Related papers: Off-policy Learning for Multiple Loggers
In recent years, on-policy reinforcement learning (RL) has been successfully applied to many different continuous control tasks. While RL algorithms are often conceptually simple, their state-of-the-art implementations take numerous low-…
This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…
This work studies a Reinforcement Learning (RL) problem in which we are given a set of trajectories collected with K baseline policies. Each of these policies can be quite suboptimal in isolation, and have strong performance in…
Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…
We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…
Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
Many reinforcement learning applications involve the use of data that is sensitive, such as medical records of patients or financial information. However, most current reinforcement learning methods can leak information contained within the…
Learning auxiliary tasks, such as multiple predictions about the world, can provide many benefits to reinforcement learning systems. A variety of off-policy learning algorithms have been developed to learn such predictions, but as yet there…
Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…
Reinforcement learning algorithms have had tremendous successes in online learning settings. However, these successes have relied on low-stakes interactions between the algorithmic agent and its environment. In many settings where RL could…
The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…
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…
We consider active learning with logged data, where labeled examples are drawn conditioned on a predetermined logging policy, and the goal is to learn a classifier on the entire population, not just conditioned on the logging policy. Prior…
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…
Distributed training and increasing the gradient update frequency are practical strategies to accelerate learning and improve performance, but both exacerbate a central challenge: \textit{policy lag}, which is the mismatch between the…
We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…
We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…
Motivated by practical needs of experimentation and policy learning in online platforms, we study the problem of safe data collection. Specifically, our goal is to develop a logging policy that efficiently explores different actions to…
This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…