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We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

In this paper, we investigate the problem of offline Preference-based Reinforcement Learning (PbRL) with human feedback where feedback is available in the form of preference between trajectory pairs rather than explicit rewards. Our…

Machine Learning · Computer Science 2023-10-03 Wenhao Zhan , Masatoshi Uehara , Nathan Kallus , Jason D. Lee , Wen Sun

Learning a precise dynamics model can be crucial for offline reinforcement learning, which, unfortunately, has been found to be quite challenging. Dynamics models that are learned by fitting historical transitions often struggle to…

Machine Learning · Computer Science 2023-10-10 Fan-Ming Luo , Tian Xu , Xingchen Cao , Yang Yu

Offline reinforcement learning (RL) methods can generally be categorized into two types: RL-based and Imitation-based. RL-based methods could in principle enjoy out-of-distribution generalization but suffer from erroneous off-policy…

Machine Learning · Computer Science 2023-04-06 Haoran Xu , Li Jiang , Jianxiong Li , Xianyuan Zhan

Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…

Machine Learning · Computer Science 2024-06-03 Hao Hu , Yiqin Yang , Jianing Ye , Chengjie Wu , Ziqing Mai , Yujing Hu , Tangjie Lv , Changjie Fan , Qianchuan Zhao , Chongjie Zhang

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…

Machine Learning · Computer Science 2023-06-23 Zhang-Wei Hong , Pulkit Agrawal , Rémi Tachet des Combes , Romain Laroche

Offline Reinforcement Learning (RL) is structured to derive policies from static trajectory data without requiring real-time environment interactions. Recent studies have shown the feasibility of framing offline RL as a sequence modeling…

Machine Learning · Computer Science 2023-09-01 Abdelghani Ghanem , Philippe Ciblat , Mounir Ghogho

Offline reinforcement learning (RL) learns policies entirely from static datasets, thereby avoiding the challenges associated with online data collection. Practical applications of offline RL will inevitably require learning from datasets…

Machine Learning · Computer Science 2022-11-22 Anikait Singh , Aviral Kumar , Quan Vuong , Yevgen Chebotar , Sergey Levine

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

We study off-dynamics offline reinforcement learning, where the goal is to learn a policy from offline source and limited target datasets with mismatched dynamics. Existing methods either penalize the reward or discard source transitions…

Machine Learning · Computer Science 2026-03-19 Yihong Guo , Yu Yang , Pan Xu , Anqi Liu

To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…

Machine Learning · Computer Science 2024-11-18 Xiaoyu Wen , Xudong Yu , Rui Yang , Haoyuan Chen , Chenjia Bai , Zhen Wang

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Offline reinforcement learning aims to learn an agent from pre-collected datasets, avoiding unsafe and inefficient real-time interaction. However, inevitable access to out-ofdistribution actions during the learning process introduces…

Artificial Intelligence · Computer Science 2026-03-06 Fan Zhang , Baoru Huang , Xin Zhang

Offline reinforcement learning (RL) defines the task of learning from a static logged dataset without continually interacting with the environment. The distribution shift between the learned policy and the behavior policy makes it necessary…

Machine Learning · Computer Science 2024-02-22 Jiafei Lyu , Xiaoteng Ma , Xiu Li , Zongqing Lu

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Sample-efficiency guarantees for offline reinforcement learning (RL) often rely on strong assumptions on both the function classes (e.g., Bellman-completeness) and the data coverage (e.g., all-policy concentrability). Despite the recent…

Machine Learning · Computer Science 2022-06-29 Wenhao Zhan , Baihe Huang , Audrey Huang , Nan Jiang , Jason D. Lee

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh
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