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When faced with a supervised learning problem, we hope to have rich enough data to build a model that predicts future instances well. However, in practice, problems can exhibit predictive heterogeneity: most instances might be relatively…

Machine Learning · Statistics 2016-08-02 Rhiannon V. Rose , Daniel J. Lizotte

Constraint-based offline reinforcement learning (RL) involves policy constraints or imposing penalties on the value function to mitigate overestimation errors caused by distributional shift. This paper focuses on a limitation in existing…

Machine Learning · Computer Science 2024-10-25 Junghyuk Yeom , Yonghyeon Jo , Jungmo Kim , Sanghyeon Lee , Seungyul Han

Upside Down Reinforcement Learning (UDRL) is a promising framework for solving reinforcement learning problems which focuses on learning command-conditioned policies. In this work, we extend UDRL to the task of learning a…

Machine Learning · Computer Science 2025-01-29 Jacopo Di Ventura , Dylan R. Ashley , Vincent Herrmann , Francesco Faccio , Jürgen Schmidhuber

This research proposes an enhancement to the innovative portfolio optimization approach using the G-Learning algorithm, combined with parametric optimization via the GIRL algorithm (G-learning approach to the setting of Inverse…

Portfolio Management · Quantitative Finance 2025-11-25 Fermat Leukam , Rock Stephane Koffi , Prudence Djagba

We revisit Group Relative Policy Optimization (GRPO) in both on-policy and off-policy optimization regimes. Our motivation comes from recent work on off-policy Proximal Policy Optimization (PPO), which improves training stability, sampling…

In real-world scenarios, datasets collected from randomized experiments are often constrained by size, due to limitations in time and budget. As a result, leveraging large observational datasets becomes a more attractive option for…

Machine Learning · Statistics 2024-03-19 Danyang Wang , Chengchun Shi , Shikai Luo , Will Wei Sun

We present a novel observation about the behavior of offline reinforcement learning (RL) algorithms: on many benchmark datasets, offline RL can produce well-performing and safe policies even when trained with "wrong" reward labels, such as…

Machine Learning · Computer Science 2023-11-09 Anqi Li , Dipendra Misra , Andrey Kolobov , Ching-An Cheng

The past decade has seen vast progress in deep reinforcement learning (RL) on the back of algorithms manually designed by human researchers. Recently, it has been shown that it is possible to meta-learn update rules, with the hope of…

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

Impressive results in natural language processing (NLP) based on the Transformer neural network architecture have inspired researchers to explore viewing offline reinforcement learning (RL) as a generic sequence modeling problem. Recent…

Machine Learning · Computer Science 2022-07-22 Adam Villaflor , Zhe Huang , Swapnil Pande , John Dolan , Jeff Schneider

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

Artificial Intelligence · Computer Science 2015-12-15 Lucas Lehnert , Doina Precup

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

Machine Learning · Computer Science 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Solving goal-conditioned tasks with sparse rewards using self-supervised learning is promising because of its simplicity and stability over current reinforcement learning (RL) algorithms. A recent work, called Goal-Conditioned Supervised…

Machine Learning · Computer Science 2022-02-15 Rui Yang , Yiming Lu , Wenzhe Li , Hao Sun , Meng Fang , Yali Du , Xiu Li , Lei Han , Chongjie Zhang

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

While Distributional Reinforcement Learning (DRL) methods have demonstrated strong performance in online settings, its success in offline scenarios remains limited. We hypothesize that a key limitation of existing offline DRL methods lies…

Machine Learning · Computer Science 2026-01-06 Ryo Iwaki , Takayuki Osogami

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

Machine Learning · Computer Science 2024-04-16 Zifan Wu , Bo Tang , Qian Lin , Chao Yu , Shangqin Mao , Qianlong Xie , Xingxing Wang , Dong Wang

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However,…

Machine Learning · Computer Science 2018-10-26 Peter Jin , Kurt Keutzer , Sergey Levine

Bias is a common problem inherent in recommender systems, which is entangled with users' preferences and poses a great challenge to unbiased learning. For debiasing tasks, the doubly robust (DR) method and its variants show superior…

Information Retrieval · Computer Science 2023-03-03 Haoxuan Li , Yan Lyu , Chunyuan Zheng , Peng Wu

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

This work proposes `PET', a novel pessimistic reward fine-tuning method, to learn a pessimistic reward model robust against reward hacking in offline reinforcement learning from human feedback (RLHF). Traditional reward modeling techniques…

Machine Learning · Computer Science 2025-05-28 Yinglun Xu , Hangoo Kang , Tarun Suresh , Yuxuan Wan , Gagandeep Singh