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Related papers: Q($\lambda$) with Off-Policy Corrections

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Variance reduction techniques have been successfully applied to temporal-difference (TD) learning and help to improve the sample complexity in policy evaluation. However, the existing work applied variance reduction to either the less…

Machine Learning · Computer Science 2023-05-23 Shaocong Ma , Yi Zhou , Shaofeng Zou

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

Machine Learning · Computer Science 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

Lately, there has been a resurgence of interest in using supervised learning to solve reinforcement learning problems. Recent work in this area has largely focused on learning command-conditioned policies. We investigate the potential of…

Machine Learning · Computer Science 2022-05-11 Dylan R. Ashley , Kai Arulkumaran , Jürgen Schmidhuber , Rupesh Kumar Srivastava

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist…

Machine Learning · Statistics 2022-11-07 Chengchun Shi , Jin Zhu , Ye Shen , Shikai Luo , Hongtu Zhu , Rui Song

Off-policy learning enables a reinforcement learning (RL) agent to reason counterfactually about policies that are not executed and is one of the most important ideas in RL. It, however, can lead to instability when combined with function…

Machine Learning · Computer Science 2025-03-03 Xiaochi Qian , Shangtong Zhang

The finite-time convergence of off-policy TD learning has been comprehensively studied recently. However, such a type of convergence has not been well established for off-policy TD learning in the multi-agent setting, which covers broader…

Machine Learning · Computer Science 2021-03-25 Ziyi Chen , Yi Zhou , Rongrong Chen

Temporal difference learning with linear function approximation is a popular method to obtain a low-dimensional approximation of the value function of a policy in a Markov Decision Process. We give a new interpretation of this method in…

Machine Learning · Computer Science 2020-10-29 Rui Liu , Alex Olshevsky

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

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…

Machine Learning · Computer Science 2024-12-23 Matej Cief , Branislav Kveton , Michal Kompan

Emphatic Temporal Difference (TD) methods are a class of off-policy Reinforcement Learning (RL) methods involving the use of followon traces. Despite the theoretical success of emphatic TD methods in addressing the notorious deadly triad of…

Machine Learning · Computer Science 2022-05-12 Shangtong Zhang , Shimon Whiteson

One of the main obstacles to broad application of reinforcement learning methods is the parameter sensitivity of our core learning algorithms. In many large-scale applications, online computation and function approximation represent key…

Artificial Intelligence · Computer Science 2016-10-25 Martha White , Adam White

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

Machine Learning · Computer Science 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…

Machine Learning · Computer Science 2020-06-30 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

In state of the art model-free off-policy deep reinforcement learning, a replay memory is used to store past experience and derive all network updates. Even if both state and action spaces are continuous, the replay memory only holds a…

Machine Learning · Computer Science 2020-07-16 Sabrina Hoppe , Marc Toussaint

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Machine Learning · Computer Science 2022-09-22 Audrey Huang , Liu Leqi , Zachary Chase Lipton , Kamyar Azizzadenesheli

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

Machine Learning · Statistics 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

This paper brings together divergent approaches to time inconsistency from macroeconomic policy and behavioural economics. Behavioural discount functions from behavioural microeconomics are embedded into a game-theoretic analysis of…

Theoretical Economics · Economics 2019-07-19 Michelle Baddeley

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu
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