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Identifying the trade-offs between model-based and model-free methods is a central question in reinforcement learning. Value-based methods offer substantial computational advantages and are sometimes just as statistically efficient as…

Machine Learning · Computer Science 2024-03-13 David Cheikhi , Daniel Russo

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

Machine Learning · Computer Science 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang

Deploying deep reinforcement learning in safety-critical settings requires developing algorithms that obey hard constraints during exploration. This paper contributes a first approach toward enforcing formal safety constraints on end-to-end…

Artificial Intelligence · Computer Science 2020-07-03 Nathan Hunt , Nathan Fulton , Sara Magliacane , Nghia Hoang , Subhro Das , Armando Solar-Lezama

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

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

Selectivity estimation aims at estimating the number of database objects that satisfy a selection criterion. Answering this problem accurately and efficiently is essential to many applications, such as density estimation, outlier detection,…

Databases · Computer Science 2021-05-28 Yaoshu Wang , Chuan Xiao , Jianbin Qin , Rui Mao , Onizuka Makoto , Wei Wang , Rui Zhang , Yoshiharu Ishikawa

We devise and analyze algorithms for the empirical policy evaluation problem in reinforcement learning. Our algorithms explore backward from high-cost states to find high-value ones, in contrast to forward approaches that work forward from…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Vijay Subramanian

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…

Machine Learning · Computer Science 2022-08-05 Xinqi Wang , Qiwen Cui , Simon S. Du

Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…

Machine Learning · Statistics 2022-12-14 Masatoshi Uehara , Chengchun Shi , Nathan Kallus

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

We study the use of randomized value functions to guide deep exploration in reinforcement learning. This offers an elegant means for synthesizing statistically and computationally efficient exploration with common practical approaches to…

Machine Learning · Statistics 2019-09-25 Ian Osband , Benjamin Van Roy , Daniel Russo , Zheng Wen

Traditional off-policy actor-critic Reinforcement Learning (RL) algorithms learn value functions of a single target policy. However, when value functions are updated to track the learned policy, they forget potentially useful information…

Machine Learning · Computer Science 2021-08-16 Francesco Faccio , Louis Kirsch , Jürgen Schmidhuber

Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Justin Fu , Marvin Zhang , Sergey Levine

Oftentimes, environments for sequential decision-making problems can be quite sparse in the provision of evaluative feedback to guide reinforcement-learning agents. In the extreme case, long trajectories of behavior are merely punctuated…

Machine Learning · Computer Science 2023-08-22 Akash Velu , Skanda Vaidyanath , Dilip Arumugam

Learning in a lifelong setting, where the dynamics continually evolve, is a hard challenge for current reinforcement learning algorithms. Yet this would be a much needed feature for practical applications. In this paper, we propose an…

Machine Learning · Computer Science 2021-12-14 Pierre Liotet , Francesco Vidaich , Alberto Maria Metelli , Marcello Restelli

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 propose and analyze a reinforcement learning principle that approximates the Bellman equations by enforcing their validity only along an user-defined space of test functions. Focusing on applications to model-free offline RL with…

Machine Learning · Computer Science 2022-10-13 Andrea Zanette , Martin J. Wainwright

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras