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In many computational science and engineering applications, the output of a system of interest corresponding to a given input can be queried at different levels of fidelity with different costs. Typically, low-fidelity data is cheap and…

Machine Learning · Computer Science 2022-06-13 Sami Khairy , Prasanna Balaprakash

We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two…

The class of deep deterministic off-policy algorithms is effectively applied to solve challenging continuous control problems. Current approaches commonly utilize random noise as an exploration method, which has several drawbacks, including…

Machine Learning · Computer Science 2024-05-07 Igor Kuznetsov

We propose a multi-time-scale predictive representation learning method to efficiently learn robust driving policies in an offline manner that generalize well to novel road geometries, and damaged and distracting lane conditions which are…

Robotics · Computer Science 2021-03-16 Daniel Graves , Nhat M. Nguyen , Kimia Hassanzadeh , Jun Jin , Jun Luo

In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…

Machine Learning · Computer Science 2022-10-13 Shentao Yang , Shujian Zhang , Yihao Feng , Mingyuan Zhou

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

Offline policy learning aims to discover decision-making policies from previously-collected datasets without additional online interactions with the environment. As the training dataset is fixed, its quality becomes a crucial determining…

Machine Learning · Computer Science 2024-02-16 Qiang Wang , Yixin Deng , Francisco Roldan Sanchez , Keru Wang , Kevin McGuinness , Noel O'Connor , Stephen J. Redmond

Offline reinforcement learning (RL) algorithms can acquire effective policies by utilizing previously collected experience, without any online interaction. It is widely understood that offline RL is able to extract good policies even from…

Machine Learning · Computer Science 2022-04-13 Aviral Kumar , Joey Hong , Anikait Singh , Sergey Levine

Imitation learning enables autonomous agents to learn from human examples, without the need for a reward signal. Still, if the provided dataset does not encapsulate the task correctly, or when the task is too complex to be modeled, such…

Artificial Intelligence · Computer Science 2024-06-10 Federico Malato , Ville Hautamaki

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

In offline reinforcement learning, weighted regression is a common method to ensure the learned policy stays close to the behavior policy and to prevent selecting out-of-sample actions. In this work, we show that due to the limited…

Machine Learning · Computer Science 2023-03-01 Huayu Chen , Cheng Lu , Chengyang Ying , Hang Su , Jun Zhu

Offline reinforcement learning agents seek optimal policies from fixed data sets. With environmental interaction prohibited, agents face significant challenges in preventing errors in value estimates from compounding and subsequently…

Machine Learning · Computer Science 2023-03-28 Alex Beeson , Giovanni Montana

We study offline meta-reinforcement learning, a practical reinforcement learning paradigm that learns from offline data to adapt to new tasks. The distribution of offline data is determined jointly by the behavior policy and the task.…

Machine Learning · Computer Science 2022-06-22 Haoqi Yuan , Zongqing Lu

Offline reinforcement learning (RL) seeks to learn optimal policies from static datasets without interacting with the environment. A common challenge is handling multi-modal action distributions, where multiple behaviours are represented in…

Machine Learning · Computer Science 2025-03-20 Mianchu Wang , Yue Jin , Giovanni Montana

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

Machine Learning · Computer Science 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

Data selection is essential for any data-based optimization technique, such as Reinforcement Learning. State-of-the-art sampling strategies for the experience replay buffer improve the performance of the Reinforcement Learning agent.…

Offline reinforcement learning algorithms still lack trust in practice due to the risk that the learned policy performs worse than the original policy that generated the dataset or behaves in an unexpected way that is unfamiliar to the…

Machine Learning · Computer Science 2023-01-26 Phillip Swazinna , Steffen Udluft , Thomas Runkler

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal
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