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We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite…

Machine Learning · Computer Science 2019-10-14 Xinyun Chen , Lu Wang , Yizhe Hang , Heng Ge , Hongyuan Zha

Offline reinforcement learning (RL) is a variant of RL where the policy is learned from a previously collected dataset of trajectories and rewards. In our work, we propose a practical approach to offline RL with large language models…

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy from samples obtained via different policies. Recently, applying OPE methods for bandit problems has garnered attention. For the theoretical guarantees of…

Machine Learning · Computer Science 2020-10-26 Masahiro Kato , Kenshi Abe , Kaito Ariu , Shota Yasui

We consider the problem of estimating the distribution function, the density and the hazard rate of the (unobservable) event time in the current status model. A well studied and natural nonparametric estimator for the distribution function…

Statistics Theory · Mathematics 2010-01-13 Piet Groeneboom , Geurt Jongbloed , Birgit I. Witte

Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they…

Machine Learning · Computer Science 2020-11-03 Aaron Sonabend-W , Junwei Lu , Leo A. Celi , Tianxi Cai , Peter Szolovits

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

Machine Learning · Statistics 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

Model-based offline reinforcement learning (RL), which builds a supervised transition model with logging dataset to avoid costly interactions with the online environment, has been a promising approach for offline policy optimization. As the…

Machine Learning · Computer Science 2023-09-06 Junming Yang , Xingguo Chen , Shengyuan Wang , Bolei Zhang

In this paper, we study distributional reinforcement learning from the perspective of statistical efficiency. We investigate distributional policy evaluation, aiming to estimate the complete return distribution (denoted $\eta^\pi$) attained…

Machine Learning · Statistics 2025-11-13 Liangyu Zhang , Yang Peng , Jiadong Liang , Wenhao Yang , Zhihua Zhang

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

Machine Learning · Computer Science 2025-01-07 Ming Yin , Mengdi Wang , Yu-Xiang Wang

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

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

Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…

Machine Learning · Computer Science 2022-05-24 Hana Hoshino , Kei Ota , Asako Kanezaki , Rio Yokota

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

Offline reinforcement learning (RL) can learn optimal policies from pre-collected offline datasets without interacting with the environment, but the sampled actions of the agent cannot often cover the action distribution under a given…

Machine Learning · Computer Science 2024-06-14 Xuemin Hu , Shen Li , Yingfen Xu , Bo Tang , Long Chen

This paper derives the nonparametric maximum likelihood estimator (NPMLE) of a distribution function from observations which are subject to both bias and censoring. The NPMLE is obtained by a simple EM algorithm which is an extension of the…

Statistics Theory · Mathematics 2007-08-22 Micha Mandel

Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric…

Machine Learning · Computer Science 2020-06-08 Nathan Kallus , Masatoshi Uehara

Offline reinforcement learning (RL) aims to learn optimal policies from offline datasets, where the parameterization of policies is crucial but often overlooked. Recently, Diffsuion-QL significantly boosts the performance of offline RL by…

Machine Learning · Computer Science 2023-10-27 Bingyi Kang , Xiao Ma , Chao Du , Tianyu Pang , Shuicheng Yan

Offline Reinforcement Learning (RL) learns optimal policies from fixed datasets, training a policy once and deploying it at inference time without further refinement. Inspired by model predictive control (MPC), we introduce an inference…

Machine Learning · Computer Science 2026-05-21 Rohan Deb , Stephen J. Wright , Arindam Banerjee

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson