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We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

Machine Learning · Computer Science 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

Much attention has been devoted recently to the development of machine learning algorithms with the goal of improving treatment policies in healthcare. Reinforcement learning (RL) is a sub-field within machine learning that is concerned…

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

Machine Learning · Computer Science 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

We develop a new class of model-free deep reinforcement learning algorithms for data-driven, learning-based control. Our Generalized Policy Improvement algorithms combine the policy improvement guarantees of on-policy methods with the…

Machine Learning · Computer Science 2024-10-15 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

A key challenge in reinforcement learning (RL) is environment generalization: a policy trained to solve a task in one environment often fails to solve the same task in a slightly different test environment. A common approach to improve…

Robotics · Computer Science 2019-07-30 Wenxuan Zhou , Lerrel Pinto , Abhinav Gupta

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Reinforcement learning~(RL) is a versatile framework for learning to solve complex real-world tasks. However, influences on the learning performance of RL algorithms are often poorly understood in practice. We discuss different analysis…

Machine Learning · Computer Science 2023-09-14 Jan Schneider , Pierre Schumacher , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

Consistently checking the statistical significance of experimental results is the first mandatory step towards reproducible science. This paper presents a hitchhiker's guide to rigorous comparisons of reinforcement learning algorithms.…

Methodology · Statistics 2022-08-30 Cédric Colas , Olivier Sigaud , Pierre-Yves Oudeyer

We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution…

Machine Learning · Computer Science 2021-06-09 Anton Dereventsov , Joseph D. Daws , Clayton Webster

Reinforcement learning (RL) aims to estimate the action to take given a (time-varying) state, with the goal of maximizing a cumulative reward function. Predominantly, there are two families of algorithms to solve RL problems: value-based…

Machine Learning · Computer Science 2025-01-10 Sergio Rozada , Hoi-To Wai , Antonio G. Marques

Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, particularly in the experience replay setting now commonly used with deep neural networks. Classically, off-policy estimation bias is…

Machine Learning · Computer Science 2021-12-24 Brett Daley , Christopher Amato

In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning…

Machine Learning · Computer Science 2018-08-23 Dimitri P. Bertsekas

A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…

Optimization and Control · Mathematics 2020-07-22 Jun Liu

We study the problem of teaching via demonstrations in sequential decision-making tasks. In particular, we focus on the situation when the teacher has no access to the learner's model and policy, and the feedback from the learner is limited…

Machine Learning · Computer Science 2023-09-19 Rustam Zayanov , Francisco S. Melo , Manuel Lopes

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

We investigate the theoretical aspects of offline reinforcement learning (RL) under general function approximation. While prior works (e.g., Xie et al., 2021) have established the theoretical foundations of learning a good policy from…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Yuheng Zhang , Nan Jiang

Consider learning a policy from example expert behavior, without interaction with the expert or access to reinforcement signal. One approach is to recover the expert's cost function with inverse reinforcement learning, then extract a policy…

Machine Learning · Computer Science 2016-06-14 Jonathan Ho , Stefano Ermon

The promise of reinforcement learning is to solve complex sequential decision problems autonomously by specifying a high-level reward function only. However, reinforcement learning algorithms struggle when, as is often the case, simple and…

Artificial Intelligence · Computer Science 2021-09-17 Adrien Ecoffet , Joost Huizinga , Joel Lehman , Kenneth O. Stanley , Jeff Clune