Related papers: Minimax Model Learning
Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies…
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…
Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…
Off-policy evaluation often refers to two related tasks: estimating the expected return of a policy and estimating its value function (or other functions of interest, such as density ratios). While recent works on marginalized importance…
The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…
Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…
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…
We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational…
Model-free reinforcement learning algorithms can compute policy gradients given sampled environment transitions, but require large amounts of data. In contrast, model-based methods can use the learned model to generate new data, but model…
In most machine learning training paradigms a fixed, often handcrafted, loss function is assumed to be a good proxy for an underlying evaluation metric. In this work we assess this assumption by meta-learning an adaptive loss function to…
We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the…
Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…
Model-based offline reinforcement learning trains policies using pre-collected datasets and learned environment models, eliminating the need for direct real-world environment interaction. However, this paradigm is inherently challenged by…
Model-based reinforcement learning methods learn a dynamics model with real data sampled from the environment and leverage it to generate simulated data to derive an agent. However, due to the potential distribution mismatch between…
Exploration and adaptation to new tasks in a transfer learning setup is a central challenge in reinforcement learning. In this work, we build on the idea of modeling a distribution over policies in a Bayesian deep reinforcement learning…
Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy…
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…
Reinforcement Learning (RL) can effectively learn complex policies. However, learning these policies often demands extensive trial-and-error interactions with the environment. In many real-world scenarios, this approach is not practical due…
When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…
Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…