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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…

Machine Learning · Computer Science 2023-10-25 Tengyang Xie , Ching-An Cheng , Nan Jiang , Paul Mineiro , Alekh Agarwal

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

Machine Learning · Computer Science 2024-04-02 Miao Lu , Yifei Min , Zhaoran Wang , Zhuoran Yang

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

We study model-based offline Reinforcement Learning with general function approximation without a full coverage assumption on the offline data distribution. We present an algorithm named Constrained Pessimistic Policy Optimization…

Machine Learning · Computer Science 2023-01-11 Masatoshi Uehara , Wen Sun

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…

Machine Learning · Computer Science 2024-02-07 Thanh Nguyen-Tang , Raman Arora

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

Dynamic decision-making under distributional shifts is of fundamental interest in theory and applications of reinforcement learning: The distribution of the environment in which the data is collected can differ from that of the environment…

Machine Learning · Computer Science 2024-09-05 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

The optimistic nature of the Q-learning target leads to an overestimation bias, which is an inherent problem associated with standard $Q-$learning. Such a bias fails to account for the possibility of low returns, particularly in risky…

Machine Learning · Computer Science 2021-11-05 Thommen George Karimpanal , Hung Le , Majid Abdolshah , Santu Rana , Sunil Gupta , Truyen Tran , Svetha Venkatesh

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

The problem of sample complexity of online reinforcement learning is often studied in the literature without taking into account any partial knowledge about the system dynamics that could potentially accelerate the learning process. In this…

Machine Learning · Computer Science 2024-06-04 Meshal Alharbi , Mardavij Roozbehani , Munther Dahleh

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

Machine Learning · Computer Science 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial…

Machine Learning · Computer Science 2023-12-20 Di Wu , Yuling Jiao , Li Shen , Haizhao Yang , Xiliang Lu

In this paper, we study distributionally robust offline reinforcement learning (robust offline RL), which seeks to find an optimal policy purely from an offline dataset that can perform well in perturbed environments. In specific, we…

Machine Learning · Computer Science 2023-08-23 Jose Blanchet , Miao Lu , Tong Zhang , Han Zhong

Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…

Machine Learning · Computer Science 2021-12-06 Scott Fujimoto , Shixiang Shane Gu

Offline reinforcement learning (offline RL) considers problems where learning is performed using only previously collected samples and is helpful for the settings in which collecting new data is costly or risky. In model-based offline RL,…

Machine Learning · Computer Science 2023-03-09 Mustafa O. Karabag , Ufuk Topcu