Mainstream DBMSs provide hundreds of knobs for performance tuning. Tuning those knobs requires experienced database administrators (DBA), who are often unavailable for owners of small-scale databases, a common scenario in the era of cloud computing. Therefore, algorithms that can automatically tune the database performance with minimum human guidance is of increasing importance. Developing an automatic database tuner poses a number of challenges that need to be addressed. First, out-of-the-box machine learning solutions cannot be directly applied to this problem and, therefore, need to be modified to perform well on this specific problem. Second, training samples are scarce due to the time it takes to collect each data point and the limited accessibility to query data submitted by the database users. Third, databases are complicated systems with unstable performance, which leads to noisy training data. Furthermore, in a realistic online environment, workloads can change when users run different applications at different times. Although there are several research projects for automatic database tuning, they have not fully addressed this challenge, and they are mainly designed for offline training where the workloads do not change. In this paper, we aim to tackle the challenge of online tuning in evolving workloads environment by proposing a multi-model tuning algorithm that leverages multiple Deep Deterministic Policy Gradient (DDPG) reinforcement learning models trained on varying workloads. To evaluate our approach, we have implemented a system for tuning a PostgreSQL database. The results show that we can automatically tune a PostgreSQL database and improve its performance on OLTP workloads and can adapt to changing workloads using our multi-model approach.