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We study the convergence of off-policy TD(0) with linear function approximation when used to approximate the expected discounted reward in a Markov chain. It is well known that the combination of off-policy learning and function…

Machine Learning · Statistics 2026-04-02 Maik Overmars , Jasper Goseling , Richard Boucherie

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

Machine Learning · Computer Science 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

Machine Learning · Computer Science 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

A great variety of off-policy learning algorithms exist in the literature, and new breakthroughs in this area continue to be made, improving theoretical understanding and yielding state-of-the-art reinforcement learning algorithms. In this…

Machine Learning · Computer Science 2020-07-31 Mark Rowland , Will Dabney , Rémi Munos

Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new…

Machine Learning · Computer Science 2016-04-01 Adam White , Martha White

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…

Machine Learning · Computer Science 2016-11-09 Rémi Munos , Tom Stepleton , Anna Harutyunyan , Marc G. Bellemare

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of…

Artificial Intelligence · Computer Science 2016-08-12 Anna Harutyunyan , Marc G. Bellemare , Tom Stepleton , Remi Munos

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Many off-policy prediction learning algorithms have been proposed in the past decade, but it remains unclear which algorithms learn faster than others. We empirically compare 11 off-policy prediction learning algorithms with linear function…

Machine Learning · Computer Science 2021-09-14 Sina Ghiassian , Richard S. Sutton

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

This paper addresses the issue of policy evaluation in Markov Decision Processes, using linear function approximation. It provides a unified view of algorithms such as TD(lambda), LSTD(lambda), iLSTD, residual-gradient TD. It is asserted…

Machine Learning · Computer Science 2007-05-23 Manuel Loth , Philippe Preux

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, but counteracting off-policy bias without exacerbating variance is challenging. Classically, off-policy bias is corrected in a per-decision…

Machine Learning · Computer Science 2025-12-23 Brett Daley , Martha White , Christopher Amato , Marlos C. Machado

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

Machine Learning · Statistics 2025-09-30 Mohammad Mehrabi , Stefan Wager

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Off-policy algorithms, in which a behavior policy differs from the target policy and is used to gain experience for learning, have proven to be of great practical value in reinforcement learning. However, even for simple convex problems…

Machine Learning · Computer Science 2022-09-13 Rong J. B. Zhu , James M. Murray

We present a novel $l_1$ regularized off-policy convergent TD-learning method (termed RO-TD), which is able to learn sparse representations of value functions with low computational complexity. The algorithmic framework underlying RO-TD…

Machine Learning · Computer Science 2020-06-11 Bo Liu , Sridhar Mahadevan , Ji Liu

It is well known that the historical logs are used for evaluating and learning policies in interactive systems, e.g. recommendation, search, and online advertising. Since direct online policy learning usually harms user experiences, it is…

Machine Learning · Statistics 2019-08-06 Li He , Long Xia , Wei Zeng , Zhi-Ming Ma , Yihong Zhao , Dawei Yin