classmethod
+    def __getattr__(cls, name):
+        return MagicMock()
+
+
+# Mock modules that requires C modules
+# Note: because of that we cannot test examples using CI
+# 'torch', 'torch.nn', 'torch.nn.functional',
+MOCK_MODULES = ['joblib', 'scipy', 'scipy.signal',
+                'pandas', 'mpi4py', 'mujoco-py', 'cv2',
+                'tensorflow', 'torch', 'torch.nn', 'torch.nn.functional',
+                'torch.distributions',
+                'tensorflow.contrib', 'tensorflow.contrib.layers',
+                'tensorflow.python', 'tensorflow.python.client', 'tensorflow.python.ops',
+                'tqdm', 'cloudpickle', 'matplotlib', 'matplotlib.pyplot',
+                'seaborn', 'gym', 'gym.spaces', 'gym.core',
+                'tensorflow.core', 'tensorflow.core.util', 'tensorflow.python.util',
+                'gym.wrappers', 'gym.wrappers.monitoring', 'zmq']
+sys.modules.update((mod_name, Mock()) for mod_name in MOCK_MODULES)
+
+
+import torchy_baselines
+
+
+# -- Project information -----------------------------------------------------
+
+project = 'Torchy Baselines'
+copyright = '2019, Torchy Baselines'
+author = 'Torchy Baselines Contributors'
+
+# The short X.Y version
+version = 'master (' + torchy_baselines.__version__ + ' )'
+# The full version, including alpha/beta/rc tags
+release = torchy_baselines.__version__
+
+
+# -- General configuration ---------------------------------------------------
+
+# If your documentation needs a minimal Sphinx version, state it here.
+#
+# needs_sphinx = '1.0'
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+    'sphinx.ext.autodoc',
+    'sphinx.ext.autosummary',
+    'sphinx.ext.mathjax',
+    'sphinx.ext.ifconfig',
+    'sphinx.ext.viewcode',
+]
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['_templates']
+
+# The suffix(es) of source filenames.
+# You can specify multiple suffix as a list of string:
+#
+# source_suffix = ['.rst', '.md']
+source_suffix = '.rst'
+
+# The master toctree document.
+master_doc = 'index'
+
+# The language for content autogenerated by Sphinx. Refer to documentation
+# for a list of supported languages.
+#
+# This is also used if you do content translation via gettext catalogs.
+# Usually you set "language" from the command line for these cases.
+language = None
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path .
+exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+
+# The name of the Pygments (syntax highlighting) style to use.
+pygments_style = 'sphinx'
+
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages.  See the documentation for
+# a list of builtin themes.
+
+# Fix for read the docs
+on_rtd = os.environ.get('READTHEDOCS') == 'True'
+if on_rtd:
+    html_theme = 'default'
+else:
+    html_theme = 'sphinx_rtd_theme'
+
+html_logo = '_static/img/logo.png'
+
+
+def setup(app):
+    app.add_stylesheet("css/baselines_theme.css")
+
+# Theme options are theme-specific and customize the look and feel of a theme
+# further.  For a list of options available for each theme, see the
+# documentation.
+#
+# html_theme_options = {}
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['_static']
+
+# Custom sidebar templates, must be a dictionary that maps document names
+# to template names.
+#
+# The default sidebars (for documents that don't match any pattern) are
+# defined by theme itself.  Builtin themes are using these templates by
+# default: ``['localtoc.html', 'relations.html', 'sourcelink.html',
+# 'searchbox.html']``.
+#
+# html_sidebars = {}
+
+
+# -- Options for HTMLHelp output ---------------------------------------------
+
+# Output file base name for HTML help builder.
+htmlhelp_basename = 'TorchyBaselinesdoc'
+
+
+# -- Options for LaTeX output ------------------------------------------------
+
+latex_elements = {
+    # The paper size ('letterpaper' or 'a4paper').
+    #
+    # 'papersize': 'letterpaper',
+
+    # The font size ('10pt', '11pt' or '12pt').
+    #
+    # 'pointsize': '10pt',
+
+    # Additional stuff for the LaTeX preamble.
+    #
+    # 'preamble': '',
+
+    # Latex figure (float) alignment
+    #
+    # 'figure_align': 'htbp',
+}
+
+# Grouping the document tree into LaTeX files. List of tuples
+# (source start file, target name, title,
+#  author, documentclass [howto, manual, or own class]).
+latex_documents = [
+    (master_doc, 'TorchyBaselines.tex', 'Torchy Baselines Documentation',
+     'Torchy Baselines Contributors', 'manual'),
+]
+
+
+# -- Options for manual page output ------------------------------------------
+
+# One entry per manual page. List of tuples
+# (source start file, name, description, authors, manual section).
+man_pages = [
+    (master_doc, 'torchybaselines', 'Torchy Baselines Documentation',
+     [author], 1)
+]
+
+
+# -- Options for Texinfo output ----------------------------------------------
+
+# Grouping the document tree into Texinfo files. List of tuples
+# (source start file, target name, title, author,
+#  dir menu entry, description, category)
+texinfo_documents = [
+    (master_doc, 'TorchyBaselines', 'Torchy Baselines Documentation',
+     author, 'TorchyBaselines', 'One line description of project.',
+     'Miscellaneous'),
+]
+
+
+# -- Extension configuration -------------------------------------------------
diff --git a/docs/guide/quickstart.rst b/docs/guide/quickstart.rst
new file mode 100644
index 0000000..94e6601
--- /dev/null
+++ b/docs/guide/quickstart.rst
@@ -0,0 +1,40 @@
+.. _quickstart:
+
+===============
+Getting Started
+===============
+
+Most of the library tries to follow a sklearn-like syntax for the Reinforcement Learning algorithms.
+
+Here is a quick example of how to train and run SAC on a Pendulum environment:
+
+.. code-block:: python
+
+  import gym
+
+  from torchy_baselines.sac.policies import MlpPolicy
+  from torchy_baselines.common.vec_env import DummyVecEnv
+  from torchy_baselines import SAC
+
+  # The algorithms require a vectorized environment to run
+  env = DummyVecEnv([lambda: gym.make('Pendulum-v0')])
+
+  model = SAC(MlpPolicy, env, verbose=1)
+  model.learn(total_timesteps=10000)
+
+  obs = env.reset()
+  for i in range(1000):
+      action = model.predict(obs)
+      obs, rewards, dones, info = env.step(action)
+      env.render()
+
+
+Or just train a model with a one liner if
+`the environment is registered in Gym <https://github.com/openai/gym/wiki/Environments>`_ and if
+the policy is registered:
+
+.. code-block:: python
+
+    from torchy_baselines import SAC
+
+    model = SAC('MlpPolicy', 'Pendulum-v0').learn(10000)
diff --git a/docs/guide/vec_envs.rst b/docs/guide/vec_envs.rst
new file mode 100644
index 0000000..0a989ea
--- /dev/null
+++ b/docs/guide/vec_envs.rst
@@ -0,0 +1,71 @@
+.. _vec_env:
+
+.. automodule:: torchy_baselines.common.vec_env
+
+Vectorized Environments
+=======================
+
+Vectorized Environments are a method for stacking multiple independent environments into a single environment.
+Instead of training an RL agent on 1 environment per step, it allows us to train it on `n` environments per step.
+Because of this, `actions` passed to the environment are now a vector (of dimension `n`).
+It is the same for `observations`, `rewards` and end of episode signals (`dones`).
+In the case of non-array observation spaces such as `Dict` or `Tuple`, where different sub-spaces
+may have different shapes, the sub-observations are vectors (of dimension `n`).
+
+============= ======= ============ ======== ========= ================
+Name          ``Box`` ``Discrete`` ``Dict`` ``Tuple`` Multi Processing
+============= ======= ============ ======== ========= ================
+DummyVecEnv   ✔️       ✔️           ✔️        ✔️         ❌️
+SubprocVecEnv ✔️       ✔️           ✔️        ✔️         ✔️
+============= ======= ============ ======== ========= ================
+
+.. note::
+
+	Vectorized environments are required when using wrappers for frame-stacking or normalization.
+
+.. note::
+
+	When using vectorized environments, the environments are automatically reset at the end of each episode.
+	Thus, the observation returned for the i-th environment when ``done[i]`` is true will in fact be the first observation of the next episode, not the last observation of the episode that has just terminated.
+	You can access the "real" final observation of the terminated episode—that is, the one that accompanied the ``done`` event provided by the underlying environment—using the ``terminal_observation`` keys in the info dicts returned by the vecenv.
+
+.. warning::
+
+				When using ``SubprocVecEnv``, users must wrap the code in an ``if __name__ == "__main__":`` if using the ``forkserver`` or ``spawn`` start method (default on Windows).
+				On Linux, the default start method is ``fork`` which is not thread safe and can create deadlocks.
+
+				For more information, see Python's `multiprocessing guidelines <https://docs.python.org/3/library/multiprocessing.html#the-spawn-and-forkserver-start-methods>`_.
+
+VecEnv
+------
+
+.. autoclass:: VecEnv
+  :members:
+
+DummyVecEnv
+-----------
+
+.. autoclass:: DummyVecEnv
+  :members:
+
+SubprocVecEnv
+-------------
+
+.. autoclass:: SubprocVecEnv
+  :members:
+
+Wrappers
+--------
+
+VecFrameStack
+~~~~~~~~~~~~~
+
+.. autoclass:: VecFrameStack
+  :members:
+
+
+VecNormalize
+~~~~~~~~~~~~
+
+.. autoclass:: VecNormalize
+  :members:
diff --git a/docs/index.rst b/docs/index.rst
new file mode 100644
index 0000000..77dab25
--- /dev/null
+++ b/docs/index.rst
@@ -0,0 +1,63 @@
+.. Stable Baselines documentation master file, created by
+   sphinx-quickstart on Thu Sep 26 11:06:54 2019.
+   You can adapt this file completely to your liking, but it should at least
+   contain the root `toctree` directive.
+
+Welcome to Torchy Baselines docs! - Pytorch RL Baselines
+========================================================
+
+`Torchy Baselines <https://github.com/hill-a/stable-baselines>`_ is the PyTorch version of `Stable Baselines <https://github.com/hill-a/stable-baselines>`_,
+a set of improved implementations of reinforcement learning algorithms.
+
+RL Baselines Zoo (collection of pre-trained agents): https://github.com/araffin/rl-baselines-zoo
+
+RL Baselines zoo also offers a simple interface to train, evaluate agents and do hyperparameter tuning.
+
+
+
+.. toctree::
+   :maxdepth: 2
+   :caption: User Guide
+
+   guide/quickstart
+   guide/vec_envs
+
+
+.. toctree::
+  :maxdepth: 1
+  :caption: RL Algorithms
+
+  modules/base
+  modules/ppo
+  modules/sac
+  modules/td3
+
+
+.. toctree::
+  :maxdepth: 1
+  :caption: Misc
+
+  misc/changelog
+
+
+Citing Torchy Baselines
+-----------------------
+To cite this project in publications:
+
+.. code-block:: bibtex
+
+    @misc{torchy-baselines,
+      author = {Raffin, Antonin and Hill, Ashley and Ernestus, Maximilian and Gleave, Adam and Kanervisto, Anssi},
+      title = {Torchy Baselines},
+      year = {2019},
+      publisher = {GitHub},
+      journal = {GitHub repository},
+      howpublished = {\url{https://github.com/hill-a/stable-baselines}},
+    }
+
+Indices and tables
+-------------------
+
+* :ref:`genindex`
+* :ref:`search`
+* :ref:`modindex`
diff --git a/docs/make.bat b/docs/make.bat
new file mode 100644
index 0000000..22b5fff
--- /dev/null
+++ b/docs/make.bat
@@ -0,0 +1,36 @@
+@ECHO OFF
+
+pushd %~dp0
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+	set SPHINXBUILD=sphinx-build
+)
+set SOURCEDIR=.
+set BUILDDIR=_build
+set SPHINXPROJ=StableBaselines
+
+if "%1" == "" goto help
+
+%SPHINXBUILD% >NUL 2>NUL
+if errorlevel 9009 (
+	echo.
+	echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+	echo.installed, then set the SPHINXBUILD environment variable to point
+	echo.to the full path of the 'sphinx-build' executable. Alternatively you
+	echo.may add the Sphinx directory to PATH.
+	echo.
+	echo.If you don't have Sphinx installed, grab it from
+	echo.http://sphinx-doc.org/
+	exit /b 1
+)
+
+%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
+goto end
+
+:help
+%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
+
+:end
+popd
diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
new file mode 100644
index 0000000..4af5310
--- /dev/null
+++ b/docs/misc/changelog.rst
@@ -0,0 +1,46 @@
+.. _changelog:
+
+Changelog
+==========
+
+
+Pre-Release 0.0.3a0 (WIP)
+-------------------------
+**Initial Release**
+
+Breaking Changes:
+^^^^^^^^^^^^^^^^^
+
+New Features:
+^^^^^^^^^^^^^
+- Initial release of CEM-RL, PPO, SAC and TD3
+
+Bug Fixes:
+^^^^^^^^^^
+
+Deprecations:
+^^^^^^^^^^^^^
+
+
+Others:
+^^^^^^^
+
+Documentation:
+^^^^^^^^^^^^^^
+
+
+Maintainers
+-----------
+
+Torchy-Baselines is currently maintained by `Antonin Raffin`_ (aka `@araffin`_).
+
+.. _Antonin Raffin: https://araffin.github.io/
+.. _@araffin: https://github.com/araffin
+
+
+
+Contributors:
+-------------
+In random order...
+
+Thanks to @hill-a @enerijunior @AdamGleave @Miffyli
diff --git a/docs/modules/base.rst b/docs/modules/base.rst
new file mode 100644
index 0000000..d32268d
--- /dev/null
+++ b/docs/modules/base.rst
@@ -0,0 +1,12 @@
+.. _base_algo:
+
+.. automodule:: torchy_baselines.common.base_class
+
+
+Base RL Class
+=============
+
+Common interface for all the RL algorithms
+
+.. autoclass:: BaseRLModel
+  :members:
diff --git a/docs/modules/ppo.rst b/docs/modules/ppo.rst
new file mode 100644
index 0000000..5531d3a
--- /dev/null
+++ b/docs/modules/ppo.rst
@@ -0,0 +1,83 @@
+.. _ppo2:
+
+.. automodule:: torchy_baselines.ppo
+
+PPO
+===
+
+The `Proximal Policy Optimization <https://arxiv.org/abs/1707.06347>`_ algorithm combines ideas from A2C (having multiple workers)
+and TRPO (it uses a trust region to improve the actor).
+
+The main idea is that after an update, the new policy should be not too far form the old policy.
+For that, ppo uses clipping to avoid too large update.
+
+
+.. note::
+
+  PPO contains several modifications from the original algorithm not documented
+  by OpenAI: advantages are normalized and value function can be also clipped .
+
+
+Notes
+-----
+
+- Original paper: https://arxiv.org/abs/1707.06347
+- Clear explanation of PPO on Arxiv Insights channel: https://www.youtube.com/watch?v=5P7I-xPq8u8
+- OpenAI blog post: https://blog.openai.com/openai-baselines-ppo/
+
+
+Can I use?
+----------
+
+-  Recurrent policies: ❌
+-  Multi processing: ✔️
+-  Gym spaces:
+
+
+============= ====== ===========
+Space         Action Observation
+============= ====== ===========
+Discrete      ❌      ❌
+Box           ✔️      ✔️
+MultiDiscrete ❌     ❌
+MultiBinary   ❌      ❌
+============= ====== ===========
+
+Example
+-------
+
+Train a PPO agent on `Pendulum-v0` using 4 processes.
+
+.. code-block:: python
+
+   import gym
+
+   from torchy_baselines.ppo.policies import MlpPolicy
+   from torchy_baselines.common.vec_env import SubprocVecEnv
+   from torchy_baselines import PPO
+
+   # multiprocess environment
+   n_cpu = 4
+   env = SubprocVecEnv([lambda: gym.make('Pendulum-v0') for i in range(n_cpu)])
+
+   model = PPO(MlpPolicy, env, verbose=1)
+   model.learn(total_timesteps=25000)
+   model.save("ppo2_cartpole")
+
+   del model # remove to demonstrate saving and loading
+
+   model = PPO.load("ppo2_cartpole")
+
+   # Enjoy trained agent
+   obs = env.reset()
+   while True:
+       action, _states = model.predict(obs)
+       obs, rewards, dones, info = env.step(action)
+       env.render()
+
+Parameters
+----------
+
+.. autoclass:: PPO
+  :members:
+  :inherited-members:
diff --git a/docs/modules/sac.rst b/docs/modules/sac.rst
new file mode 100644
index 0000000..7bd949d
--- /dev/null
+++ b/docs/modules/sac.rst
@@ -0,0 +1,110 @@
+.. _sac:
+
+.. automodule:: torchy_baselines.sac
+
+
+SAC
+===
+
+`Soft Actor Critic (SAC) <https://spinningup.openai.com/en/latest/algorithms/sac.html>`_ Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor.
+
+SAC is the successor of `Soft Q-Learning SQL <https://arxiv.org/abs/1702.08165>`_ and incorporates the double Q-learning trick from TD3.
+A key feature of SAC, and a major difference with common RL algorithms, is that it is trained to maximize a trade-off between expected return and entropy, a measure of randomness in the policy.
+
+
+.. warning::
+
+  The SAC model does not support ``torchy_baselines.common.policies`` because it uses double q-values
+  and value estimation, as a result it must use its own policy models (see :ref:`sac_policies`).
+
+
+.. rubric:: Available Policies
+
+.. autosummary::
+    :nosignatures:
+
+    MlpPolicy
+
+
+Notes
+-----
+
+- Original paper: https://arxiv.org/abs/1801.01290
+- OpenAI Spinning Guide for SAC: https://spinningup.openai.com/en/latest/algorithms/sac.html
+- Original Implementation: https://github.com/haarnoja/sac
+- Blog post on using SAC with real robots: https://bair.berkeley.edu/blog/2018/12/14/sac/
+
+.. note::
+    In our implementation, we use an entropy coefficient (as in OpenAI Spinning or Facebook Horizon),
+    which is the equivalent to the inverse of reward scale in the original SAC paper.
+    The main reason is that it avoids having too high errors when updating the Q functions.
+
+
+.. note::
+
+    The default policies for SAC differ a bit from others MlpPolicy: it uses ReLU instead of tanh activation,
+    to match the original paper
+
+
+Can I use?
+----------
+
+-  Recurrent policies: ❌
+-  Multi processing: ❌
+-  Gym spaces:
+
+
+============= ====== ===========
+Space         Action Observation
+============= ====== ===========
+Discrete      ❌      ❌
+Box           ✔️       ✔️
+MultiDiscrete ❌      ❌
+MultiBinary   ❌      ❌
+============= ====== ===========
+
+
+Example
+-------
+
+.. code-block:: python
+
+  import gym
+  import numpy as np
+
+  from torchy_baselines.sac.policies import MlpPolicy
+  from torchy_baselines.common.vec_env import DummyVecEnv
+  from torchy_baselines import SAC
+
+  env = gym.make('Pendulum-v0')
+  env = DummyVecEnv([lambda: env])
+
+  model = SAC(MlpPolicy, env, verbose=1)
+  model.learn(total_timesteps=50000, log_interval=10)
+  model.save("sac_pendulum")
+
+  del model # remove to demonstrate saving and loading
+
+  model = SAC.load("sac_pendulum")
+
+  obs = env.reset()
+  while True:
+      action, _states = model.predict(obs)
+      obs, rewards, dones, info = env.step(action)
+      env.render()
+
+Parameters
+----------
+
+.. autoclass:: SAC
+  :members:
+  :inherited-members:
+
+.. _sac_policies:
+
+SAC Policies
+-------------
+
+.. autoclass:: MlpPolicy
+  :members:
+  :inherited-members:
diff --git a/docs/modules/td3.rst b/docs/modules/td3.rst
new file mode 100644
index 0000000..b476350
--- /dev/null
+++ b/docs/modules/td3.rst
@@ -0,0 +1,104 @@
+.. _td3:
+
+.. automodule:: torchy_baselines.td3
+
+
+TD3
+===
+
+`Twin Delayed DDPG (TD3) <https://spinningup.openai.com/en/latest/algorithms/td3.html>`_ Addressing Function Approximation Error in Actor-Critic Methods.
+
+TD3 is a direct successor of DDPG and improves it using three major tricks: clipped double Q-Learning, delayed policy update and target policy smoothing.
+We recommend reading `OpenAI Spinning guide on TD3 <https://spinningup.openai.com/en/latest/algorithms/td3.html>`_ to learn more about those.
+
+
+.. warning::
+
+  The TD3 model does not support ``torchy_baselines.common.policies`` because it uses double q-values
+  estimation, as a result it must use its own policy models (see :ref:`td3_policies`).
+
+
+.. rubric:: Available Policies
+
+.. autosummary::
+    :nosignatures:
+
+    MlpPolicy
+
+
+Notes
+-----
+
+- Original paper: https://arxiv.org/pdf/1802.09477.pdf
+- OpenAI Spinning Guide for TD3: https://spinningup.openai.com/en/latest/algorithms/td3.html
+- Original Implementation: https://github.com/sfujim/TD3
+
+.. note::
+
+    The default policies for TD3 differ a bit from others MlpPolicy: it uses ReLU instead of tanh activation,
+    to match the original paper
+
+
+Can I use?
+----------
+
+-  Recurrent policies: ❌
+-  Multi processing: ❌
+-  Gym spaces:
+
+
+============= ====== ===========
+Space         Action Observation
+============= ====== ===========
+Discrete      ❌      ❌
+Box           ✔️       ✔️
+MultiDiscrete ❌      ❌
+MultiBinary   ❌      ❌
+============= ====== ===========
+
+
+Example
+-------
+
+.. code-block:: python
+
+  import numpy as np
+
+  from torchy_baselines import TD3
+  from torchy_baselines.td3.policies import MlpPolicy
+  from torchy_baselines.ddpg.noise import NormalActionNoise, OrnsteinUhlenbeckActionNoise
+
+  # The noise objects for TD3
+  n_actions = env.action_space.shape[-1]
+  action_noise = NormalActionNoise(mean=np.zeros(n_actions), sigma=0.1 * np.ones(n_actions))
+
+  model = TD3(MlpPolicy, 'Pendulum-v0', action_noise=action_noise, verbose=1)
+  model.learn(total_timesteps=50000, log_interval=10)
+  model.save("td3_pendulum")
+  env = model.get_env()
+
+  del model # remove to demonstrate saving and loading
+
+  model = TD3.load("td3_pendulum")
+
+  obs = env.reset()
+  while True:
+      action, _states = model.predict(obs)
+      obs, rewards, dones, info = env.step(action)
+      env.render()
+
+Parameters
+----------
+
+.. autoclass:: TD3
+  :members:
+  :inherited-members:
+
+.. _td3_policies:
+
+TD3 Policies
+-------------
+
+.. autoclass:: MlpPolicy
+  :members:
+  :inherited-members:
diff --git a/torchy_baselines/cem_rl/__init__.py b/torchy_baselines/cem_rl/__init__.py
index b93cd30..52c3c9a 100644
--- a/torchy_baselines/cem_rl/__init__.py
+++ b/torchy_baselines/cem_rl/__init__.py
@@ -1 +1,2 @@
 from torchy_baselines.cem_rl.cem_rl import CEMRL
+from torchy_baselines.td3.policies import MlpPolicy
diff --git a/torchy_baselines/common/distributions.py b/torchy_baselines/common/distributions.py
index ec19087..bca56f5 100644
--- a/torchy_baselines/common/distributions.py
+++ b/torchy_baselines/common/distributions.py
@@ -52,6 +52,7 @@ class DiagGaussianDistribution(Distribution):
 
     def proba_distribution_net(self, latent_dim, log_std_init=0.0):
         mean_actions = nn.Linear(latent_dim, self.action_dim)
+        # TODO: allow action dependent std
         log_std = nn.Parameter(th.ones(self.action_dim) * log_std_init)
         return mean_actions, log_std
 
@@ -73,6 +74,11 @@ class DiagGaussianDistribution(Distribution):
     def entropy(self):
         return self.distribution.entropy()
 
+    def log_prob_from_params(self, mean_actions, log_std):
+        action, _ = self.proba_distribution(mean_actions, log_std)
+        log_prob = self.log_prob(action)
+        return action, log_prob
+
     def log_prob(self, action):
         log_prob = self.distribution.log_prob(action)
         if len(log_prob.shape) > 1:
@@ -87,6 +93,7 @@ class SquashedDiagGaussianDistribution(DiagGaussianDistribution):
         super(SquashedDiagGaussianDistribution, self).__init__(action_dim)
         # Avoid NaN (prevents division by zero or log of zero)
         self.epsilon = epsilon
+        self.gaussian_action = None
 
     def proba_distribution(self, mean_actions, log_std, deterministic=False):
         action, _ = super(SquashedDiagGaussianDistribution, self).proba_distribution(mean_actions, log_std, deterministic)
@@ -114,6 +121,6 @@ class SquashedDiagGaussianDistribution(DiagGaussianDistribution):
 
         # Log likelihood for a gaussian distribution
         log_prob = super(SquashedDiagGaussianDistribution, self).log_prob(gaussian_action)
-        # Squash correction (from original implementation)
+        # Squash correction (from original SAC implementation)
         log_prob -= th.sum(th.log(1 - action ** 2 + self.epsilon), dim=1)
         return log_prob
diff --git a/torchy_baselines/common/policies.py b/torchy_baselines/common/policies.py
index 38922ba..55e356c 100644
--- a/torchy_baselines/common/policies.py
+++ b/torchy_baselines/common/policies.py
@@ -124,10 +124,14 @@ def register_policy(name, policy):
     :param policy: (subclass of BasePolicy) the policy
     """
     sub_class = None
-    for cls in BasePolicy.__subclasses__():
-        if issubclass(policy, cls):
-            sub_class = cls
-            break
+    # For building the doc
+    try:
+        for cls in BasePolicy.__subclasses__():
+            if issubclass(policy, cls):
+                sub_class = cls
+                break
+    except AttributeError:
+        sub_class = str(th.random.randint(100))
     if sub_class is None:
         raise ValueError("Error: the policy {} is not of any known subclasses of BasePolicy!".format(policy))
 
diff --git a/torchy_baselines/ppo/__init__.py b/torchy_baselines/ppo/__init__.py
index 2ce3051..72a5560 100644
--- a/torchy_baselines/ppo/__init__.py
+++ b/torchy_baselines/ppo/__init__.py
@@ -1 +1,2 @@
 from torchy_baselines.ppo.ppo import PPO
+from torchy_baselines.ppo.policies import MlpPolicy
diff --git a/torchy_baselines/ppo/ppo.py b/torchy_baselines/ppo/ppo.py
index 2dc738c..1efd412 100644
--- a/torchy_baselines/ppo/ppo.py
+++ b/torchy_baselines/ppo/ppo.py
@@ -5,6 +5,7 @@ from copy import deepcopy
 import gym
 import torch as th
 import torch.nn.functional as F
+# Check if tensorboard is available for pytorch
 try:
     from torch.utils.tensorboard import SummaryWriter
 except ImportError:
@@ -21,28 +22,63 @@ from torchy_baselines.ppo.policies import PPOPolicy
 
 class PPO(BaseRLModel):
     """
-    Implementation of Proximal Policy Optimization (PPO) (clip version)
+    Proximal Policy Optimization algorithm (PPO) (clip version)
+
     Paper: https://arxiv.org/abs/1707.06347
-    Code: https://github.com/openai/spinningup/
-    and https://github.com/ikostrikov/pytorch-a2c-ppo-acktr-gail
-    and stable_baselines
+    Code: This implementation borrows code from OpenAI spinningup (https://github.com/openai/spinningup/)
+    https://github.com/ikostrikov/pytorch-a2c-ppo-acktr-gail and
+    and Stable Baselines (PPO2 from https://github.com/hill-a/stable-baselines)
+
+    Introduction to PPO: https://spinningup.openai.com/en/latest/algorithms/ppo.html
+
+    :param policy: (PPOPolicy or str) The policy model to use (MlpPolicy, CnnPolicy, ...)
+    :param env: (Gym environment or str) The environment to learn from (if registered in Gym, can be str)
+    :param learning_rate: (float or callable) The learning rate, it can be a function
+    :param n_steps: (int) The number of steps to run for each environment per update
+        (i.e. batch size is n_steps * n_env where n_env is number of environment copies running in parallel)
+    :param batch_size: (int) Minibatch size
+    :param n_epochs: (int) Number of epoch when optimizing the surrogate loss
+    :param gamma: (float) Discount factor
+    :param gae_lambda: (float) Factor for trade-off of bias vs variance for Generalized Advantage Estimator
+    :param clip_range: (float or callable) Clipping parameter, it can be a function
+    :param clip_range_vf: (float or callable) Clipping parameter for the value function, it can be a function.
+        This is a parameter specific to the OpenAI implementation. If None is passed (default),
+        no clipping will be done on the value function.
+        IMPORTANT: this clipping depends on the reward scaling.
+    :param ent_coef: (float) Entropy coefficient for the loss calculation
+    :param vf_coef: (float) Value function coefficient for the loss calculation
+    :param max_grad_norm: (float) The maximum value for the gradient clipping
+    :param target_kl: (float) Limit the KL divergence between updates,
+        because the clipping is not enough to prevent large update
+        see issue #213 (cf https://github.com/hill-a/stable-baselines/issues/213)
+        By default, there is no limit on the kl div.
+    :param tensorboard_log: (str) the log location for tensorboard (if None, no logging)
+    :param create_eval_env: (bool) Whether to create a second environment that will be
+        used for evaluating the agent periodically. (Only available when passing string for the environment)
+    :param policy_kwargs: (dict) additional arguments to be passed to the policy on creation
+    :param verbose: (int) the verbosity level: 0 none, 1 training information, 2 tensorflow debug
+    :param seed: (int) Seed for the pseudo random generators
+    :param device: (str or th.device) Device (cpu, cuda, ...) on which the code should be run.
+        Setting it to auto, the code will be run on the GPU if possible.
+    :param _init_setup_model: (bool) Whether or not to build the network at the creation of the instance
     """
-    def __init__(self, policy, env, policy_kwargs=None, verbose=0,
-                 learning_rate=3e-4, seed=0, device='auto',
-                 n_optim=5, batch_size=64, n_steps=256,
-                 gamma=0.99, gae_lambda=0.95, clip_range=0.2,
-                 ent_coef=0.01, vf_coef=0.5, max_grad_norm=0.5,
-                 target_kl=None, clip_range_vf=None, create_eval_env=False,
-                 tensorboard_log=None,
+
+    def __init__(self, policy, env, learning_rate=3e-4,
+                 n_steps=2048, batch_size=64, n_epochs=10,
+                 gamma=0.99, gae_lambda=0.95, clip_range=0.2, clip_range_vf=None,
+                 ent_coef=0.0, vf_coef=0.5, max_grad_norm=0.5,
+                 target_kl=None, tensorboard_log=None, create_eval_env=False,
+                 policy_kwargs=None, verbose=0, seed=0, device='auto',
                  _init_setup_model=True):
 
-        super(PPO, self).__init__(policy, env, PPOPolicy, policy_kwargs,
-                                  verbose, device, create_eval_env=create_eval_env, support_multi_env=True)
+        super(PPO, self).__init__(policy, env, PPOPolicy, policy_kwargs=policy_kwargs,
+                                  verbose=verbose, device=device,
+                                  create_eval_env=create_eval_env, support_multi_env=True)
 
         self.learning_rate = learning_rate
         self.seed = seed
         self.batch_size = batch_size
-        self.n_optim = n_optim
+        self.n_epochs = n_epochs
         self.n_steps = n_steps
         self.gamma = gamma
         self.gae_lambda = gae_lambda
@@ -177,7 +213,7 @@ class PPO(BaseRLModel):
         obs = self.env.reset()
         eval_env = self._get_eval_env(eval_env)
 
-        if self.tensorboard_log is not None:
+        if self.tensorboard_log is not None and SummaryWriter is not None:
             self.tb_writer = SummaryWriter(log_dir=os.path.join(self.tensorboard_log, tb_log_name))
 
         while self.num_timesteps < total_timesteps:
@@ -193,7 +229,7 @@ class PPO(BaseRLModel):
             self.num_timesteps += self.n_steps * self.n_envs
             timesteps_since_eval += self.n_steps * self.n_envs
 
-            self.train(self.n_optim, batch_size=self.batch_size)
+            self.train(self.n_epochs, batch_size=self.batch_size)
 
             # Evaluate agent
             if 0 < eval_freq <= timesteps_since_eval and eval_env is not None:
diff --git a/torchy_baselines/sac/__init__.py b/torchy_baselines/sac/__init__.py
index 6f70061..1132a37 100644
--- a/torchy_baselines/sac/__init__.py
+++ b/torchy_baselines/sac/__init__.py
@@ -1 +1,2 @@
 from torchy_baselines.sac.sac import SAC
+from torchy_baselines.sac.policies import MlpPolicy
diff --git a/torchy_baselines/sac/policies.py b/torchy_baselines/sac/policies.py
index 34a1534..4e1b544 100644
--- a/torchy_baselines/sac/policies.py
+++ b/torchy_baselines/sac/policies.py
@@ -69,7 +69,7 @@ class Critic(BaseNetwork):
 
 class SACPolicy(BasePolicy):
     def __init__(self, observation_space, action_space,
-                 learning_rate=1e-3, net_arch=None, device='cpu',
+                 learning_rate=3e-4, net_arch=None, device='cpu',
                  activation_fn=nn.ReLU):
         super(SACPolicy, self).__init__(observation_space, action_space, device)
         self.obs_dim = self.observation_space.shape[0]
@@ -96,9 +96,6 @@ class SACPolicy(BasePolicy):
         self.critic_target.load_state_dict(self.critic.state_dict())
         self.critic.optimizer = th.optim.Adam(self.critic.parameters(), lr=learning_rate)
 
-    def actor_forward(self, state, deterministic=False):
-        pass
-
     def make_actor(self):
         return Actor(**self.net_args).to(self.device)
 
diff --git a/torchy_baselines/sac/sac.py b/torchy_baselines/sac/sac.py
index 07fcc52..56c741c 100644
--- a/torchy_baselines/sac/sac.py
+++ b/torchy_baselines/sac/sac.py
@@ -48,6 +48,8 @@ class SAC(BaseRLModel):
     :param policy_kwargs: (dict) additional arguments to be passed to the policy on creation
     :param verbose: (int) the verbosity level: 0 none, 1 training information, 2 tensorflow debug
     :param seed: (int) Seed for the pseudo random generators
+    :param device: (str or th.device) Device (cpu, cuda, ...) on which the code should be run.
+        Setting it to auto, the code will be run on the GPU if possible.
     :param _init_setup_model: (bool) Whether or not to build the network at the creation of the instance
     """
     def __init__(self, policy, env, learning_rate=3e-4, buffer_size=int(1e6),
diff --git a/torchy_baselines/td3/__init__.py b/torchy_baselines/td3/__init__.py
index 51225e6..148be49 100644
--- a/torchy_baselines/td3/__init__.py
+++ b/torchy_baselines/td3/__init__.py
@@ -1 +1,2 @@
 from torchy_baselines.td3.td3 import TD3
+from torchy_baselines.td3.policies import MlpPolicy
diff --git a/torchy_baselines/td3/td3.py b/torchy_baselines/td3/td3.py
index 4a8b69c..8fc00ae 100644
--- a/torchy_baselines/td3/td3.py
+++ b/torchy_baselines/td3/td3.py
@@ -42,6 +42,8 @@ class TD3(BaseRLModel):
     :param policy_kwargs: (dict) additional arguments to be passed to the policy on creation
     :param verbose: (int) the verbosity level: 0 none, 1 training information, 2 tensorflow debug
     :param seed: (int) Seed for the pseudo random generators
+    :param device: (str or th.device) Device (cpu, cuda, ...) on which the code should be run.
+        Setting it to auto, the code will be run on the GPU if possible.
     :param _init_setup_model: (bool) Whether or not to build the network at the creation of the instance
     """
     def __init__(self, policy, env, buffer_size=int(1e6), learning_rate=1e-3,