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Off-policy evaluation (OPE) is important for closing the gap between offline training and evaluation of reinforcement learning (RL), by estimating performance and/or rank of target (evaluation) policies using offline trajectories only. It…

Machine Learning · Computer Science 2023-10-17 Qitong Gao , Ge Gao , Juncheng Dong , Vahid Tarokh , Min Chi , Miroslav Pajic

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Offline reinforcement learning faces a significant challenge of value over-estimation due to the distributional drift between the dataset and the current learned policy, leading to learning failure in practice. The common approach is to…

Machine Learning · Computer Science 2023-12-05 Liting Chen , Jie Yan , Zhengdao Shao , Lu Wang , Qingwei Lin , Saravan Rajmohan , Thomas Moscibroda , Dongmei Zhang

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

The off-policy paradigm casts recommendation as a counterfactual decision-making task, allowing practitioners to unbiasedly estimate online metrics using offline data. This leads to effective evaluation metrics, as well as learning…

Machine Learning · Computer Science 2024-09-17 Olivier Jeunen , Aleksei Ustimenko

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

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

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

Off-policy estimation (OPE) methods enable unbiased offline evaluation of recommender systems, directly estimating the online reward some target policy would have obtained, from offline data and with statistical guarantees. The theoretical…

Machine Learning · Statistics 2025-08-12 Olivier Jeunen

The world currently offers an abundance of data in multiple domains, from which we can learn reinforcement learning (RL) policies without further interaction with the environment. RL agents learning offline from such data is possible but…

Machine Learning · Computer Science 2022-12-19 Hager Radi , Josiah P. Hanna , Peter Stone , Matthew E. Taylor

Offline reinforcement learning (RL) shows promise of applying RL to real-world problems by effectively utilizing previously collected data. Most existing offline RL algorithms use regularization or constraints to suppress extrapolation…

Machine Learning · Computer Science 2021-10-20 Xiaoteng Ma , Yiqin Yang , Hao Hu , Qihan Liu , Jun Yang , Chongjie Zhang , Qianchuan Zhao , Bin Liang

State-of-the-art reinforcement learning algorithms mostly rely on being allowed to directly interact with their environment to collect millions of observations. This makes it hard to transfer their success to industrial control problems,…

Machine Learning · Computer Science 2021-07-23 Phillip Swazinna , Steffen Udluft , Thomas Runkler

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Offline reinforcement learning restricts the learning process to rely only on logged-data without access to an environment. While this enables real-world applications, it also poses unique challenges. One important challenge is dealing with…

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

Methodology · Statistics 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

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

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Offline reinforcement learning (RL) learns effective policies from pre-collected datasets, offering a practical solution for applications where online interactions are risky or costly. Model-based approaches are particularly advantageous…

Machine Learning · Computer Science 2026-05-14 Xuyang Chen , Keyu Yan , Guojian Wang , Lin Zhao

Offline Reinforcement Learning has attracted much interest in solving the application challenge for traditional reinforcement learning. Offline reinforcement learning uses previously-collected datasets to train agents without any…

Machine Learning · Computer Science 2022-09-28 Chen Zhao , Kai Xing Huang , Chun yuan
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