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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

We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational…

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Machine Learning · Computer Science 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

Machine Learning · Computer Science 2020-07-14 Nathan Kallus , Angela Zhou

Most deep reinforcement learning (RL) systems are not able to learn effectively from off-policy data, especially if they cannot explore online in the environment. These are critical shortcomings for applying RL to real-world problems where…

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

This paper studies the off-policy evaluation problem, where one aims to estimate the value of a target policy based on a sample of observations collected by another policy. We first consider the multi-armed bandit case, establish a minimax…

Artificial Intelligence · Computer Science 2014-09-15 Lihong Li , Remi Munos , Csaba Szepesvari

Model-based reinforcement learning methods often use learning only for the purpose of estimating an approximate dynamics model, offloading the rest of the decision-making work to classical trajectory optimizers. While conceptually simple,…

Machine Learning · Computer Science 2022-12-22 Michael Janner , Yilun Du , Joshua B. Tenenbaum , Sergey Levine

A promising way to improve the sample efficiency of reinforcement learning is model-based methods, in which many explorations and evaluations can happen in the learned models to save real-world samples. However, when the learned model has a…

Machine Learning · Computer Science 2022-09-14 Haoxin Lin , Yihao Sun , Jiaji Zhang , Yang Yu

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Model-based reinforcement learning promises to learn an optimal policy from fewer interactions with the environment compared to model-free reinforcement learning by learning an intermediate model of the environment in order to predict…

Machine Learning · Computer Science 2022-06-08 Abhinav Bhatia , Philip S. Thomas , Shlomo Zilberstein

When faced with sequential decision-making problems, it is often useful to be able to predict what would happen if decisions were made using a new policy. Those predictions must often be based on data collected under some previously used…

Machine Learning · Computer Science 2021-11-03 Yash Chandak , Scott Niekum , Bruno Castro da Silva , Erik Learned-Miller , Emma Brunskill , Philip S. Thomas

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

Machine Learning · Computer Science 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

Consider learning a policy purely on the basis of demonstrated behavior -- that is, with no access to reinforcement signals, no knowledge of transition dynamics, and no further interaction with the environment. This *strictly batch…

Machine Learning · Statistics 2021-01-15 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen