English
Related papers

Related papers: Doubly Robust Off-Policy Value and Gradient Estima…

200 papers

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

Artificial Intelligence · Computer Science 2015-12-15 Lucas Lehnert , Doina Precup

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new…

Machine Learning · Computer Science 2016-04-01 Adam White , Martha White

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

Machine Learning · Computer Science 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

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

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

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

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

The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control policies, most existing continuous-time RL methods rely on…

Machine Learning · Computer Science 2026-03-17 Ziheng Cheng , Xin Guo , Yufei Zhang

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2022-03-09 Joao Carvalho , Jan Peters

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

Machine Learning · Computer Science 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

Off-policy learning methods seek to derive an optimal policy directly from a fixed dataset of prior interactions. This objective presents significant challenges, primarily due to the inherent distributional shift and value function…

Machine Learning · Computer Science 2026-02-03 Arip Asadulaev , Maksim Bobrin , Salem Lahlou , Dmitry Dylov , Fakhri Karray , Martin Takac

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz

Model-agnostic meta-reinforcement learning requires estimating the Hessian matrix of value functions. This is challenging from an implementation perspective, as repeatedly differentiating policy gradient estimates may lead to biased Hessian…

Machine Learning · Computer Science 2021-11-04 Yunhao Tang , Tadashi Kozuno , Mark Rowland , Rémi Munos , Michal Valko

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto