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We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

Machine Learning · Computer Science 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

Offline Reinforcement Learning (RL) faces distributional shift and unreliable value estimation, especially for out-of-distribution (OOD) actions. To address this, existing uncertainty-based methods penalize the value function with…

Machine Learning · Computer Science 2024-04-10 Xudong Yu , Chenjia Bai , Hongyi Guo , Changhong Wang , Zhen Wang

We introduce a novel doubly-robust (DR) off-policy evaluation (OPE) estimator for Markov decision processes, DRUnknown, designed for situations where both the logging policy and the value function are unknown. The proposed estimator…

Machine Learning · Statistics 2024-04-03 Kyungbok Lee , Myunghee Cho Paik

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

Machine Learning · Computer Science 2021-02-04 Ming Yin , Yu Bai , Yu-Xiang Wang

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

We consider the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of an evaluation policy, $\pi_e$, using a fixed dataset, $\mathcal{D}$, collected by one or more policies…

Machine Learning · Computer Science 2022-12-16 Brahma S. Pavse , Josiah P. Hanna

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

Machine Learning · Computer Science 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

We present a novel off-policy loss function for learning a transition model in model-based reinforcement learning. Notably, our loss is derived from the off-policy policy evaluation objective with an emphasis on correcting distribution…

Machine Learning · Computer Science 2021-03-04 Cameron Voloshin , Nan Jiang , Yisong Yue

Reinforcement learning (RL) is increasingly used to align large language models (LLMs). Off-policy methods offer greater implementation simplicity and data efficiency than on-policy techniques, but often result in suboptimal performance. In…

Machine Learning · Computer Science 2025-12-01 Charles Arnal , Gaëtan Narozniak , Vivien Cabannes , Yunhao Tang , Julia Kempe , Remi Munos

Off-policy prediction -- learning the value function for one policy from data generated while following another policy -- is one of the most challenging subproblems in reinforcement learning. This paper presents empirical results with…

Machine Learning · Computer Science 2021-06-15 Sina Ghiassian , Richard S. Sutton

Existing off-policy reinforcement learning algorithms often rely on an explicit state-action-value function representation, which can be problematic in high-dimensional action spaces due to the curse of dimensionality. This reliance results…

Machine Learning · Computer Science 2025-02-18 Fabian Otto , Philipp Becker , Ngo Anh Vien , Gerhard Neumann

Offline reinforcement learning (RL) shows promise of applying RL to real-world problems by effectively utilizing previously collected data. Most existing offline RL algorithms use regularization or constraints to suppress extrapolation…

Machine Learning · Computer Science 2021-10-20 Xiaoteng Ma , Yiqin Yang , Hao Hu , Qihan Liu , Jun Yang , Chongjie Zhang , Qianchuan Zhao , Bin Liang

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and…

Machine Learning · Statistics 2018-08-29 Touqir Sajed , Wesley Chung , Martha White

We study representation learning for Offline Reinforcement Learning (RL), focusing on the important task of Offline Policy Evaluation (OPE). Recent work shows that, in contrast to supervised learning, realizability of the Q-function is not…

Machine Learning · Computer Science 2022-07-14 Jonathan D. Chang , Kaiwen Wang , Nathan Kallus , Wen Sun

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

Machine Learning · Computer Science 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade