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We provide theoretical investigations into off-policy evaluation in reinforcement learning using function approximators for (marginalized) importance weights and value functions. Our contributions include: (1) A new estimator, MWL, that…

Machine Learning · Computer Science 2020-10-08 Masatoshi Uehara , Jiawei Huang , Nan Jiang

Learning from off-policy data is essential for sample-efficient reinforcement learning. In the present work, we build on the insight that the advantage function can be understood as the causal effect of an action on the return, and show…

Machine Learning · Computer Science 2024-02-21 Hsiao-Ru Pan , Bernhard Schölkopf

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

The performance of off-policy learning, including deep Q-learning and deep deterministic policy gradient (DDPG), critically depends on the choice of the exploration policy. Existing exploration methods are mostly based on adding noise to…

Machine Learning · Computer Science 2018-03-28 Tianbing Xu , Qiang Liu , Liang Zhao , Jian Peng

Smart active matter has the ability to control its motion guided by individual policies to achieve collective goals. We introduce a theoretical framework to study a decentralized learning process in which agents can locally exchange…

Statistical Mechanics · Physics 2025-07-08 Gerhard Jung , Misaki Ozawa , Eric Bertin

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

Artificial Intelligence · Computer Science 2018-02-23 Hamid Reza Maei

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…

Machine Learning · Computer Science 2016-11-09 Rémi Munos , Tom Stepleton , Anna Harutyunyan , Marc G. Bellemare

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions…

Machine Learning · Statistics 2024-01-24 Angela Zhou

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new…

Machine Learning · Computer Science 2017-04-10 Brendan O'Donoghue , Remi Munos , Koray Kavukcuoglu , Volodymyr Mnih

Value functions are crucial for model-free Reinforcement Learning (RL) to obtain a policy implicitly or guide the policy updates. Value estimation heavily depends on the stochasticity of environmental dynamics and the quality of reward…

Machine Learning · Computer Science 2019-05-28 Hongyao Tang , Jianye Hao , Guangyong Chen , Pengfei Chen , Zhaopeng Meng , Yaodong Yang , Li Wang

The hallmark feature of temporal-difference (TD) learning is bootstrapping: using value predictions to generate new value predictions. The vast majority of TD methods for control learn a policy by bootstrapping from a single action-value…

Machine Learning · Computer Science 2025-09-05 Brett Daley , Prabhat Nagarajan , Martha White , Marlos C. Machado

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

Machine Learning · Computer Science 2018-05-03 Yann Ollivier

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu

This paper presents a novel RL algorithm, S-REINFORCE, which is designed to generate interpretable policies for dynamic decision-making tasks. The proposed algorithm leverages two types of function approximators, namely Neural Network (NN)…

Machine Learning · Computer Science 2023-05-15 Rajdeep Dutta , Qincheng Wang , Ankur Singh , Dhruv Kumarjiguda , Li Xiaoli , Senthilnath Jayavelu

This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…

Machine Learning · Computer Science 2025-02-25 Qianyi Chen , Ying Chen , Bo Li

We study the problem of temporal-difference-based policy evaluation in reinforcement learning. In particular, we analyse the use of a distributional reinforcement learning algorithm, quantile temporal-difference learning (QTD), for this…

Machine Learning · Computer Science 2023-05-31 Mark Rowland , Yunhao Tang , Clare Lyle , Rémi Munos , Marc G. Bellemare , Will Dabney

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis

While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…

Machine Learning · Computer Science 2024-07-16 Ashwin Ramaswamy , Ransalu Senanayake

We study off-dynamics offline reinforcement learning, where the goal is to learn a policy from offline source and limited target datasets with mismatched dynamics. Existing methods either penalize the reward or discard source transitions…

Machine Learning · Computer Science 2026-03-19 Yihong Guo , Yu Yang , Pan Xu , Anqi Liu