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Related papers: Batch Policy Learning under Constraints

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A medical policy aims to support decision-making by mapping patient characteristics to individualized treatment recommendations. Standard approaches typically optimize a single outcome criterion. For example, recommending treatment…

Methodology · Statistics 2026-02-02 Laura Fuentes-Vicente , Mathieu Even , Gaelle Dormion , Julie Josse , Antoine Chambaz

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

Batch reinforcement learning enables policy learning without direct interaction with the environment during training, relying exclusively on previously collected sets of interactions. This approach is, therefore, well-suited for high-risk…

Machine Learning · Computer Science 2024-11-18 Amna Najib , Stefan Depeweg , Phillip Swazinna

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…

Machine Learning · Statistics 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

Off-policy learning methods are intended to learn a policy from logged data, which includes context, action, and feedback (cost or reward) for each sample point. In this work, we build on the counterfactual risk minimization framework,…

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

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…

Machine Learning · Computer Science 2019-08-13 Scott Fujimoto , David Meger , Doina Precup

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

Machine Learning · Computer Science 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…

Machine Learning · Statistics 2025-02-11 Muhammad Faaiz Taufiq

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Recent Offline Reinforcement Learning methods have succeeded in learning high-performance policies from fixed datasets of experience. A particularly effective approach learns to first identify and then mimic optimal decision-making…

Machine Learning · Computer Science 2023-12-12 Jake Grigsby , Yanjun Qi

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

Machine Learning · Statistics 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

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

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

Machine Learning · Computer Science 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju