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Off-policy evaluation (OPE) constructs confidence intervals for the value of a target policy using data generated under a different behavior policy. Most existing inference methods focus on fixed target policies and may fail when the target…

Statistics Theory · Mathematics 2026-01-21 Haoyu Wei

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

The Improved Cross-Entropy (ICE) method is a powerful tool for estimating failure probabilities in reliability analysis. Its core idea is to approximate the optimal importance-sampling density by minimizing the forward Kullback-Leibler…

Numerical Analysis · Mathematics 2025-09-10 Zhiwei Gao , George Karniadakis

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

When users work with AI agents, they form conscious or subconscious expectations of them. Meeting user expectations is crucial for such agents to engage in successful interactions and teaming. However, users may form expectations of an…

Artificial Intelligence · Computer Science 2025-09-26 Akkamahadevi Hanni , Jonathan Montaño , Yu Zhang

Finding the most likely path to a set of failure states is important to the analysis of safety-critical systems that operate over a sequence of time steps, such as aircraft collision avoidance systems and autonomous cars. In many…

Artificial Intelligence · Computer Science 2020-12-07 Ritchie Lee , Ole J. Mengshoel , Anshu Saksena , Ryan Gardner , Daniel Genin , Joshua Silbermann , Michael Owen , Mykel J. Kochenderfer

Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…

Machine Learning · Statistics 2025-02-11 Muhammad Faaiz Taufiq

When observed decisions depend only on observed features, off-policy policy evaluation (OPE) methods for sequential decision making problems can estimate the performance of evaluation policies before deploying them. This assumption is…

Machine Learning · Statistics 2020-03-13 Hongseok Namkoong , Ramtin Keramati , Steve Yadlowsky , Emma Brunskill

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Joshua T. Berryman , Tanja Schilling

Task robust adaptation is a long-standing pursuit in sequential decision-making. Some risk-averse strategies, e.g., the conditional value-at-risk principle, are incorporated in domain randomization or meta reinforcement learning to…

Machine Learning · Computer Science 2025-05-16 Yun Qu , Qi Cheems Wang , Yixiu Mao , Yiqin Lv , Xiangyang Ji

Counterfactual estimators are critical for learning and refining policies using logged data, a process known as Off-Policy Evaluation (OPE). OPE allows researchers to assess new policies without costly experiments, speeding up the…

Artificial Intelligence · Computer Science 2025-01-10 Ritam Guha , Nilavra Pathak

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

Machine Learning · Computer Science 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

This paper applies a custom model order reduction technique to the distribution grid state estimation problem. Specifically, the method targets the situation where, due to pseudo-measurement uncertainty, it is advantageous to run the state…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Samuel Chevalier , Luca Schenato , Luca Daniel

The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…

Machine Learning · Computer Science 2020-06-16 Yuda Song , Aditi Mavalankar , Wen Sun , Sicun Gao

We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution…

Machine Learning · Computer Science 2021-06-09 Anton Dereventsov , Joseph D. Daws , Clayton Webster

Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an ``implicit'' model is used for the data: when the data model can be simulated, but…

Computation · Statistics 2022-11-07 Ivis Kerama , Thomas Thorne , Richard G. Everitt

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Machine Learning · Computer Science 2014-01-16 Balázs Csanád Csáji , László Monostori

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can…

Machine Learning · Statistics 2023-02-03 Yang Xu , Jin Zhu , Chengchun Shi , Shikai Luo , Rui Song

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes, where the evaluation policy depends only on observable variables but the behavior policy depends on latent states (Tennenholtz et al. (2020a)). Prior…

Machine Learning · Computer Science 2021-09-23 Yash Nair , Nan Jiang