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Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…
We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…
Autonomous exploration has many important applications. However, classic information gain-based or frontier-based exploration only relies on the robot current state to determine the immediate exploration goal, which lacks the capability of…
When faced with sequential decision-making problems, it is often useful to be able to predict what would happen if decisions were made using a new policy. Those predictions must often be based on data collected under some previously used…
We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…
We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…
Offline reinforcement learning provides a viable approach to obtain advanced control strategies for dynamical systems, in particular when direct interaction with the environment is not available. In this paper, we introduce a conceptual…
When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…
Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…
Many sequential decision making problems are high-stakes and require off-policy evaluation (OPE) of a new policy using historical data collected using some other policy. One of the most common OPE techniques that provides unbiased estimates…
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…
Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…
Off-policy evaluation (OPE) in reinforcement learning is notoriously difficult in long- and infinite-horizon settings due to diminishing overlap between behavior and target policies. In this paper, we study the role of Markovian and…
This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…
Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…
We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…
We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…
To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains elusive. In this paper, we make progress on counterfactual inference…
Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…
Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present…