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Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

In this paper, we investigate the sample complexity of policy evaluation in infinite-horizon offline reinforcement learning (also known as the off-policy evaluation problem) with linear function approximation. We identify a hard regime…

Machine Learning · Computer Science 2021-03-19 Lin Chen , Bruno Scherrer , Peter L. Bartlett

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

Off-policy model-free deep reinforcement learning methods using previously collected data can improve sample efficiency over on-policy policy gradient techniques. On the other hand, on-policy algorithms are often more stable and easier to…

Machine Learning · Computer Science 2017-06-02 Shixiang Gu , Timothy Lillicrap , Zoubin Ghahramani , Richard E. Turner , Bernhard Schölkopf , Sergey Levine

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present…

Machine Learning · Computer Science 2020-03-06 Arjun Sondhi , David Arbour , Drew Dimmery

Off-Policy Evaluation (OPE) aims to assess the effectiveness of counterfactual policies using only offline logged data and is often used to identify the top-k promising policies for deployment in online A/B tests. Existing evaluation…

Machine Learning · Computer Science 2024-03-12 Haruka Kiyohara , Ren Kishimoto , Kosuke Kawakami , Ken Kobayashi , Kazuhide Nakata , Yuta Saito

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

Machine Learning · Computer Science 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

Machine Learning · Computer Science 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite…

Machine Learning · Computer Science 2019-10-14 Xinyun Chen , Lu Wang , Yizhe Hang , Heng Ge , Hongyuan Zha

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies…

Machine Learning · Computer Science 2024-06-07 Yaozhong Gan , Renye Yan , Xiaoyang Tan , Zhe Wu , Junliang Xing

On-policy reinforcement learning (RL) algorithms are typically characterized as algorithms that perform policy updates using i.i.d. trajectories collected by the agent's current policy. However, after observing only a finite number of…

Machine Learning · Computer Science 2026-02-11 Nicholas E. Corrado , Josiah P. Hanna

Efficient sampling and remote estimation are critical for a plethora of wireless-empowered applications in the Internet of Things and cyber-physical systems. Motivated by such applications, this work proposes decentralized policies for the…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Xingran Chen , Xinyu Liao , Shirin Saeedi Bidokhti

Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…

Machine Learning · Computer Science 2020-10-30 Ziyang Tang , Yihao Feng , Na Zhang , Jian Peng , Qiang Liu

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

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

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment decision rule using historical data generated by a different…

Machine Learning · Statistics 2021-11-08 Hengrui Cai , Chengchun Shi , Rui Song , Wenbin Lu

Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^\pi, d,…

Machine Learning · Computer Science 2026-01-28 Philip Amortila , Audrey Huang , Akshay Krishnamurthy , Nan Jiang

Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…

Machine Learning · Statistics 2025-06-03 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

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

We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…

Machine Learning · Statistics 2024-08-22 Tatsuhiro Shimizu , Koichi Tanaka , Ren Kishimoto , Haruka Kiyohara , Masahiro Nomura , Yuta Saito