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We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…

Machine Learning · Computer Science 2021-02-24 Brett Daley , Cameron Hickert , Christopher Amato

Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…

Machine Learning · Computer Science 2022-05-24 Hana Hoshino , Kei Ota , Asako Kanezaki , Rio Yokota

Long iterative training processes for Deep Neural Networks (DNNs) are commonly required to achieve state-of-the-art performance in many computer vision tasks. Importance sampling approaches might play a key role in budgeted training…

Computer Vision and Pattern Recognition · Computer Science 2021-10-28 Eric Arazo , Diego Ortego , Paul Albert , Noel E. O'Connor , Kevin McGuinness

We consider the off-policy evaluation (OPE) problem in contextual bandits, where the goal is to estimate the value of a target policy using the data collected by a logging policy. Most popular approaches to the OPE are variants of the…

Machine Learning · Statistics 2024-08-20 Sutanoy Dasgupta , Yabo Niu , Kishan Panaganti , Dileep Kalathil , Debdeep Pati , Bani Mallick

Off-policy problems such as policy staleness and training--inference mismatch have become a major bottleneck for training stability and further exploration in LLM RL. The distribution gap between the inference and updated policies grows…

Machine Learning · Computer Science 2026-05-19 Chenlu Ye , Xuanchang Zhang , Yifan Hao , Zhou Yu , Ziji Zhang , Abhinav Gullapalli , Hao Chen , Jing Huang , Tong Zhang

Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies.…

Machine Learning · Computer Science 2020-06-17 Mingde Zhao

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

Statistical Mechanics · Physics 2011-04-07 Anupam Kundu , Sanjib Sabhapandit , Abhishek Dhar

Learning from off-policy data is essential for sample-efficient reinforcement learning. In the present work, we build on the insight that the advantage function can be understood as the causal effect of an action on the return, and show…

Machine Learning · Computer Science 2024-02-21 Hsiao-Ru Pan , Bernhard Schölkopf

We pursue a life-long learning approach to artificial intelligence that makes extensive use of reinforcement learning algorithms. We build on our prior work with general value functions (GVFs) and the Horde architecture. GVFs have been…

Artificial Intelligence · Computer Science 2012-06-28 Adam White , Joseph Modayil , Richard S. Sutton

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying…

Machine Learning · Statistics 2016-10-18 Qiang Liu , Jason D. Lee

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

To achieve the ambitious goals of artificial intelligence, reinforcement learning must include planning with a model of the world that is abstract in state and time. Deep learning has made progress with state abstraction, but temporal…

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

On-policy distillation (OPD) trains a student on its own trajectories with token-level teacher feedback and often outperforms off-policy distillation and standard reinforcement learning. However, we find that its standard advantage weighted…

Machine Learning · Computer Science 2026-05-14 Nan Jia , Haojin Yang , Xing Ma , Jiesong Lian , Shuailiang Zhang , Weipeng Zhang , Ke Zeng , Xunliang Cai , Zequn Sun

This paper provides an introductory overview of how one may employ importance sampling effectively as a tool for solving stochastic optimization formulations incorporating tail risk measures such as Conditional Value-at-Risk. Approximating…

Risk Management · Quantitative Finance 2023-07-11 Anand Deo , Karthyek Murthy

In reinforcement learning, classic on-policy evaluation methods often suffer from high variance and require massive online data to attain the desired accuracy. Previous studies attempt to reduce evaluation variance by searching for or…

Machine Learning · Computer Science 2025-03-21 Claire Chen , Shuze Daniel Liu , Shangtong Zhang
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