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Importance sampling-based estimators for off-policy evaluation (OPE) are valued for their simplicity, unbiasedness, and reliance on relatively few assumptions. However, the variance of these estimators is often high, especially when…

Machine Learning · Computer Science 2021-09-15 Simon P. Shen , Yecheng Jason Ma , Omer Gottesman , Finale Doshi-Velez

Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…

Machine Learning · Computer Science 2020-03-02 Anji Liu , Yitao Liang , Guy Van den Broeck

Recently, robust reinforcement learning (RL) methods designed to handle adversarial input observations have received significant attention, motivated by RL's inherent vulnerabilities. While existing approaches have demonstrated reasonable…

Machine Learning · Computer Science 2025-06-23 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Importance sampling (IS) as an elegant and efficient variance reduction (VR) technique for the acceleration of stochastic optimization problems has attracted many researches recently. Unlike commonly adopted stochastic uniform sampling in…

Machine Learning · Computer Science 2017-11-02 Fei Wang , Xiaofeng Gao , Guihai Chen , Jun Ye

Marginalized importance sampling (MIS), which measures the density ratio between the state-action occupancy of a target policy and that of a sampling distribution, is a promising approach for off-policy evaluation. However, current…

Machine Learning · Computer Science 2023-11-15 Scott Fujimoto , David Meger , Doina Precup

During recent years, deep reinforcement learning (DRL) has made successful incursions into complex decision-making applications such as robotics, autonomous driving or video games. Off-policy algorithms tend to be more sample-efficient than…

Machine Learning · Computer Science 2021-12-06 Jesus Bujalance Martin , Raphael Chekroun , Fabien Moutarde

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Recent success in Deep Reinforcement Learning (DRL) methods has shown that policy optimization with respect to an off-policy distribution via importance sampling is effective for sample reuse. In this paper, we show that the use of…

Machine Learning · Computer Science 2023-02-07 Zichuan Lin , Xiapeng Wu , Mingfei Sun , Deheng Ye , Qiang Fu , Wei Yang , Wei Liu

Recently, several approaches have been proposed to solve language generation problems. Transformer is currently state-of-the-art seq-to-seq model in language generation. Reinforcement Learning (RL) is useful in solving exposure bias and the…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Shiyang Yan , Yang Hua , Neil M. Robertson

Reinforcement learning (RL) in discrete action space is ubiquitous in real-world applications, but its complexity grows exponentially with the action-space dimension, making it challenging to apply existing on-policy gradient based deep RL…

Machine Learning · Statistics 2020-02-24 Yuguang Yue , Yunhao Tang , Mingzhang Yin , Mingyuan Zhou

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…

Machine Learning · Computer Science 2021-07-06 Zizhou Su

Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…

Machine Learning · Computer Science 2022-05-24 Hana Hoshino , Kei Ota , Asako Kanezaki , Rio Yokota

Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…

Machine Learning · Computer Science 2024-04-02 Yibo Wang , Jiang Zhao

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

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

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

Machine Learning · Computer Science 2023-10-27 Shengpu Tang , Jenna Wiens