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Related papers: Non-Stationary Off-Policy Optimization

200 papers

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

A temporally abstract action, or an option, is specified by a policy and a termination condition: the policy guides option behavior, and the termination condition roughly determines its length. Generally, learning with longer options (like…

Artificial Intelligence · Computer Science 2017-12-05 Anna Harutyunyan , Peter Vrancx , Pierre-Luc Bacon , Doina Precup , Ann Nowe

The explosion in mobile data traffic together with the ever-increasing expectations for higher quality of service call for the development of AI algorithms for wireless network optimization. In this paper, we investigate how to learn…

Artificial Intelligence · Computer Science 2021-11-17 Miguel Suau , Alexandros Agapitos , David Lynch , Derek Farrell , Mingqi Zhou , Aleksandar Milenovic

Offline reinforcement learning aims to train a policy on a pre-recorded and fixed dataset without any additional environment interactions. There are two major challenges in this setting: (1) extrapolation error caused by approximating the…

Machine Learning · Computer Science 2023-01-31 Dmitriy Akimov , Vladislav Kurenkov , Alexander Nikulin , Denis Tarasov , Sergey Kolesnikov

Off-policy evaluation and learning in contextual bandits use logged interaction data to estimate and optimize the value of a target policy. Most existing methods require sufficient action overlap between the logging and target policies, and…

Machine Learning · Statistics 2026-02-03 Shu Tamano

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

It is well known that the historical logs are used for evaluating and learning policies in interactive systems, e.g. recommendation, search, and online advertising. Since direct online policy learning usually harms user experiences, it is…

Machine Learning · Statistics 2019-08-06 Li He , Long Xia , Wei Zeng , Zhi-Ming Ma , Yihong Zhao , Dawei Yin

Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…

Methodology · Statistics 2024-08-19 Ian Waudby-Smith , Lili Wu , Aaditya Ramdas , Nikos Karampatziakis , Paul Mineiro

Reinforcement learning algorithms have had tremendous successes in online learning settings. However, these successes have relied on low-stakes interactions between the algorithmic agent and its environment. In many settings where RL could…

Machine Learning · Computer Science 2020-06-05 James Bannon , Brad Windsor , Wenbo Song , Tao Li

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

Recently, sequence learning methods have been applied to the problem of off-policy Reinforcement Learning, including the seminal work on Decision Transformers, which employs transformers for this task. Since transformers are…

Machine Learning · Computer Science 2023-06-09 Shmuel Bar-David , Itamar Zimerman , Eliya Nachmani , Lior Wolf

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to…

Machine Learning · Computer Science 2017-11-08 Adith Swaminathan , Akshay Krishnamurthy , Alekh Agarwal , Miroslav Dudík , John Langford , Damien Jose , Imed Zitouni

Offline reinforcement learning endeavors to leverage offline datasets to craft effective agent policy without online interaction, which imposes proper conservative constraints with the support of behavior policies to tackle the…

Machine Learning · Computer Science 2024-11-12 Yunpeng Qing , Shunyu liu , Jingyuan Cong , Kaixuan Chen , Yihe Zhou , Mingli Song

In this work, we present a methodology that enables an agent to make efficient use of its exploratory actions by autonomously identifying possible objectives in its environment and learning them in parallel. The identification of objectives…

Artificial Intelligence · Computer Science 2019-01-11 Thommen George Karimpanal , Erik Wilhelm

We study the offline contextual bandit problem, where we aim to acquire an optimal policy using observational data. However, this data usually contains two deficiencies: (i) some variables that confound actions are not observed, and (ii)…

Machine Learning · Computer Science 2023-03-21 Siyu Chen , Yitan Wang , Zhaoran Wang , Zhuoran Yang

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