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We study the multiple-policy evaluation problem where we are given a set of $K$ policies and the goal is to evaluate their performance (expected total reward over a fixed horizon) to an accuracy $\epsilon$ with probability at least…

Machine Learning · Computer Science 2026-01-13 Yilei Chen , Aldo Pacchiano , Ioannis Ch. Paschalidis

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies…

Machine Learning · Computer Science 2024-06-07 Yaozhong Gan , Renye Yan , Xiaoyang Tan , Zhe Wu , Junliang Xing

When observed decisions depend only on observed features, off-policy policy evaluation (OPE) methods for sequential decision making problems can estimate the performance of evaluation policies before deploying them. This assumption is…

Machine Learning · Statistics 2020-03-13 Hongseok Namkoong , Ramtin Keramati , Steve Yadlowsky , Emma Brunskill

Large language model post-training relies on reinforcement learning to improve model capability and alignment quality. However, the off-policy training paradigm introduces distribution shift, which often pushes the policy beyond the trust…

Machine Learning · Computer Science 2026-04-24 Zhenpeng Su , Leiyu Pan , Minxuan Lv , Tiehua Mei , Zijia Lin , Yuntao Li , Wenping Hu , Ruiming Tang , Kun Gai , Guorui Zhou

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

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…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

Machine Learning · Computer Science 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson

The policy gradient theorem is defined based on an objective with respect to the initial distribution over states. In the discounted case, this results in policies that are optimal for one distribution over initial states, but may not be…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Pierre-Luc Bacon , Doina Precup

Ranking interfaces are everywhere in online platforms. There is thus an ever growing interest in their Off-Policy Evaluation (OPE), aiming towards an accurate performance evaluation of ranking policies using logged data. A de-facto approach…

Machine Learning · Statistics 2023-06-28 Haruka Kiyohara , Masatoshi Uehara , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto , Yuta Saito

We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…

Fluid Dynamics · Physics 2014-11-25 Keith Myerscough , Jason Frank , Benedict Leimkuhler

We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance…

Machine Learning · Computer Science 2012-10-19 Miroslav Dudik , Dumitru Erhan , John Langford , Lihong Li

This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy…

Machine Learning · Computer Science 2019-11-20 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Zhaoran Wang , Tamer Basar , Ji Liu

Mixture policies theoretically offer greater flexibility than unimodal policies in continuous action reinforcement learning, but the practical benefits of this complexity remain elusive. Mixture policies are notably absent from most…

Machine Learning · Computer Science 2026-05-12 Jiamin He , Samuel Neumann , Jincheng Mei , Adam White , Martha White

We propose novel policy search algorithms in the context of off-policy, batch mode reinforcement learning (RL) with continuous state and action spaces. Given a batch collection of trajectories, we perform off-line policy evaluation using an…

Optimization and Control · Mathematics 2014-04-02 Raphael Fonteneau , L. A. Prashanth

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

Machine Learning · Computer Science 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

Policy gradient (PG) estimation becomes a challenge when we are not allowed to sample with the target policy but only have access to a dataset generated by some unknown behavior policy. Conventional methods for off-policy PG estimation…

Machine Learning · Statistics 2022-06-22 Chengzhuo Ni , Ruiqi Zhang , Xiang Ji , Xuezhou Zhang , Mengdi Wang

A key problem in off-policy Reinforcement Learning (RL) is the mismatch, or distribution shift, between the dataset and the distribution over states and actions visited by the learned policy. This problem is exacerbated in the fully offline…

Machine Learning · Computer Science 2023-11-28 Melrose Roderick , Gaurav Manek , Felix Berkenkamp , J. Zico Kolter

Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation…

Machine Learning · Statistics 2022-05-24 Botao Hao , Xiang Ji , Yaqi Duan , Hao Lu , Csaba Szepesvári , Mengdi Wang
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