Related papers: Explaining Off-Policy Actor-Critic From A Bias-Var…
The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…
In many domains, the exploration process of reinforcement learning will be too costly as it requires trying out suboptimal policies, resulting in a need for off-policy evaluation, in which a target policy is evaluated based on data…
This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…
The experience replay mechanism allows agents to use the experiences multiple times. In prior works, the sampling probability of the transitions was adjusted according to their importance. Reassigning sampling probabilities for every…
A key problem in off-policy Reinforcement Learning (RL) is the mismatch, or distribution shift, between the dataset and the distribution over states and actions visited by the learned policy. This problem is exacerbated in the fully offline…
In this paper, we establish last-iterate convergence rates for off-policy actor--critic methods in reinforcement learning. In particular, under a single-loop, single-timescale implementation and a broad class of policy updates, including…
A great variety of off-policy learning algorithms exist in the literature, and new breakthroughs in this area continue to be made, improving theoretical understanding and yielding state-of-the-art reinforcement learning algorithms. In this…
In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…
Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…
We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…
On error of value function inevitably causes an overestimation phenomenon and has a negative impact on the convergence of the algorithms. To mitigate the negative effects of the approximation error, we propose Error Controlled Actor-critic…
The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…
We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…
We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which…
We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…
Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…
Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…
Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…
Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…
Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when…