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The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing…

Machine Learning · Computer Science 2020-07-31 Mark Rowland , Anna Harutyunyan , Hado van Hasselt , Diana Borsa , Tom Schaul , Rémi Munos , Will Dabney

Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…

Machine Learning · Computer Science 2022-10-12 Rujie Zhong , Duohan Zhang , Lukas Schäfer , Stefano V. Albrecht , Josiah P. Hanna

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Sequential decision problems are widely studied across many areas of science. A key challenge when learning policies from historical data - a practice commonly referred to as off-policy learning - is how to ``identify'' the impact of a…

Methodology · Statistics 2025-01-03 Joakim Blach Andersen , Qingyuan Zhao

Neural control of memory-constrained, agile robots requires small, yet highly performant models. We leverage graph hyper networks to learn graph hyper policies trained with off-policy reinforcement learning resulting in networks that are…

Robotics · Computer Science 2022-10-04 Shashank Hegde , Gaurav S. Sukhatme

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

Off-policy learning methods are intended to learn a policy from logged data, which includes context, action, and feedback (cost or reward) for each sample point. In this work, we build on the counterfactual risk minimization framework,…

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

Machine Learning · Computer Science 2022-06-20 Eric Graves , Sina Ghiassian

Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

Machine Learning · Computer Science 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

In temporal difference (TD) learning, off-policy sampling is known to be more practical than on-policy sampling, and by decoupling learning from data collection, it enables data reuse. It is known that policy evaluation (including…

Machine Learning · Computer Science 2021-06-25 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Offline policy evaluation is a fundamental statistical problem in reinforcement learning that involves estimating the value function of some decision-making policy given data collected by a potentially different policy. In order to tackle…

Machine Learning · Computer Science 2022-12-20 Juan C. Perdomo , Akshay Krishnamurthy , Peter Bartlett , Sham Kakade

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

Machine Learning · Computer Science 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

General Value Function (GVF) is a powerful tool to represent both the {\em predictive} and {\em retrospective} knowledge in reinforcement learning (RL). In practice, often multiple interrelated GVFs need to be evaluated jointly with…

Machine Learning · Computer Science 2021-07-07 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang