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When the underlying conditional density is known, conditional expectations can be computed analytically or numerically. When, however, such knowledge is not available and instead we are given a collection of training data, the goal of this…

Machine Learning · Statistics 2024-07-19 George V. Moustakides

Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…

Machine Learning · Computer Science 2024-06-03 Hao Hu , Yiqin Yang , Jianing Ye , Chengjie Wu , Ziqing Mai , Yujing Hu , Tangjie Lv , Changjie Fan , Qianchuan Zhao , Chongjie Zhang

Sequential decision-making agents struggle with long horizon tasks, since solving them requires multi-step reasoning. Most reinforcement learning (RL) algorithms address this challenge by improved credit assignment, introducing memory…

Machine Learning · Computer Science 2023-04-04 Bogdan Mazoure , Jake Bruce , Doina Precup , Rob Fergus , Ankit Anand

Offline reinforcement learning often requires a quality dataset that we can train a policy on. However, in many situations, it is not possible to get such a dataset, nor is it easy to train a policy to perform well in the actual environment…

Machine Learning · Computer Science 2025-11-04 Jonathan Light , Yuanzhe Liu , Ziniu Hu

Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we…

Machine Learning · Computer Science 2023-03-31 Yicheng Luo , Jackie Kay , Edward Grefenstette , Marc Peter Deisenroth

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

Machine Learning · Computer Science 2018-06-19 Ajin George Joseph , Shalabh Bhatnagar

In this paper, we develop a recommender system for a game that suggests potential items to players based on their interactive behaviors to maximize revenue for the game provider. Our approach is built on a reinforcement learning-based…

Artificial Intelligence · Computer Science 2021-11-18 Hung Nguyen , Minh Nguyen , Long Pham , Jennifer Adorno Nieves

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Machine Learning · Computer Science 2023-10-10 Francesco Cordoni , Alessio Sancetta

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

In this tutorial article, we aim to provide the reader with the conceptual tools needed to get started on research on offline reinforcement learning algorithms: reinforcement learning algorithms that utilize previously collected data,…

Machine Learning · Computer Science 2020-11-03 Sergey Levine , Aviral Kumar , George Tucker , Justin Fu

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Machine Learning · Computer Science 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

Existing theoretical studies on offline reinforcement learning (RL) mostly consider a dataset sampled directly from the target task. In practice, however, data often come from several heterogeneous but related sources. Motivated by this…

Machine Learning · Statistics 2023-06-16 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

We consider the problem of offline reinforcement learning where only a set of system transitions is made available for policy optimization. Following recent advances in the field, we consider a model-based reinforcement learning algorithm…

Machine Learning · Computer Science 2024-02-06 Abdelhakim Benechehab , Albert Thomas , Balázs Kégl

The offline reinforcement learning (RL) setting (also known as full batch RL), where a policy is learned from a static dataset, is compelling as progress enables RL methods to take advantage of large, previously-collected datasets, much…

Machine Learning · Computer Science 2021-02-09 Justin Fu , Aviral Kumar , Ofir Nachum , George Tucker , Sergey Levine

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

Machine Learning · Computer Science 2020-11-05 Nathan Kallus , Masatoshi Uehara

Offline Reinforcement Learning (RL) aims to turn large datasets into powerful decision-making engines without any online interactions with the environment. This great promise has motivated a large amount of research that hopes to replicate…

Machine Learning · Computer Science 2020-12-01 Louis Monier , Jakub Kmec , Alexandre Laterre , Thomas Pierrot , Valentin Courgeau , Olivier Sigaud , Karim Beguir

Learning policies from previously recorded data is a promising direction for real-world robotics tasks, as online learning is often infeasible. Dexterous manipulation in particular remains an open problem in its general form. The…

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

Recent advances in batch (offline) reinforcement learning have shown promising results in learning from available offline data and proved offline reinforcement learning to be an essential toolkit in learning control policies in a model-free…

Machine Learning · Computer Science 2022-12-19 Ashish Kumar , Ilya Kuzovkin