Related papers: Variance-Aware Off-Policy Evaluation with Linear F…

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…

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 (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

We investigate off-policy evaluation (OPE), a central and fundamental problem in reinforcement learning (RL), in the challenging setting of Partially Observable Markov Decision Processes (POMDPs) with large observation spaces. Recent works…

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…

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…

Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^\pi, d,…

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

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…

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…

Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…