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Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

Machine Learning · Computer Science 2026-04-15 Zhongjun Zhang , Sean R. Sinclair

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

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

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

Two central paradigms have emerged in the reinforcement learning (RL) community: online RL and offline RL. In the online RL setting, the agent has no prior knowledge of the environment, and must interact with it in order to find an…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Aldo Pacchiano

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

Machine Learning · Statistics 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

Machine Learning · Computer Science 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

Machine Learning · Computer Science 2021-03-09 Ruosong Wang , Yifan Wu , Ruslan Salakhutdinov , Sham M. Kakade

Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…

Machine Learning · Computer Science 2023-06-12 Wenxuan Zhu , Chao Yu , Qiang Zhang

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

Machine Learning · Computer Science 2024-04-02 Miao Lu , Yifei Min , Zhaoran Wang , Zhuoran Yang

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…

Machine Learning · Computer Science 2024-02-21 Avinandan Bose , Simon Shaolei Du , Maryam Fazel

The offline reinforcement learning (RL) problem is often motivated by the need to learn data-driven decision policies in financial, legal and healthcare applications. However, the learned policy could retain sensitive information of…

Machine Learning · Computer Science 2023-01-04 Dan Qiao , Yu-Xiang Wang

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

Machine Learning · Statistics 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Sample efficiency and exploration remain major challenges in online reinforcement learning (RL). A powerful approach that can be applied to address these issues is the inclusion of offline data, such as prior trajectories from a human…

Machine Learning · Computer Science 2023-06-01 Philip J. Ball , Laura Smith , Ilya Kostrikov , Sergey Levine

Offline Reinforcement Learning (RL) aims to turn large datasets into powerful decision-making engines without any online interactions with the environment. This great promise has motivated a large amount of research that hopes to replicate…

Machine Learning · Computer Science 2020-12-01 Louis Monier , Jakub Kmec , Alexandre Laterre , Thomas Pierrot , Valentin Courgeau , Olivier Sigaud , Karim Beguir
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