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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

Model-reference adaptive systems refer to a consortium of techniques that guide plants to track desired reference trajectories. Approaches based on theories like Lyapunov, sliding surfaces, and backstepping are typically employed to advise…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mohammed Abouheaf , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

We present a novel off-policy loss function for learning a transition model in model-based reinforcement learning. Notably, our loss is derived from the off-policy policy evaluation objective with an emphasis on correcting distribution…

Machine Learning · Computer Science 2021-03-04 Cameron Voloshin , Nan Jiang , Yisong Yue

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

Theoretical guarantees in reinforcement learning (RL) are known to suffer multiplicative blow-up factors with respect to the misspecification error of function approximation. Yet, the nature of such \emph{approximation factors} --…

Machine Learning · Computer Science 2023-12-18 Philip Amortila , Nan Jiang , Csaba Szepesvári

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

Ad-load balancing is a critical challenge in online advertising systems, particularly in the context of social media platforms, where the goal is to maximize user engagement and revenue while maintaining a satisfactory user experience. This…

Information Retrieval · Computer Science 2023-12-20 Hitesh Sagtani , Madan Jhawar , Rishabh Mehrotra , Olivier Jeunen

Automated vehicle control using reinforcement learning (RL) has attracted significant attention due to its potential to learn driving policies through environment interaction. However, RL agents often face training challenges in sample…

Robotics · Computer Science 2025-09-08 Zhihao Zhang , Chengyang Peng , Ekim Yurtsever , Keith A. Redmill

We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Markov decision process (with finite states and finite…

Systems and Control · Electrical Eng. & Systems 2023-07-13 Rahul Misra , Rafał Wisniewski , Carsten Skovmose Kallesøe

This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

Machine Learning · Computer Science 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

Pre-training with offline data and online fine-tuning using reinforcement learning is a promising strategy for learning control policies by leveraging the best of both worlds in terms of sample efficiency and performance. One natural…

Artificial Intelligence · Computer Science 2025-09-01 Haichao Zhang , We Xu , Haonan Yu

Offline reinforcement learning refers to the process of learning policies from fixed datasets, without requiring additional environment interaction. However, it often relies on well-defined reward functions, which are difficult and…

Artificial Intelligence · Computer Science 2025-10-13 Xiancheng Gao , Yufeng Shi , Wengang Zhou , Houqiang Li

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Model predictive control can optimally deal with nonlinear systems under consideration of constraints. The control performance depends on the model accuracy and the prediction horizon. Recent advances propose to use reinforcement learning…

Machine Learning · Computer Science 2024-11-01 Dean Brandner , Sergio Lucia

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , David Kuric , Anders Jonsson , Vicenç Gómez , Herke van Hoof

Learning complex policies with Reinforcement Learning (RL) is often hindered by instability and slow convergence, a problem exacerbated by the difficulty of reward engineering. Imitation Learning (IL) from expert demonstrations bypasses…

Machine Learning · Computer Science 2026-05-19 Sayambhu Sen , Shalabh Bhatnagar

In this work the problem of path planning for an autonomous vehicle that moves on a freeway is considered. The most common approaches that are used to address this problem are based on optimal control methods, which make assumptions about…

Robotics · Computer Science 2020-02-19 Konstantinos Makantasis , Maria Kontorinaki , Ioannis Nikolos

Offline reinforcement learning (RL) methods can generally be categorized into two types: RL-based and Imitation-based. RL-based methods could in principle enjoy out-of-distribution generalization but suffer from erroneous off-policy…

Machine Learning · Computer Science 2023-04-06 Haoran Xu , Li Jiang , Jianxiong Li , Xianyuan Zhan
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