Related papers: Marginalized Operators for Off-policy Reinforcemen…
We investigate off-policy evaluation (OPE), a central and fundamental problem in reinforcement learning (RL), in the challenging setting of Partially Observable Markov Decision Processes (POMDPs) with large observation spaces. Recent works…
Using privileged information during training can improve the sample efficiency and performance of machine learning systems. This paradigm has been applied to reinforcement learning (RL), primarily in the form of distillation or auxiliary…
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…
Offline Goal-Conditioned RL (GCRL) offers a feasible paradigm for learning general-purpose policies from diverse and multi-task offline datasets. Despite notable recent progress, the predominant offline GCRL methods, mainly model-free, face…
Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…
Reinforcement learning has shown promise in learning policies that can solve complex problems. However, manually specifying a good reward function can be difficult, especially for intricate tasks. Inverse reinforcement learning offers a…
Penalized estimation can conduct variable selection and parameter estimation simultaneously. The general framework is to minimize a loss function subject to a penalty designed to generate sparse variable selection. The…
Offline reinforcement learning provides a viable approach to obtain advanced control strategies for dynamical systems, in particular when direct interaction with the environment is not available. In this paper, we introduce a conceptual…
In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…
Offline learning is a key part of making reinforcement learning (RL) useable in real systems. Offline RL looks at scenarios where there is data from a system's operation, but no direct access to the system when learning a policy. Recent…
We study the problem of off-policy evaluation from batched contextual bandit data with multidimensional actions, often termed slates. The problem is common to recommender systems and user-interface optimization, and it is particularly…
Offline reinforcement learning promises policy improvement from logged interaction data alone, yet state-of-the-art algorithms remain vulnerable to value over-estimation and to violations of domain knowledge such as monotonicity or…
Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…
Population adjustment methods such as matching-adjusted indirect comparison (MAIC) are increasingly used to compare marginal treatment effects when there are cross-trial differences in effect modifiers and limited patient-level data. MAIC…
Offline reinforcement learning (RL) enables the agent to effectively learn from logged data, which significantly extends the applicability of RL algorithms in real-world scenarios where exploration can be expensive or unsafe. Previous works…
Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new…
As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…
In modern deep learning, the models are learned by applying gradient updates using an optimizer, which transforms the updates based on various statistics. Optimizers are often hand-designed and tuning their hyperparameters is a big part of…
Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…
Offline reinforcement learning often relies on behavior regularization that enforces policies to remain close to the dataset distribution. However, such approaches fail to distinguish between high-value and low-value actions in their…