diff --git a/sbx/common/feature_extractors.py b/sbx/common/feature_extractors.py
new file mode 100644
index 0000000..f2d23d5
--- /dev/null
+++ b/sbx/common/feature_extractors.py
@@ -0,0 +1,87 @@
+from functools import partial
+from itertools import zip_longest
+from typing import Dict, List, Tuple, Type, Union
+
+import gym
+import jax
+import jax.numpy as jnp
+import flax
+import flax.linen as nn
+
+from stable_baselines3.common.preprocessing import get_flattened_obs_dim, is_image_space
+from stable_baselines3.common.type_aliases import TensorDict
+from stable_baselines3.common.utils import get_device
+
+class BaseFeaturesExtractor(nn.Module):
+    """
+    Base class that represents a features extractor.
+    :param observation_space:
+    :param features_dim: Number of features extracted.
+    """
+    observation_space: gym.Space
+    _features_dim: int = 0
+
+    def setup(self):
+        assert self._features_dim > 0, f"feature dimension must be positive, is {self._features_dim}"
+
+    @property
+    def features_dim(self) -> int:
+        return self._features_dim
+
+    def __call__(self, observations: jnp.ndarray) -> jnp.ndarray:
+        raise NotImplementedError()
+
+class FlattenExtractor(BaseFeaturesExtractor):
+    """
+    Feature extract that flatten the input.
+    Used as a placeholder when feature extraction is not needed.
+    :param observation_space:
+    """
+    observation_space: gym.Space
+
+    def setup(self):
+        super().__init__(self.observation_space, 
+                        get_flattened_obs_dim(self.observation_space))
+
+
+    def forward(self, observations: jnp.ndarray) -> jnp.ndarray:
+        return observations.reshape((observations.shape[0], -1))
+
+
+class NatureCNN(nn.Module):
+    """
+    CNN from DQN Nature paper:
+        Mnih, Volodymyr, et al.
+        "Human-level control through deep reinforcement learning."
+        Nature 518.7540 (2015): 529-533.
+    :param observation_space:
+    :param features_dim: Number of features extracted.
+        This corresponds to the number of unit for the last layer.
+    """
+
+    observation_space: gym.Space
+    features_dim: int = 0
+
+   
+    # We assume CxHxW images (channels first)
+    # Re-ordering will be done by pre-preprocessing or wrapper
+    # assert is_image_space(observation_space, check_channels=False), (
+    #     "You should use NatureCNN "
+    #     f"only with images not with {observation_space}\n"
+    #     "(you are probably using `CnnPolicy` instead of `MlpPolicy` or `MultiInputPolicy`)\n"
+    #     "If you are using a custom environment,\n"
+    #     "please check it using our env checker:\n"
+    #     "https://stable-baselines3.readthedocs.io/en/master/common/env_checker.html"
+    # )
+
+    @nn.compact
+    def __call__(self, observations: jnp.ndarray) -> jnp.ndarray:
+        x = nn.Conv(features=32, kernel_size=(8, 8), strides=(4, 4))(x)
+        x = nn.relu(x),
+        x = nn.Conv(features=64, kernel_size=(4, 4), strides=(2, 2))(x)
+        x = nn.relu(x),
+        x = nn.Conv(features=64, kernel_size=(3, 3), strides=(1, 1))(x)
+        x = nn.relu(x),
+        x = x.reshape((x.shape[0], -1)) # Flatten
+        x = nn.Dense(self.features_dim)(x)
+        return self.linear(self.cnn(observations))