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Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…

Machine Learning · Computer Science 2025-12-24 Yuanhao Chen , Qi Liu , Pengbin Chen , Zhongjian Qiao , Yanjie Li

We offer a theoretical characterization of off-policy evaluation (OPE) in reinforcement learning using function approximation for marginal importance weights and $q$-functions when these are estimated using recent minimax methods. Under…

Machine Learning · Computer Science 2022-07-26 Masatoshi Uehara , Masaaki Imaizumi , Nan Jiang , Nathan Kallus , Wen Sun , Tengyang Xie

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Off-policy evaluation (OPE) constructs confidence intervals for the value of a target policy using data generated under a different behavior policy. Most existing inference methods focus on fixed target policies and may fail when the target…

Statistics Theory · Mathematics 2026-01-21 Haoyu Wei

Reinforcement learning (RL) is increasingly used to align large language models (LLMs). Off-policy methods offer greater implementation simplicity and data efficiency than on-policy techniques, but often result in suboptimal performance. In…

Machine Learning · Computer Science 2025-12-01 Charles Arnal , Gaëtan Narozniak , Vivien Cabannes , Yunhao Tang , Julia Kempe , Remi Munos

We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

Machine Learning · Computer Science 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

This paper investigates the off-policy evaluation (OPE) problem from a distributional perspective. Rather than focusing solely on the expectation of the total return, as in most existing OPE methods, we aim to estimate the entire return…

Machine Learning · Statistics 2026-04-27 Qi Kuang , Chao Wang , Yuling Jiao , Fan Zhou

Off-policy learning and evaluation leverage logged bandit feedback datasets, which contain context, action, propensity score, and feedback for each data point. These scenarios face significant challenges due to high variance and poor…

Machine Learning · Computer Science 2025-06-10 Armin Behnamnia , Gholamali Aminian , Alireza Aghaei , Chengchun Shi , Vincent Y. F. Tan , Hamid R. Rabiee

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

Reinforcement learning (RL) has been extensively researched for enhancing human-environment interactions in various human-centric tasks, including e-learning and healthcare. Since deploying and evaluating policies online are high-stakes in…

Machine Learning · Computer Science 2023-02-21 Ge Gao , Song Ju , Markel Sanz Ausin , Min Chi

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

Offline reinforcement learning (RL) methods can generally be categorized into two types: RL-based and Imitation-based. RL-based methods could in principle enjoy out-of-distribution generalization but suffer from erroneous off-policy…

Machine Learning · Computer Science 2023-04-06 Haoran Xu , Li Jiang , Jianxiong Li , Xianyuan Zhan

When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…

Machine Learning · Computer Science 2019-12-12 Ilya Kostrikov , Ofir Nachum , Jonathan Tompson

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

Machine Learning · Computer Science 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…

Machine Learning · Statistics 2020-06-15 Masahiro Kato

Reinforcement learning (RL) has improved the reasoning abilities of large language models (LLMs), yet state-of-the-art methods still fail to learn on many training problems. On hard problems, on-policy RL rarely explores even a single…

Machine Learning · Computer Science 2026-01-27 Yuxiao Qu , Amrith Setlur , Virginia Smith , Ruslan Salakhutdinov , Aviral Kumar

Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…

Machine Learning · Computer Science 2022-06-16 Shentao Yang , Yihao Feng , Shujian Zhang , Mingyuan Zhou

Off-Policy Evaluation (OPE) is an important practical problem in algorithmic ranking systems, where the goal is to estimate the expected performance of a new ranking policy using only offline logged data collected under a different, logging…

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

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

Machine Learning · Statistics 2025-07-10 Han Wang , Yang Xu , Wenbin Lu , Rui Song
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