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We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…

Machine Learning · Computer Science 2025-08-05 Glen Berseth

Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…

Machine Learning · Computer Science 2025-06-03 Qi Ju , Falin Hei , Zhemei Fang , Yunfeng Luo

While distributional reinforcement learning (DistRL) has been empirically effective, the question of when and why it is better than vanilla, non-distributional RL has remained unanswered. This paper explains the benefits of DistRL through…

Machine Learning · Computer Science 2023-09-26 Kaiwen Wang , Kevin Zhou , Runzhe Wu , Nathan Kallus , Wen Sun

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

Machine Learning · Computer Science 2021-02-04 Ming Yin , Yu Bai , Yu-Xiang Wang

Offline reinforcement learning (RL) provides a promising approach to avoid costly online interaction with the real environment. However, the performance of offline RL highly depends on the quality of the datasets, which may cause…

Robotics · Computer Science 2024-05-08 Yiwen Hou , Haoyuan Sun , Jinming Ma , Feng Wu

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang

In this work, we argue for the importance of an online evaluation budget for a reliable comparison of deep offline RL algorithms. First, we delineate that the online evaluation budget is problem-dependent, where some problems allow for less…

Machine Learning · Computer Science 2022-06-07 Vladislav Kurenkov , Sergey Kolesnikov

Reinforcement Learning (RL)-based control system has received considerable attention in recent decades. However, in many real-world problems, such as Batch Process Control, the environment is uncertain, which requires expensive interaction…

Machine Learning · Computer Science 2022-11-03 Peng Zhang , Yawen Huang , Bingzhang Hu , Shizheng Wang , Haoran Duan , Noura Al Moubayed , Yefeng Zheng , Yang Long

Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…

Machine Learning · Computer Science 2018-01-03 Christoph Dann , Tor Lattimore , Emma Brunskill

We study offline meta-reinforcement learning, a practical reinforcement learning paradigm that learns from offline data to adapt to new tasks. The distribution of offline data is determined jointly by the behavior policy and the task.…

Machine Learning · Computer Science 2022-06-22 Haoqi Yuan , Zongqing Lu

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…

Machine Learning · Computer Science 2025-07-03 Xiaocong Chen , Siyu Wang , Tong Yu , Lina Yao

This paper considers batch Reinforcement Learning (RL) with general value function approximation. Our study investigates the minimal assumptions to reliably estimate/minimize Bellman error, and characterizes the generalization performance…

Machine Learning · Computer Science 2021-03-26 Yaqi Duan , Chi Jin , Zhiyuan Li

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

Machine Learning · Computer Science 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

The recent development of reinforcement learning (RL) has boosted the adoption of online RL for wireless radio resource management (RRM). However, online RL algorithms require direct interactions with the environment, which may be…

Information Theory · Computer Science 2023-11-21 Kun Yang , Cong Shen , Jing Yang , Shu-ping Yeh , Jerry Sydir

A significant challenge for the practical application of reinforcement learning in the real world is the need to specify an oracle reward function that correctly defines a task. Inverse reinforcement learning (IRL) seeks to avoid this…

Machine Learning · Computer Science 2019-10-16 Kelvin Xu , Ellis Ratner , Anca Dragan , Sergey Levine , Chelsea Finn
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