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Training practical agents usually involve offline and online reinforcement learning (RL) to balance the policy's performance and interaction costs. In particular, online fine-tuning has become a commonly used method to correct the erroneous…

Machine Learning · Computer Science 2023-06-07 Qisen Yang , Shenzhi Wang , Matthieu Gaetan Lin , Shiji Song , Gao Huang

Existing inverse reinforcement learning methods (e.g. MaxEntIRL, $f$-IRL) search over candidate reward functions and solve a reinforcement learning problem in the inner loop. This creates a rather strange inversion where a harder problem,…

Machine Learning · Computer Science 2024-02-06 David Wu , Sanjiban Choudhury

We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…

Machine Learning · Computer Science 2024-12-23 Matej Cief , Branislav Kveton , Michal Kompan

Off-policy policy evaluation methods for sequential decision making can be used to help identify if a proposed decision policy is better than a current baseline policy. However, a new decision policy may be better than a baseline policy for…

Machine Learning · Computer Science 2021-11-30 Ramtin Keramati , Omer Gottesman , Leo Anthony Celi , Finale Doshi-Velez , Emma Brunskill

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Autonomous racing with scaled race cars has gained increasing attention as an effective approach for developing perception, planning and control algorithms for safe autonomous driving at the limits of the vehicle's handling. To train agile…

Robotics · Computer Science 2023-05-30 Xiatao Sun , Mingyan Zhou , Zhijun Zhuang , Shuo Yang , Johannes Betz , Rahul Mangharam

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

Machine Learning · Computer Science 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

Offline reinforcement learning seeks to derive improved policies entirely from historical data but often struggles with over-optimistic value estimates for out-of-distribution (OOD) actions. This issue is typically mitigated via policy…

Machine Learning · Computer Science 2025-05-20 Wenhui Liu , Zhijian Wu , Jingchao Wang , Dingjiang Huang , Shuigeng Zhou

Datasets from field experiments with covariate-adaptive randomizations (CARs) usually contain extra covariates in addition to the strata indicators. We propose to incorporate these additional covariates via auxiliary regressions in the…

Econometrics · Economics 2022-09-07 Liang Jiang , Peter C. B. Phillips , Yubo Tao , Yichong Zhang

Offline reinforcement learning (RL) has increasingly become the focus of the artificial intelligent research due to its wide real-world applications where the collection of data may be difficult, time-consuming, or costly. In this paper, we…

Machine Learning · Computer Science 2021-05-13 Chenyang Xi , Bo Tang , Jiajun Shen , Xinfu Liu , Feiyu Xiong , Xueying Li

Offline preference-based reinforcement learning (PbRL) provides an effective way to overcome the challenges of designing reward and the high costs of online interaction. However, since labeling preference needs real-time human feedback,…

Machine Learning · Computer Science 2026-02-10 Xiao-Yin Liu , Guotao Li , Xiao-Hu Zhou , Zeng-Guang Hou

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

Model-based offline reinforcement learning (RL) is a compelling approach that addresses the challenge of learning from limited, static data by generating imaginary trajectories using learned models. However, these approaches often struggle…

Machine Learning · Computer Science 2024-12-04 Kwanyoung Park , Youngwoon Lee

In many recommendation applications such as news recommendation, the items that can be rec- ommended come and go at a very fast pace. This is a challenge for recommender systems (RS) to face this setting. Online learning algorithms seem to…

Machine Learning · Statistics 2014-05-15 Olivier Nicol , Jérémie Mary , Philippe Preux

Majority of off-policy reinforcement learning algorithms use overestimation bias control techniques. Most of these techniques rooted in heuristics, primarily addressing the consequences of overestimation rather than its fundamental origins.…

Machine Learning · Computer Science 2023-09-27 Arsenii Kuznetsov

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

Machine Learning · Computer Science 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…

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