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Supervised imitation-based approaches are often favored over off-policy reinforcement learning approaches for learning policies offline, since their straightforward optimization objective makes them computationally efficient and stable to…

Machine Learning · Computer Science 2025-12-30 Adam Jelley , Trevor McInroe , Sam Devlin , Amos Storkey

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

Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and…

Machine Learning · Statistics 2018-08-29 Touqir Sajed , Wesley Chung , Martha White

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

Inspired by the recent successes of Inverse Optimization (IO) across various application domains, we propose a novel offline Reinforcement Learning (ORL) algorithm for continuous state and action spaces, leveraging the convex loss function…

Machine Learning · Computer Science 2026-03-19 Ioannis Dimanidis , Tolga Ok , Peyman Mohajerin Esfahani

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

Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…

Machine Learning · Statistics 2025-07-10 Han Wang , Yang Xu , Wenbin Lu , Rui Song

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

Machine Learning · Statistics 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

Offline reinforcement learning (RL) have received rising interest due to its appealing data efficiency. The present study addresses behavior estimation, a task that lays the foundation of many offline RL algorithms. Behavior estimation aims…

Machine Learning · Computer Science 2023-05-29 Guoxi Zhang , Hisashi Kashima

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…

This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications. We propose two algorithmic frameworks, ROAM and ROOM,…

Machine Learning · Computer Science 2024-04-02 Jin Zhu , Runzhe Wan , Zhengling Qi , Shikai Luo , Chengchun Shi

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

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

Existing theoretical studies on offline reinforcement learning (RL) mostly consider a dataset sampled directly from the target task. In practice, however, data often come from several heterogeneous but related sources. Motivated by this…

Machine Learning · Statistics 2023-06-16 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…

Machine Learning · Computer Science 2021-02-04 Ming Yin , Yu Bai , Yu-Xiang Wang

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

Machine Learning · Computer Science 2023-10-27 Shengpu Tang , Jenna Wiens

Reinforcement Learning from Human Feedback (RLHF) is currently the leading approach for aligning large language models with human preferences. Typically, these models rely on extensive offline preference datasets for training. However,…

Machine Learning · Computer Science 2024-12-17 Avinandan Bose , Zhihan Xiong , Aadirupa Saha , Simon Shaolei Du , Maryam Fazel

Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…

Machine Learning · Computer Science 2021-02-04 Arushi Jain , Gandharv Patil , Ayush Jain , Khimya Khetarpal , Doina Precup