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Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present…

Machine Learning · Computer Science 2020-03-06 Arjun Sondhi , David Arbour , Drew Dimmery

Iterative Direct Preference Optimization (DPO) has emerged as a widely used paradigm for aligning Large Language Models on reasoning tasks. Existing approaches typically rely on Best-of-N sampling ($N\geq8$) to mine positive trajectories…

Computation and Language · Computer Science 2026-05-29 Jun Rao , Zixiong Yu , Xuebo Liu , Guhan Chen , Jing Li , Hejin Wang , Jiansheng Wei , Xiaojun Meng , Min Zhang

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

Machine Learning · Statistics 2025-09-30 Mohammad Mehrabi , Stefan Wager

Off-policy evaluation (OPE) is the method that attempts to estimate the performance of decision making policies using historical data generated by different policies without conducting costly online A/B tests. Accurate OPE is essential in…

Artificial Intelligence · Computer Science 2021-09-20 Yuta Saito , Takuma Udagawa , Kei Tateno

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

Machine Learning · Statistics 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

Regularization and data augmentation methods have been widely used and become increasingly indispensable in deep learning training. Researchers who devote themselves to this have considered various possibilities. But so far, there has been…

Computer Vision and Pattern Recognition · Computer Science 2021-06-15 Xuan Cheng , Tianshu Xie , Xiaomin Wang , Jiali Deng , Minghui Liu , Ming Liu

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

In offline reinforcement learning (RL), one detrimental issue to policy learning is the error accumulation of deep Q function in out-of-distribution (OOD) areas. Unfortunately, existing offline RL methods are often over-conservative,…

Machine Learning · Computer Science 2023-03-02 Jianxiong Li , Xianyuan Zhan , Haoran Xu , Xiangyu Zhu , Jingjing Liu , Ya-Qin Zhang

We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…

Machine Learning · Statistics 2025-06-16 Otmane Sakhi , Alexandre Gilotte , David Rohde

Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…

Optimization and Control · Mathematics 2016-01-20 Tristan van Leeuwen , Felix J. Herrmann

Preference-based alignment is pivotal for training large reasoning models; however, standard methods like Direct Preference Optimization (DPO) typically treat all preference pairs uniformly, overlooking the evolving utility of training…

Artificial Intelligence · Computer Science 2026-02-03 Hui Wu , Hengyi Cai , Jinman Zhao , Xinran Chen , Ziheng Li , Zhejun Zhao , Shuaiqiang Wang , Yuchen Li , Dawei Yin

Recent advancements in off-policy Reinforcement Learning (RL) have significantly improved sample efficiency, primarily due to the incorporation of various forms of regularization that enable more gradient update steps than traditional…

Machine Learning · Computer Science 2024-06-21 Michal Nauman , Michał Bortkiewicz , Piotr Miłoś , Tomasz Trzciński , Mateusz Ostaszewski , Marek Cygan

Learning policies from fixed offline datasets is a key challenge to scale up reinforcement learning (RL) algorithms towards practical applications. This is often because off-policy RL algorithms suffer from distributional shift, due to…

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

Machine Learning · Computer Science 2024-04-16 Zifan Wu , Bo Tang , Qian Lin , Chao Yu , Shangqin Mao , Qianlong Xie , Xingxing Wang , Dong Wang

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

On-policy imitation learning algorithms such as DAgger evolve a robot control policy by executing it, measuring performance (loss), obtaining corrective feedback from a supervisor, and generating the next policy. As the loss between…

Robotics · Computer Science 2019-07-10 Jonathan N. Lee , Michael Laskey , Ajay Kumar Tanwani , Anil Aswani , Ken Goldberg

In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…

Optimization and Control · Mathematics 2021-10-01 Liang Chen , Junyuan Zhu , Xinyuan Zhao