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Offline reinforcement learning (RL) shows promise of applying RL to real-world problems by effectively utilizing previously collected data. Most existing offline RL algorithms use regularization or constraints to suppress extrapolation…

Machine Learning · Computer Science 2021-10-20 Xiaoteng Ma , Yiqin Yang , Hao Hu , Qihan Liu , Jun Yang , Chongjie Zhang , Qianchuan Zhao , Bin Liang

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…

Machine Learning · Statistics 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new…

Machine Learning · Statistics 2023-06-12 Yuta Saito , Qingyang Ren , Thorsten Joachims

Massive reinforcement learning (RL) data are typically collected to train policies offline without the need for interactions, but the large data volume can cause training inefficiencies. To tackle this issue, we formulate offline behavior…

Machine Learning · Computer Science 2024-10-31 Shiye Lei , Sen Zhang , Dacheng Tao

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

The prevalent use of benchmarks in current offline reinforcement learning (RL) research has led to a neglect of the imbalance of real-world dataset distributions in the development of models. The real-world offline RL dataset is often…

Machine Learning · Computer Science 2024-05-22 Li Jiang , Sijie Cheng , Jielin Qiu , Haoran Xu , Wai Kin Chan , Zhao Ding

The predominant approach in reinforcement learning is to assign credit to actions based on the expected return. However, we show that the return may depend on the policy in a way which could lead to excessive variance in value estimation…

Machine Learning · Computer Science 2023-02-07 Hsiao-Ru Pan , Nico Gürtler , Alexander Neitz , Bernhard Schölkopf

In offline reinforcement learning (RL), addressing the out-of-distribution (OOD) action issue has been a focus, but we argue that there exists an OOD state issue that also impairs performance yet has been underexplored. Such an issue…

Machine Learning · Computer Science 2024-11-04 Yixiu Mao , Qi Wang , Chen Chen , Yun Qu , Xiangyang Ji

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

Machine Learning · Computer Science 2019-06-11 Nathan Kallus , Masatoshi Uehara

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

Off-policy estimation (OPE) methods enable unbiased offline evaluation of recommender systems, directly estimating the online reward some target policy would have obtained, from offline data and with statistical guarantees. The theoretical…

Machine Learning · Statistics 2025-08-12 Olivier Jeunen

Offline Reinforcement Learning (RL) faces distributional shift and unreliable value estimation, especially for out-of-distribution (OOD) actions. To address this, existing uncertainty-based methods penalize the value function with…

Machine Learning · Computer Science 2024-04-10 Xudong Yu , Chenjia Bai , Hongyi Guo , Changhong Wang , Zhen Wang

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…

Machine Learning · Computer Science 2022-10-25 Rui Yang , Chenjia Bai , Xiaoteng Ma , Zhaoran Wang , Chongjie Zhang , Lei Han

Connected and Automated Hybrid Electric Vehicles have the potential to reduce fuel consumption and travel time in real-world driving conditions. The eco-driving problem seeks to design optimal speed and power usage profiles based upon…

Machine Learning · Computer Science 2022-02-01 Zhaoxuan Zhu , Nicola Pivaro , Shobhit Gupta , Abhishek Gupta , Marcello Canova

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

Traditional offline reinforcement learning (RL) methods predominantly operate in a batch-constrained setting. This confines the algorithms to a specific state-action distribution present in the dataset, reducing the effects of…

Machine Learning · Statistics 2025-07-16 Charles A. Hepburn , Yue Jin , Giovanni Montana

In offline reinforcement learning, value overestimation caused by out-of-distribution (OOD) actions significantly limits policy performance. Recently, diffusion models have been leveraged for their strong distribution-matching capabilities,…

Machine Learning · Computer Science 2025-11-13 Yunchang Ma , Tenglong Liu , Yixing Lan , Xin Yin , Changxin Zhang , Xinglong Zhang , Xin Xu

Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…

Machine Learning · Computer Science 2022-07-19 Nathan Kallus , Xiaojie Mao , Kaiwen Wang , Zhengyuan Zhou

Existing off-policy reinforcement learning algorithms often rely on an explicit state-action-value function representation, which can be problematic in high-dimensional action spaces due to the curse of dimensionality. This reliance results…

Machine Learning · Computer Science 2025-02-18 Fabian Otto , Philipp Becker , Ngo Anh Vien , Gerhard Neumann