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A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

Machine Learning · Computer Science 2022-06-20 Eric Graves , Sina Ghiassian

Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…

Machine Learning · Computer Science 2021-11-02 Xiaoteng Ma , Xiaohang Tang , Li Xia , Jun Yang , Qianchuan Zhao

We propose two policy gradient algorithms for solving the problem of control in an off-policy reinforcement learning (RL) context. Both algorithms incorporate a smoothed functional (SF) based gradient estimation scheme. The first algorithm…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

Reinforcement Learning (RL) in environments with complex, history-dependent reward structures poses significant challenges for traditional methods. In this work, we introduce a novel approach that leverages automaton-based feedback to guide…

Machine Learning · Computer Science 2025-10-20 Mahyar Alinejad , Alvaro Velasquez , Yue Wang , George Atia

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

In many real-world reinforcement learning applications, access to the environment is limited to a fixed dataset, instead of direct (online) interaction with the environment. When using this data for either evaluation or training of a new…

Machine Learning · Computer Science 2019-11-06 Ofir Nachum , Yinlam Chow , Bo Dai , Lihong Li

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

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

Many off-policy prediction learning algorithms have been proposed in the past decade, but it remains unclear which algorithms learn faster than others. We empirically compare 11 off-policy prediction learning algorithms with linear function…

Machine Learning · Computer Science 2021-09-14 Sina Ghiassian , Richard S. Sutton

A key impediment to reinforcement learning (RL) in real applications with limited, batch data is defining a reward function that reflects what we implicitly know about reasonable behaviour for a task and allows for robust off-policy…

Machine Learning · Computer Science 2019-05-31 Niranjani Prasad , Barbara E Engelhardt , Finale Doshi-Velez

We study reinforcement learning in infinite-horizon average-reward settings with linear MDPs. Previous work addresses this problem by approximating the average-reward setting by discounted setting and employing a value iteration-based…

Machine Learning · Computer Science 2025-04-17 Kihyuk Hong , Ambuj Tewari

We study the convergence of off-policy TD(0) with linear function approximation when used to approximate the expected discounted reward in a Markov chain. It is well known that the combination of off-policy learning and function…

Machine Learning · Statistics 2026-04-02 Maik Overmars , Jasper Goseling , Richard Boucherie

In this paper, we develop a novel variant of off-policy natural actor-critic algorithm with linear function approximation and we establish a sample complexity of $\mathcal{O}(\epsilon^{-3})$, outperforming all the previously known…

Machine Learning · Computer Science 2022-04-13 Zaiwei Chen , Sajad Khodadadian , Siva Theja Maguluri

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…

Machine Learning · Statistics 2021-12-03 Qin Lu , Georgios B. Giannakis
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