Related papers: On the Estimation Bias in Double Q-Learning
Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…
Offline reinforcement learning (RL) suffers from extrapolation errors induced by out-of-distribution (OOD) actions. To address this, offline RL algorithms typically impose constraints on action selection, which can be systematically…
The theory of bias-variance used to serve as a guide for model selection when applying Machine Learning algorithms. However, modern practice has shown success with over-parameterized models that were expected to overfit but did not. This…
We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…
We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome…
The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…
This paper studies the trajectory optimization problem for an aerial vehicle with the mission of flying between a pair of given initial and final locations. The objective is to minimize the travel time of the aerial vehicle ensuring that…
Existing machine unlearning (MU) approaches exhibit significant sensitivity to hyperparameters, requiring meticulous tuning that limits practical deployment. In this work, we first empirically demonstrate the instability and suboptimal…
The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…
Prediction error is critical to assessing the performance of statistical methods and selecting statistical models. We propose the cross-validation and approximated cross-validation methods for estimating prediction error under a broad…
Continuous quantum error correction has been found to have certain advantages over discrete quantum error correction, such as a reduction in hardware resources and the elimination of error mechanisms introduced by having entangling gates…
The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an…
In recent years there has been a collective research effort to find new formulations of reinforcement learning that are simultaneously more efficient and more amenable to analysis. This paper concerns one approach that builds on the linear…
Q-learning and SARSA are foundational reinforcement learning algorithms whose practical success depends critically on step-size calibration. Step-sizes that are too large can cause numerical instability, while step-sizes that are too small…
This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…
This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online computational burden in most existing methods, we learn a…
Model-free reinforcement learning algorithms, such as Q-learning, perform poorly in the early stages of learning in noisy environments, because much effort is spent unlearning biased estimates of the state-action value function. The bias…
This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…
In recent years, $Q$-learning has become indispensable for model-free reinforcement learning (MFRL). However, it suffers from well-known problems such as under- and overestimation bias of the value, which may adversely affect the policy…
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…