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The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

In interactive systems, actions are often correlated, presenting an opportunity for more sample-efficient off-policy evaluation (OPE) and learning (OPL) in large action spaces. We introduce a unified Bayesian framework to capture these…

Machine Learning · Computer Science 2025-04-10 Imad Aouali , Victor-Emmanuel Brunel , David Rohde , Anna Korba

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

We consider the problem of quantifying uncertainty over expected cumulative rewards in model-based reinforcement learning. In particular, we focus on characterizing the variance over values induced by a distribution over Markov decision…

Machine Learning · Computer Science 2024-09-18 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

We advocate that simulation based on offline profiling is a promising approach to better understand and improve the complex ML systems. Our approach uses operation-level profiling and dataflow based simulation to ensure it offers a unified…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-18 Hongming Huang , Peng Cheng , Hong Xu , Yongqiang Xiong

Recent advance in deep offline reinforcement learning (RL) has made it possible to train strong robotic agents from offline datasets. However, depending on the quality of the trained agents and the application being considered, it is often…

Robotics · Computer Science 2021-11-02 Seunghyun Lee , Younggyo Seo , Kimin Lee , Pieter Abbeel , Jinwoo Shin

We propose analytical mean square error (MSE) expressions for the Kalman filter (KF) and the Kalman smoother (KS) for benchmark studies, where the true system dynamics are unknown or unavailable to the estimator. In such cases, as in…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Batin Kurt , Umut Orguner

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

Learning high-quality $Q$-value functions plays a key role in the success of many modern off-policy deep reinforcement learning (RL) algorithms. Previous works primarily focus on addressing the value overestimation issue, an outcome of…

Machine Learning · Computer Science 2024-05-14 Tianying Ji , Yu Luo , Fuchun Sun , Xianyuan Zhan , Jianwei Zhang , Huazhe Xu

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

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

Offline optimization aims to maximize a black-box objective function with a static dataset and has wide applications. In addition to the objective function being black-box and expensive to evaluate, numerous complex real-world problems…

Machine Learning · Computer Science 2024-06-07 Ke Xue , Rong-Xi Tan , Xiaobin Huang , Chao Qian

In applying reinforcement learning (RL) to high-stakes domains, quantitative and qualitative evaluation using observational data can help practitioners understand the generalization performance of new policies. However, this type of…

Machine Learning · Computer Science 2023-10-27 Shengpu Tang , Jenna Wiens

Offline reinforcement learning leverages large datasets to train policies without interactions with the environment. The learned policies may then be deployed in real-world settings where interactions are costly or dangerous. Current…

Machine Learning · Computer Science 2022-06-29 Matthias Weissenbacher , Samarth Sinha , Animesh Garg , Yoshinobu Kawahara

The recent development of reinforcement learning (RL) has boosted the adoption of online RL for wireless radio resource management (RRM). However, online RL algorithms require direct interactions with the environment, which may be…

Information Theory · Computer Science 2023-11-21 Kun Yang , Cong Shen , Jing Yang , Shu-ping Yeh , Jerry Sydir

Q-functions are widely used in discrete-time learning and control to model future costs arising from a given control policy, when the initial state and input are given. Although some of their properties are understood, Q-functions…

Optimization and Control · Mathematics 2019-02-21 Joseph Warrington

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao