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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

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial…

Machine Learning · Computer Science 2023-12-20 Di Wu , Yuling Jiao , Li Shen , Haizhao Yang , Xiliang Lu

We present a novel observation about the behavior of offline reinforcement learning (RL) algorithms: on many benchmark datasets, offline RL can produce well-performing and safe policies even when trained with "wrong" reward labels, such as…

Machine Learning · Computer Science 2023-11-09 Anqi Li , Dipendra Misra , Andrey Kolobov , Ching-An Cheng

We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…

Machine Learning · Statistics 2022-08-16 Tianjiao Li , Guanghui Lan , Ashwin Pananjady

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…

Machine Learning · Computer Science 2024-02-07 Thanh Nguyen-Tang , Raman Arora

Offline reinforcement learning (RL) is a challenging setting where existing off-policy actor-critic methods perform poorly due to the overestimation of out-of-distribution state-action pairs. Thus, various additional augmentations are…

Machine Learning · Computer Science 2023-02-23 Zifeng Zhuang , Kun Lei , Jinxin Liu , Donglin Wang , Yilang Guo

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

While much progress has been made in understanding the minimax sample complexity of reinforcement learning (RL) -- the complexity of learning on the "worst-case" instance -- such measures of complexity often do not capture the true…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Kevin Jamieson

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

Offline reinforcement learning (RL), also known as batch RL, aims to optimize policy from a large pre-recorded dataset without interaction with the environment. This setting offers the promise of utilizing diverse, pre-collected datasets to…

Machine Learning · Computer Science 2021-01-05 Qiang He , Xinwen Hou

Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

Machine Learning · Statistics 2022-01-24 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

Offline reinforcement learning (RL) can in principle synthesize more optimal behavior from a dataset consisting only of suboptimal trials. One way that this can happen is by "stitching" together the best parts of otherwise suboptimal…

Machine Learning · Computer Science 2023-11-01 Joey Hong , Anca Dragan , Sergey Levine

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…

Machine Learning · Computer Science 2022-11-28 Ming Yin , Mengdi Wang , Yu-Xiang Wang