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Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…

Machine Learning · Computer Science 2022-11-04 Zhaonan Qu , Isabella Qian , Zhengyuan Zhou

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 some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

Industrial recommender systems deal with extremely large action spaces -- many millions of items to recommend. Moreover, they need to serve billions of users, who are unique at any point in time, making a complex user state space. Luckily,…

Machine Learning · Computer Science 2021-12-16 Minmin Chen , Alex Beutel , Paul Covington , Sagar Jain , Francois Belletti , Ed Chi

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

Reinforcement learning (RL) approaches for Large Language Models (LLMs) frequently use on-policy algorithms, such as PPO or GRPO. However, policy lag from distributed training architectures and differences between the training and inference…

Machine Learning · Computer Science 2026-03-03 Daniel Ritter , Owen Oertell , Bradley Guo , Jonathan Chang , Kianté Brantley , Wen Sun

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

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…

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

The application of machine learning techniques to large-scale personalized recommendation problems is a challenging task. Such systems must make sense of enormous amounts of implicit feedback in order to understand user preferences across…

Information Retrieval · Computer Science 2019-01-15 Thom Lake , Sinead A. Williamson , Alexander T. Hawk , Christopher C. Johnson , Benjamin P. Wing

Offline preference optimization is a key method for enhancing and controlling the quality of Large Language Model (LLM) outputs. Typically, preference optimization is approached as an offline supervised learning task using manually-crafted…

Machine Learning · Computer Science 2024-11-05 Chris Lu , Samuel Holt , Claudio Fanconi , Alex J. Chan , Jakob Foerster , Mihaela van der Schaar , Robert Tjarko Lange

Recent developments in offline reinforcement learning have uncovered the immense potential of diffusion modeling, which excels at representing heterogeneous behavior policies. However, sampling from diffusion policies is considerably slow…

Machine Learning · Computer Science 2024-03-18 Huayu Chen , Cheng Lu , Zhengyi Wang , Hang Su , Jun Zhu

With the rapid growth of Internet services, recommendation systems play a central role in delivering personalized content. Faced with massive user requests and complex model architectures, the key challenge for real-time recommendation…

Information Retrieval · Computer Science 2025-08-14 Junli Shao , Jing Dong , Dingzhou Wang , Kowei Shih , Dannier Li , Chengrui Zhou

Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…

Machine Learning · Statistics 2020-10-16 Haoyu Chen , Wenbin Lu , Rui Song