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When faced with sequential decision-making problems, it is often useful to be able to predict what would happen if decisions were made using a new policy. Those predictions must often be based on data collected under some previously used…

Machine Learning · Computer Science 2021-11-03 Yash Chandak , Scott Niekum , Bruno Castro da Silva , Erik Learned-Miller , Emma Brunskill , Philip S. Thomas

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

This paper prescribes a suite of techniques for off-policy Reinforcement Learning (RL) that simplify the training process and reduce the sample complexity. First, we show that simple Deterministic Policy Gradient works remarkably well as…

Machine Learning · Computer Science 2020-06-30 Rasool Fakoor , Pratik Chaudhari , Alexander J. Smola

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

The derivation of second-order ordinary differential equations (ODEs) as continuous-time limits of optimization algorithms has been shown to be an effective tool for the analysis of these algorithms. Additionally, discretizing…

Optimization and Control · Mathematics 2019-08-29 Rachel Walker , Emily Zhang

We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…

Machine Learning · Statistics 2017-11-15 Yu-Xiang Wang , Alekh Agarwal , Miroslav Dudik

Offline reinforcement learning (RL) can learn optimal policies from pre-collected offline datasets without interacting with the environment, but the sampled actions of the agent cannot often cover the action distribution under a given…

Machine Learning · Computer Science 2024-06-14 Xuemin Hu , Shen Li , Yingfen Xu , Bo Tang , Long Chen

Estimators derived from score functions that are not the likelihood are in wide use in practical and modern applications. Their regularization is often carried by pseudo-posterior estimation, equivalently by adding penalty to the score…

Methodology · Statistics 2020-11-17 Erez Buchweitz , Shlomo Ahal , Oded Papish , Guy Adini

Sampling from unnormalized probability densities is a central challenge in computational science. Boltzmann generators are generative models that enable independent sampling from the Boltzmann distribution of physical systems at a given…

Machine Learning · Computer Science 2026-02-04 Henrik Schopmans , Christopher von Klitzing , Pascal Friederich

We study offline constrained reinforcement learning from human feedback with multiple preference oracles. Motivated by applications that trade off performance with safety or fairness, we aim to maximize target population utility subject to…

Machine Learning · Computer Science 2026-04-02 Brenden Latham , Mehrdad Moharrami

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

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

Modern reasoning agents are increasingly evaluated on their ability to generate multiple valid solution paths, plans, or tool-use traces for a given input. Standard reward-maximizing RL tends to collapse onto the most easily reinforced…

We study high-confidence off-policy evaluation in the context of infinite-horizon Markov decision processes, where the objective is to establish a confidence interval (CI) for the target policy value using only offline data pre-collected…

Machine Learning · Statistics 2023-10-03 Wenzhuo Zhou , Yuhan Li , Ruoqing Zhu , Annie Qu

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

Offline reinforcement learning (RL) recently gains growing interests from RL researchers. However, the performance of offline RL suffers from the out-of-distribution problem, which can be corrected by feedback in online RL. Previous offline…

Machine Learning · Computer Science 2025-06-25 Shuncheng He , Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Xiangyang Ji

We present master formulas for the divergent part of the one-loop effective action for an arbitrary (both minimal and nonminimal) operators of any order in the 4-dimensional curved space. They can be considered as computer algorithms,…

High Energy Physics - Theory · Physics 2009-10-30 P. Pronin , K. Stepanyantz

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

Machine Learning · Statistics 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song