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We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Off-policy prediction -- learning the value function for one policy from data generated while following another policy -- is one of the most challenging subproblems in reinforcement learning. This paper presents empirical results with…

Machine Learning · Computer Science 2021-06-15 Sina Ghiassian , Richard S. Sutton

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

Machine Learning · Statistics 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

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

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the \emph{percentile criterion}. The percentile criterion is approximately solved by constructing an…

Machine Learning · Computer Science 2024-04-09 Elita A. Lobo , Cyrus Cousins , Yair Zick , Marek Petrik

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

Many reinforcement learning applications involve the use of data that is sensitive, such as medical records of patients or financial information. However, most current reinforcement learning methods can leak information contained within the…

Machine Learning · Computer Science 2019-02-04 Tengyang Xie , Philip S. Thomas , Gerome Miklau

Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we…

Machine Learning · Statistics 2015-02-12 Assaf Hallak , François Schnitzler , Timothy Mann , Shie Mannor

Off-policy learning enables training policies from logged interaction data. Most prior work considers the batch setting, where a policy is learned from data generated by a single behavior policy. In real systems, however, policies are…

Machine Learning · Statistics 2026-05-13 Maxime Haddouche , Otmane Sakhi

Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others. One approach to this problem is through controlled experiments/trials - but controlled experiments are…

Artificial Intelligence · Computer Science 2018-02-26 Onur Atan , William R. Zame , M van der Schaar

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…

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence…

Machine Learning · Computer Science 2019-06-21 Ehsan Imani , Eric Graves , Martha White

While on-policy algorithms are known for their stability, they often demand a substantial number of samples. In contrast, off-policy algorithms, which leverage past experiences, are considered sample-efficient but tend to exhibit…

Machine Learning · Computer Science 2023-09-28 Jianfei Ma

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

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

Off-policy reinforcement learning algorithms promise to be applicable in settings where only a fixed data-set (batch) of environment interactions is available and no new experience can be acquired. This property makes these algorithms…

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline…

Machine Learning · Computer Science 2025-03-03 Daniel Guzman-Olivares , Philipp Schmidt , Jacek Golebiowski , Artur Bekasov