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Related papers: Marginalized Operators for Off-policy Reinforcemen…

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We propose the first boosting algorithm for off-policy learning from logged bandit feedback. Unlike existing boosting methods for supervised learning, our algorithm directly optimizes an estimate of the policy's expected reward. We analyze…

Machine Learning · Computer Science 2023-05-03 Ben London , Levi Lu , Ted Sandler , Thorsten Joachims

In many domains, the exploration process of reinforcement learning will be too costly as it requires trying out suboptimal policies, resulting in a need for off-policy evaluation, in which a target policy is evaluated based on data…

Machine Learning · Computer Science 2024-05-07 David M. Bossens , Philip S. Thomas

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…

We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

Machine Learning · Computer Science 2020-11-06 Nan Jiang , Jiawei Huang

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

Machine Learning · Computer Science 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

Offline reinforcement learning (RL) is challenged by the distributional shift problem. To address this problem, existing works mainly focus on designing sophisticated policy constraints between the learned policy and the behavior policy.…

Machine Learning · Computer Science 2025-01-09 Yang Yue , Bingyi Kang , Xiao Ma , Qisen Yang , Gao Huang , Shiji Song , Shuicheng Yan

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

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

In model-based reinforcement learning, the transition matrix and reward vector are often estimated from random samples subject to noise. Even if the estimated model is an unbiased estimate of the true underlying model, the value function…

Machine Learning · Computer Science 2023-02-09 Xun Tang , Lexing Ying , Yuhua Zhu

We provide theoretical investigations into off-policy evaluation in reinforcement learning using function approximators for (marginalized) importance weights and value functions. Our contributions include: (1) A new estimator, MWL, that…

Machine Learning · Computer Science 2020-10-08 Masatoshi Uehara , Jiawei Huang , Nan Jiang

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…

Machine Learning · Computer Science 2019-08-13 Scott Fujimoto , David Meger , Doina Precup

Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…

Machine Learning · Computer Science 2022-10-12 Rujie Zhong , Duohan Zhang , Lukas Schäfer , Stefano V. Albrecht , Josiah P. Hanna

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

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

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

Off-policy evaluation is a key component of reinforcement learning which evaluates a target policy with offline data collected from behavior policies. It is a crucial step towards safe reinforcement learning and has been used in…

Machine Learning · Computer Science 2020-12-01 Jinlin Lai , Lixin Zou , Jiaxing Song

This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy…

Machine Learning · Computer Science 2019-11-20 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Zhaoran Wang , Tamer Basar , Ji Liu

Importance sampling is a central idea underlying off-policy prediction in reinforcement learning. It provides a strategy for re-weighting samples from a distribution to obtain unbiased estimates under another distribution. However,…

Machine Learning · Computer Science 2023-06-28 Kristopher De Asis , Eric Graves , Richard S. Sutton