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Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…

Machine Learning · Computer Science 2022-02-17 Jihao Long , Jiequn Han , Weinan E

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

Machine Learning · Computer Science 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Machine Learning · Computer Science 2022-09-22 Audrey Huang , Liu Leqi , Zachary Chase Lipton , Kamyar Azizzadenesheli

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

Reinforcement Learning methods are capable of solving complex problems, but resulting policies might perform poorly in environments that are even slightly different. In robotics especially, training and deployment conditions often vary and…

Machine Learning · Computer Science 2018-09-17 Isac Arnekvist , Danica Kragic , Johannes A. Stork

In this paper, we investigate the sample complexity of policy evaluation in infinite-horizon offline reinforcement learning (also known as the off-policy evaluation problem) with linear function approximation. We identify a hard regime…

Machine Learning · Computer Science 2021-03-19 Lin Chen , Bruno Scherrer , Peter L. Bartlett

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

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Off-policy model-free deep reinforcement learning methods using previously collected data can improve sample efficiency over on-policy policy gradient techniques. On the other hand, on-policy algorithms are often more stable and easier to…

Machine Learning · Computer Science 2017-06-02 Shixiang Gu , Timothy Lillicrap , Zoubin Ghahramani , Richard E. Turner , Bernhard Schölkopf , Sergey Levine

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

Off-policy reinforcement learning suffers from extrapolation errors when a learned policy selects actions that are weakly supported in the replay buffer. In this study, we address this issue by drawing an analogy to static friction. From…

Machine Learning · Computer Science 2026-05-12 Hyunwoo Kim , Hyo Kyung Lee

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…

Machine Learning · Computer Science 2024-04-02 Yibo Wang , Jiang Zhao

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

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

It has long been assumed that high dimensional continuous control problems cannot be solved effectively by discretizing individual dimensions of the action space due to the exponentially large number of bins over which policies would have…

Machine Learning · Computer Science 2019-06-11 Luke Metz , Julian Ibarz , Navdeep Jaitly , James Davidson