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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

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and then iteratively update the policies for each state. This…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

Actor-critic (AC) algorithms are known for their efficacy and high performance in solving reinforcement learning problems, but they also suffer from low sampling efficiency. An AC based policy optimization process is iterative and needs to…

Machine Learning · Computer Science 2021-12-02 Chayan Banerjee , Zhiyong Chen , Nasimul Noman , Mohsen Zamani

Real-time inference is a challenge of real-world reinforcement learning due to temporal differences in time-varying environments: the system collects data from the past, updates the decision model in the present, and deploys it in the…

Machine Learning · Computer Science 2024-05-28 Hyunin Lee , Ming Jin , Javad Lavaei , Somayeh Sojoudi

In large-scale classification problems, the data set always be faced with frequent updates when a part of the data is added to or removed from the original data set. In this case, conventional incremental learning, which updates an existing…

Machine Learning · Computer Science 2021-01-15 Kaichen Zhou , Shiji Song , Gao Huang , Wu Cheng , Quan Zhou

We consider the problem of finding a policy that maximizes an expected reward throughout the trajectory of an agent that interacts with an unknown environment. Frequently denoted Reinforcement Learning, this framework suffers from the need…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Juan Cervino , Harshat Kumar , Alejandro Ribeiro

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

This paper presents an approach for data-driven policy refinement in reinforcement learning, specifically designed for safety-critical applications. Our methodology leverages the strengths of data-driven optimization and reinforcement…

Machine Learning · Computer Science 2023-05-16 Ali Baheri

We develop an off-policy actor-critic algorithm for learning an optimal policy from a training set composed of data from multiple individuals. This algorithm is developed with a view towards its use in mobile health.

Machine Learning · Statistics 2016-07-19 S. A. Murphy , Y. Deng , E. B. Laber , H. R. Maei , R. S. Sutton , K. Witkiewitz

Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO…

Machine Learning · Computer Science 2019-11-11 Yuhui Wang , Hao He , Xiaoyang Tan , Yaozhong Gan

This paper develops a policy learning method for tuning a pre-trained policy to adapt to additional tasks without altering the original task. A method named Adaptive Policy Gradient (APG) is proposed in this paper, which combines Bellman's…

Machine Learning · Computer Science 2025-09-29 Wenjian Hao , Zehui Lu , Zihao Liang , Tianyu Zhou , Shaoshuai Mou

Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…

Machine Learning · Computer Science 2026-01-05 Uğurcan Özalp

In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…

Optimization and Control · Mathematics 2016-09-26 Ruobing Chen , Matt Menickelly , Katya Scheinberg

Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance…

Machine Learning · Computer Science 2019-12-02 Qi Zhou , Houqiang Li , Jie Wang

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Off-policy evaluation is critical in a number of applications where new policies need to be evaluated offline before online deployment. Most existing methods focus on the expected return, define the target parameter through averaging and…

Machine Learning · Statistics 2023-02-10 Yingying Zhang , Chengchun Shi , Shikai Luo

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

Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected…

Machine Learning · Computer Science 2023-03-15 Han Zheng , Xufang Luo , Pengfei Wei , Xuan Song , Dongsheng Li , Jing Jiang

Offline policy evaluation (OPE) allows us to evaluate and estimate a new sequential decision-making policy's performance by leveraging historical interaction data collected from other policies. Evaluating a new policy online without a…

Machine Learning · Computer Science 2024-11-04 Allen Nie , Yash Chandak , Christina J. Yuan , Anirudhan Badrinath , Yannis Flet-Berliac , Emma Brunskil