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This paper proposes an advantage estimation approach based on data augmentation for policy optimization. Unlike using data augmentation on the input to learn value and policy function as existing methods use, our method uses data…

Machine Learning · Computer Science 2022-10-17 Md Masudur Rahman , Yexiang Xue

Reinforcement learning (RL) has been extensively researched for enhancing human-environment interactions in various human-centric tasks, including e-learning and healthcare. Since deploying and evaluating policies online are high-stakes in…

Machine Learning · Computer Science 2023-02-21 Ge Gao , Song Ju , Markel Sanz Ausin , Min Chi

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

Establishing causal relationships between actions and outcomes is fundamental for accountable multi-agent decision-making. However, interpreting and quantifying agents' contributions to such relationships pose significant challenges. These…

Artificial Intelligence · Computer Science 2024-06-11 Stelios Triantafyllou , Aleksa Sukovic , Debmalya Mandal , Goran Radanovic

In this paper, we introduce a policy-gradient method for model-based reinforcement learning (RL) that exploits a type of stationary distributions commonly obtained from Markov decision processes (MDPs) in stochastic networks, queueing…

Machine Learning · Computer Science 2025-10-30 Céline Comte , Matthieu Jonckheere , Jaron Sanders , Albert Senen-Cerda

A medical policy aims to support decision-making by mapping patient characteristics to individualized treatment recommendations. Standard approaches typically optimize a single outcome criterion. For example, recommending treatment…

Methodology · Statistics 2026-02-02 Laura Fuentes-Vicente , Mathieu Even , Gaelle Dormion , Julie Josse , Antoine Chambaz

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

Machine Learning · Computer Science 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

Mass violence, almost no matter how defined, is (thankfully) rare. Rare events are very difficult to study in a systematic manner. Standard statistical procedures can fail badly and usefully accurate forecasts of rare events often are…

Applications · Statistics 2019-03-05 Richard A. Berk , Susan B. Sorenson

Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivative-free randomized optimization methods. The appeal of those schemes lies in their low complexity, which…

Optimization and Control · Mathematics 2014-06-13 Sebastian U. Stich

Determining possible failure scenarios is a critical step in the evaluation of autonomous vehicle systems. Real-world vehicle testing is commonly employed for autonomous vehicle validation, but the costs and time requirements are high.…

Robotics · Computer Science 2019-08-08 Anthony Corso , Peter Du , Katherine Driggs-Campbell , Mykel J. Kochenderfer

In real-world applications of reinforcement learning (RL), noise from inherent stochasticity of environments is inevitable. However, current policy evaluation algorithms, which plays a key role in many RL algorithms, are either prone to…

Machine Learning · Computer Science 2019-06-19 Tadashi Kozuno , Dongqi Han , Kenji Doya

In real-life scenarios, a Reinforcement Learning (RL) agent aiming to maximise their reward, must often also behave in a safe manner, including at training time. Thus, much attention in recent years has been given to Safe RL, where an agent…

Machine Learning · Statistics 2025-03-26 Edwin Hamel-De le Court , Francesco Belardinelli , Alexander W. Goodall

This paper considers the classical problem of sampling with Monte Carlo methods a target rare event distribution defined by a score function that is very expensive to compute. We assume we can build using evaluations of the true score, an…

Computation · Statistics 2024-10-25 Frédéric Cérou , Patrick Héas , Mathias Rousset

Off-policy evaluation (OPE) aims to estimate the benefit of following a counterfactual sequence of actions, given data collected from executed sequences. However, existing OPE estimators often exhibit high bias and high variance in problems…

Machine Learning · Computer Science 2023-07-17 Aaman Rebello , Shengpu Tang , Jenna Wiens , Sonali Parbhoo

On-policy reinforcement learning (RL) algorithms are widely used for their strong asymptotic performance and training stability, but they struggle to scale with larger batch sizes, as additional parallel environments yield redundant data…

Machine Learning · Computer Science 2025-11-13 Jianren Wang , Yifan Su , Abhinav Gupta , Deepak Pathak

The predominant approach in reinforcement learning is to assign credit to actions based on the expected return. However, we show that the return may depend on the policy in a way which could lead to excessive variance in value estimation…

Machine Learning · Computer Science 2023-02-07 Hsiao-Ru Pan , Nico Gürtler , Alexander Neitz , Bernhard Schölkopf

Off-Policy Evaluation (OPE) is an important practical problem in algorithmic ranking systems, where the goal is to estimate the expected performance of a new ranking policy using only offline logged data collected under a different, logging…

This paper addresses the problem of integrating local guide policies into a Reinforcement Learning agent. For this, we show how to adapt existing algorithms to this setting before introducing a novel algorithm based on a noisy…

Machine Learning · Computer Science 2024-07-16 Paul Daoudi , Bogdan Robu , Christophe Prieur , Ludovic Dos Santos , Merwan Barlier
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