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We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value…

Machine Learning · Computer Science 2020-02-19 Omer Gottesman , Yao Liu , Scott Sussex , Emma Brunskill , Finale Doshi-Velez

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

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator,…

Machine Learning · Computer Science 2023-05-10 Yuchen Hu , Stefan Wager

Most deep reinforcement learning (RL) systems are not able to learn effectively from off-policy data, especially if they cannot explore online in the environment. These are critical shortcomings for applying RL to real-world problems where…

Recent Offline Reinforcement Learning methods have succeeded in learning high-performance policies from fixed datasets of experience. A particularly effective approach learns to first identify and then mimic optimal decision-making…

Machine Learning · Computer Science 2023-12-12 Jake Grigsby , Yanjun Qi

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

We present a novel theoretical framework, Q-MMR, for off-policy evaluation in finite-horizon MDPs. Q-MMR learns a set of scalar weights, one for each data point, such that the reweighted rewards approximate the expected return under the…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Nan Jiang

Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…

Machine Learning · Computer Science 2024-11-04 Allen Nie , Yash Chandak , Christina J. Yuan , Anirudhan Badrinath , Yannis Flet-Berliac , Emma Brunskil

We present a novel off-policy loss function for learning a transition model in model-based reinforcement learning. Notably, our loss is derived from the off-policy policy evaluation objective with an emphasis on correcting distribution…

Machine Learning · Computer Science 2021-03-04 Cameron Voloshin , Nan Jiang , Yisong Yue

Recent advances of gradient temporal-difference methods allow to learn off-policy multiple value functions in parallel with- out sacrificing convergence guarantees or computational efficiency. This opens up new possibilities for sound…

Artificial Intelligence · Computer Science 2014-05-22 Anna Harutyunyan , Tim Brys , Peter Vrancx , Ann Nowe

Model-free deep reinforcement learning has achieved great success in many domains, such as video games, recommendation systems and robotic control tasks. In continuous control tasks, widely used policies with Gaussian distributions results…

Machine Learning · Computer Science 2023-06-05 Lingwei Peng , Hui Qian , Zhebang Shen , Chao Zhang , Fei Li

Decision making algorithms, in practice, are often trained on data that exhibits a variety of biases. Decision-makers often aim to take decisions based on some ground-truth target that is assumed or expected to be unbiased, i.e., equally…

Machine Learning · Statistics 2022-07-05 Miriam Rateike , Ayan Majumdar , Olga Mineeva , Krishna P. Gummadi , Isabel Valera

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

Machine Learning · Computer Science 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally…

Machine Learning · Statistics 2025-03-05 Meiling Hao , Pingfan Su , Liyuan Hu , Zoltan Szabo , Qingyuan Zhao , Chengchun Shi

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

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…

Machine Learning · Computer Science 2020-06-19 Annie Xie , James Harrison , Chelsea Finn

We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a…

Machine Learning · Statistics 2022-10-18 Rui Miao , Zhengling Qi , Xiaoke Zhang

Off-policy evaluation (OPE) is the problem of evaluating new policies using historical data obtained from a different policy. In the recent OPE context, most studies have focused on single-player cases, and not on multi-player cases. In…

Machine Learning · Computer Science 2020-12-25 Kenshi Abe , Yusuke Kaneko