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Supervised imitation-based approaches are often favored over off-policy reinforcement learning approaches for learning policies offline, since their straightforward optimization objective makes them computationally efficient and stable to…

Machine Learning · Computer Science 2025-12-30 Adam Jelley , Trevor McInroe , Sam Devlin , Amos Storkey

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

Machine Learning · Computer Science 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

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

Recent advances of gradient temporal-difference methods allow to learn off-policy multiple value functions in parallel with- out sacrificing convergence guarantees or computational efficiency. This opens up new possibilities for sound…

Artificial Intelligence · Computer Science 2014-05-22 Anna Harutyunyan , Tim Brys , Peter Vrancx , Ann Nowe

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

Machine Learning · Computer Science 2020-11-05 Nathan Kallus , Masatoshi Uehara

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

We study the problem of off-policy evaluation in the multi-armed bandit model with bounded rewards, and develop minimax rate-optimal procedures under three settings. First, when the behavior policy is known, we show that the Switch…

Machine Learning · Statistics 2021-01-20 Cong Ma , Banghua Zhu , Jiantao Jiao , Martin J. Wainwright

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

In offline reinforcement learning, a policy needs to be learned from a single pre-collected dataset. Typically, policies are thus regularized during training to behave similarly to the data generating policy, by adding a penalty based on a…

Machine Learning · Computer Science 2021-07-13 Phillip Swazinna , Steffen Udluft , Daniel Hein , Thomas Runkler

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

Machine Learning · Computer Science 2022-06-17 Yuta Saito , Thorsten Joachims

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

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone