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Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

Machine Learning · Computer Science 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Learning from previously collected datasets of expert data offers the promise of acquiring robotic policies without unsafe and costly online explorations. However, a major challenge is a distributional shift between the states in the…

Machine Learning · Computer Science 2022-07-19 Alfredo Reichlin , Giovanni Luca Marchetti , Hang Yin , Ali Ghadirzadeh , Danica Kragic

Reinforcement learning algorithms typically utilize an interactive simulator (i.e., environment) with a predefined reward function for policy training. Developing such simulators and manually defining reward functions, however, is often…

Machine Learning · Computer Science 2026-03-26 Woo-Jin Ahn , Sang-Ryul Baek , Yong-Jun Lee , Hyun-Duck Choi , Myo-Taeg Lim

In this paper we study a model-based approach to calculating approximately optimal policies in Markovian Decision Processes. In particular, we derive novel bounds on the loss of using a policy derived from a factored linear model, a class…

Machine Learning · Statistics 2016-09-22 Bernardo Ávila Pires , Csaba Szepesvári

We offer a theoretical characterization of off-policy evaluation (OPE) in reinforcement learning using function approximation for marginal importance weights and $q$-functions when these are estimated using recent minimax methods. Under…

Machine Learning · Computer Science 2022-07-26 Masatoshi Uehara , Masaaki Imaizumi , Nan Jiang , Nathan Kallus , Wen Sun , Tengyang Xie

Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy…

Artificial Intelligence · Computer Science 2017-11-02 Ryo Iwaki , Minoru Asada

We present a novel theoretical framework, Q-MMR, for off-policy evaluation in finite-horizon MDPs. Q-MMR learns a set of scalar weights, one for each data point, such that the reweighted rewards approximate the expected return under the…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Nan Jiang

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

Machine Learning · Computer Science 2020-11-06 Nan Jiang , Jiawei Huang

Offline reinforcement learning (RL) aims to optimize a policy using collected data without online interactions. Model-based approaches are particularly appealing for addressing offline RL challenges because of their capability to mitigate…

Machine Learning · Computer Science 2026-04-14 Hao Li , Xiao-Hu Zhou , Shu-Hai Li , Mei-Jiang Gui , Xiao-Liang Xie , Shi-Qi Liu , Shuang-Yi Wang , Zhen-Qiu Feng , Zeng-Guang Hou

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

The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…

Machine Learning · Computer Science 2021-06-08 Evgenii Nikishin , Romina Abachi , Rishabh Agarwal , Pierre-Luc Bacon

Reinforcement learning algorithms are fundamental to align large language models with human preferences and to enhance their reasoning capabilities. However, current reinforcement learning algorithms often suffer from training instability…

Machine Learning · Computer Science 2025-06-05 Yaru Hao , Li Dong , Xun Wu , Shaohan Huang , Zewen Chi , Furu Wei

Diffusion policies have achieved superior performance in imitation learning and offline reinforcement learning (RL) due to their rich expressiveness. However, the conventional diffusion training procedure requires samples from target…

Machine Learning · Computer Science 2025-07-01 Haitong Ma , Tianyi Chen , Kai Wang , Na Li , Bo Dai

We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…

Machine Learning · Statistics 2020-10-19 Masahiro Kato , Masatoshi Uehara , Shota Yasui

Offline reinforcement learning (RL) aims to learn an optimal policy from pre-collected data. However, it faces challenges of distributional shift, where the learned policy may encounter unseen scenarios not covered in the offline data.…

Machine Learning · Computer Science 2025-05-27 Jin Zhu , Xin Zhou , Jiaang Yao , Gholamali Aminian , Omar Rivasplata , Simon Little , Lexin Li , Chengchun Shi

Many reinforcement learning applications involve the use of data that is sensitive, such as medical records of patients or financial information. However, most current reinforcement learning methods can leak information contained within the…

Machine Learning · Computer Science 2019-02-04 Tengyang Xie , Philip S. Thomas , Gerome Miklau

Traditional reinforcement learning lacks the ability to provide stability guarantees. More recent algorithms learn Lyapunov functions alongside the control policies to ensure stable learning. However, the current self-learned Lyapunov…

Systems and Control · Electrical Eng. & Systems 2026-01-19 Sarvan Gill , Daniela Constantinescu
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