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We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Efficient methods to evaluate new algorithms are critical for improving interactive bandit and reinforcement learning systems such as recommendation systems. A/B tests are reliable, but are time- and money-consuming, and entail a risk of…

Machine Learning · Computer Science 2021-08-04 Yusuke Narita , Shota Yasui , Kohei Yata

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…

Machine Learning · Computer Science 2020-06-09 Nathan Kallus , Masatoshi Uehara

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

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

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

Sample efficiency and exploration remain major challenges in online reinforcement learning (RL). A powerful approach that can be applied to address these issues is the inclusion of offline data, such as prior trajectories from a human…

Machine Learning · Computer Science 2023-06-01 Philip J. Ball , Laura Smith , Ilya Kostrikov , Sergey Levine

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…

Machine Learning · Computer Science 2022-03-04 Lukas P. Fröhlich , Maksym Lefarov , Melanie N. Zeilinger , Felix Berkenkamp

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled:…

Machine Learning · Computer Science 2021-12-30 Daoming Lyu , Bo Liu , Matthieu Geist , Wen Dong , Saad Biaz , Qi Wang

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har
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