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Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, particularly in the experience replay setting now commonly used with deep neural networks. Classically, off-policy estimation bias is…

Machine Learning · Computer Science 2021-12-24 Brett Daley , Christopher Amato

Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to…

Machine Learning · Computer Science 2025-05-20 Chengyang Ying , Zhongkai Hao , Xinning Zhou , Hang Su , Dong Yan , Jun Zhu

To estimate the value functions of policies from exploratory data, most model-free off-policy algorithms rely on importance sampling, where the use of importance sampling ratios often leads to estimates with severe variance. It is thus…

Machine Learning · Computer Science 2017-02-13 Ashique Rupam Mahmood , Huizhen Yu , Richard S. Sutton

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

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

Multi-turn interaction remains challenging for online reinforcement learning. A common solution is trajectory-level optimization, which treats each trajectory as a single training sample. However, this approach can be inefficient and yield…

Artificial Intelligence · Computer Science 2025-11-18 Yuhan Chen , Yuxuan Liu , Long Zhang , Pengzhi Gao , Jian Luan , Wei Liu

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work,…

Machine Learning · Computer Science 2019-11-15 Matthew Schlegel , Wesley Chung , Daniel Graves , Jian Qian , Martha White

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

Off-policy reinforcement learning with eligibility traces is challenging because of the discrepancy between target policy and behavior policy. One common approach is to measure the difference between two policies in a probabilistic way,…

Machine Learning · Computer Science 2019-05-20 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Pan

Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…

Machine Learning · Computer Science 2021-12-16 Yuhui Wang , Qingyuan Wu , Pengcheng He , Xiaoyang Tan

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…

Machine Learning · Computer Science 2016-11-09 Rémi Munos , Tom Stepleton , Anna Harutyunyan , Marc G. Bellemare

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization of historical trajectories obtained from previous policies is…

Machine Learning · Computer Science 2025-03-06 Yifan Lin , Yuhao Wang , Enlu Zhou

Off-policy learning exhibits greater instability when compared to on-policy learning in reinforcement learning (RL). The difference in probability distribution between the target policy ($\pi$) and the behavior policy (b) is a major cause…

Learning from multi-step off-policy data collected by a set of policies is a core problem of reinforcement learning (RL). Approaches based on importance sampling (IS) often suffer from large variances due to products of IS ratios. Typical…

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of…

Artificial Intelligence · Computer Science 2016-08-12 Anna Harutyunyan , Marc G. Bellemare , Tom Stepleton , Remi Munos
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