Related papers: Optimizing Pessimism in Dynamic Treatment Regimes:…
Offline or batch reinforcement learning seeks to learn a near-optimal policy using history data without active exploration of the environment. To counter the insufficient coverage and sample scarcity of many offline datasets, the principle…
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…
The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…
In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…
This paper studies offline policy learning, which aims at utilizing observations collected a priori (from either fixed or adaptively evolving behavior policies) to learn an optimal individualized decision rule that achieves the best overall…
This paper is concerned with the asynchronous form of Q-learning, which applies a stochastic approximation scheme to Markovian data samples. Motivated by the recent advances in offline reinforcement learning, we develop an algorithmic…
We study worst-case guarantees on the expected return of fixed-dataset policy optimization algorithms. Our core contribution is a unified conceptual and mathematical framework for the study of algorithms in this regime. This analysis…
Offline RL algorithms must account for the fact that the dataset they are provided may leave many facets of the environment unknown. The most common way to approach this challenge is to employ pessimistic or conservative methods, which…
A treatment regime is a function that maps individual patient information to a recommended treatment, hence explicitly incorporating the heterogeneity in need for treatment across individuals. Patient responses are dichotomous and can be…
Dynamic treatment regimes (DTRs) provide a principled framework for optimizing sequential decision-making in domains where decisions must adapt over time in response to individual trajectories, such as healthcare, education, and digital…
We consider the problem of estimating the transition dynamics $T^*$ from near-optimal expert trajectories in the context of offline model-based reinforcement learning. We develop a novel constraint-based method, Inverse Transition Learning,…
The empirical risk minimization approach to data-driven decision making requires access to training data drawn under the same conditions as those that will be faced when the decision rule is deployed. However, in a number of settings, we…
A dynamic treatment regime is a sequence of decision rules in which each decision rule recommends treatment based on features of patient medical history such as past treatments and outcomes. Existing methods for estimating optimal dynamic…
Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…
Pessimism is of great importance in offline reinforcement learning (RL). One broad category of offline RL algorithms fulfills pessimism by explicit or implicit behavior regularization. However, most of them only consider policy divergence…
Transfer reinforcement learning aims to derive a near-optimal policy for a target environment with limited data by leveraging abundant data from related source domains. However, it faces two key challenges: the lack of performance…
Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…
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…
Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…
In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine…