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The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz

Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…

Machine Learning · Computer Science 2021-07-06 Zizhou Su

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Off-policy evaluation (OPE) in reinforcement learning is notoriously difficult in long- and infinite-horizon settings due to diminishing overlap between behavior and target policies. In this paper, we study the role of Markovian and…

Machine Learning · Statistics 2023-01-18 Nathan Kallus , Masatoshi Uehara

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Machine Learning · Computer Science 2020-07-15 Fei Feng , Wotao Yin , Lin F. Yang

This paper analyzes multi-step temporal difference (TD)-learning algorithms within the ``deadly triad'' scenario, characterized by linear function approximation, off-policy learning, and bootstrapping. In particular, we prove that $n$-step…

Machine Learning · Computer Science 2026-02-24 Han-Dong Lim , Donghwan Lee

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

Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…

Machine Learning · Computer Science 2026-05-28 Mingjie Hu , Jian-Qiang Hu , Enlu Zhou

We study the infinite-horizon average-reward reinforcement learning (RL) for continuous space Lipschitz MDPs in which an agent can play policies from a given set $\Phi$. The proposed algorithms efficiently explore the policy space by…

Machine Learning · Computer Science 2025-11-18 Avik Kar , Rahul Singh

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Machine Learning · Computer Science 2024-07-19 Ally Yalei Du , Lin F. Yang , Ruosong Wang

Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new…

Machine Learning · Computer Science 2016-04-01 Adam White , Martha White

Offline reinforcement learning (RL) learns effective policies from a static target dataset. The performance of state-of-the-art offline RL algorithms notwithstanding, it relies on the size of the target dataset, and it degrades if limited…

Machine Learning · Computer Science 2026-02-10 Weiqin Chen , Xinjie Zhang , Sandipan Mishra , Santiago Paternain

Offline reinforcement learning (RL) learns policies from a fixed dataset, but often requires large amounts of data. The challenge arises when labeled datasets are expensive, especially when rewards have to be provided by human labelers for…

Machine Learning · Computer Science 2025-05-30 Yen-Ru Lai , Fu-Chieh Chang , Pei-Yuan Wu

Learning complex policies with Reinforcement Learning (RL) is often hindered by instability and slow convergence, a problem exacerbated by the difficulty of reward engineering. Imitation Learning (IL) from expert demonstrations bypasses…

Machine Learning · Computer Science 2026-05-19 Sayambhu Sen , Shalabh Bhatnagar

Theoretical guarantees in reinforcement learning (RL) are known to suffer multiplicative blow-up factors with respect to the misspecification error of function approximation. Yet, the nature of such \emph{approximation factors} --…

Machine Learning · Computer Science 2023-12-18 Philip Amortila , Nan Jiang , Csaba Szepesvári

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

Machine Learning · Computer Science 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

In this paper, we study the offline RL problem with linear function approximation. Our main structural assumption is that the MDP has low inherent Bellman error, which stipulates that linear value functions have linear Bellman backups with…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

Artificial Intelligence · Computer Science 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill