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We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

MuZero Unplugged presents a promising approach for offline policy learning from logged data. It conducts Monte-Carlo Tree Search (MCTS) with a learned model and leverages Reanalyze algorithm to learn purely from offline data. For good…

Machine Learning · Computer Science 2023-02-16 Zichen Liu , Siyi Li , Wee Sun Lee , Shuicheng Yan , Zhongwen Xu

Offline reinforcement learning (RL) aims to learn policies without online explorations. To enlarge the training data, model-based offline RL learns a dynamics model which is utilized as a virtual environment to generate simulation data and…

Machine Learning · Computer Science 2025-07-11 Ziqi Zhao , Zhaochun Ren , Liu Yang , Yunsen Liang , Fajie Yuan , Pengjie Ren , Zhumin Chen , jun Ma , Xin Xin

Online reinforcement learning (RL) enhances policies through direct interactions with the environment, but faces challenges related to sample efficiency. In contrast, offline RL leverages extensive pre-collected data to learn policies, but…

Machine Learning · Computer Science 2026-03-10 Xuefeng Liu , Hung T. C. Le , Siyu Chen , Rick Stevens , Zhuoran Yang , Matthew R. Walter , Yuxin Chen

In safe offline reinforcement learning (RL), the objective is to develop a policy that maximizes cumulative rewards while strictly adhering to safety constraints, utilizing only offline data. Traditional methods often face difficulties in…

Machine Learning · Computer Science 2026-02-11 Prajwal Koirala , Zhanhong Jiang , Soumik Sarkar , Cody Fleming

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu

The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…

Machine Learning · Computer Science 2021-06-08 Edoardo Cetin , Oya Celiktutan

This work introduces meta estimators that combine multiple multifidelity techniques based on control variates, importance sampling, and information reuse to yield a quasi-multiplicative amount of variance reduction. The proposed meta…

Computational Physics · Physics 2023-01-19 Frederick Law , Antoine Cerfon , Benjamin Peherstorfer , Florian Wechsung

In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…

Optimization and Control · Mathematics 2022-10-18 Kwangjun Ahn , Zakaria Mhammedi , Horia Mania , Zhang-Wei Hong , Ali Jadbabaie

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

Machine Learning · Computer Science 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

Current approaches to model-based offline reinforcement learning often incorporate uncertainty-based reward penalization to address the distributional shift problem. These approaches, commonly known as pessimistic value iteration, use Monte…

Machine Learning · Computer Science 2025-01-17 Abdullah Akgül , Manuel Haußmann , Melih Kandemir

We address the challenge of offline reinforcement learning using realistic data, specifically non-expert data collected through sub-optimal behavior policies. Under such circumstance, the learned policy must be safe enough to manage…

Machine Learning · Computer Science 2025-04-04 Ke Jiang , Wen Jiang , Yao Li , Xiaoyang Tan

We are interested in learning models of non-stationary environments, which can be framed as a multi-task learning problem. Model-free reinforcement learning algorithms can achieve good asymptotic performance in multi-task learning at a cost…

Machine Learning · Computer Science 2020-11-24 Elahe Aghapour , Nora Ayanian

Value function estimation is an indispensable subroutine in reinforcement learning, which becomes more challenging in the offline setting. In this paper, we propose Hybrid Value Estimation (HVE) to reduce value estimation error, which…

Machine Learning · Computer Science 2022-06-07 Xue-Kun Jin , Xu-Hui Liu , Shengyi Jiang , Yang Yu

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…

Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…

Machine Learning · Computer Science 2025-12-24 Yuanhao Chen , Qi Liu , Pengbin Chen , Zhongjian Qiao , Yanjie Li

The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…

Risk Management · Quantitative Finance 2024-06-06 Fernando Acebes , M Pereda , David Poza , Javier Pajares , Jose M Galan