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Inspired by the recent successes of Inverse Optimization (IO) across various application domains, we propose a novel offline Reinforcement Learning (ORL) algorithm for continuous state and action spaces, leveraging the convex loss function…

Machine Learning · Computer Science 2026-03-19 Ioannis Dimanidis , Tolga Ok , Peyman Mohajerin Esfahani

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

Offline Reinforcement Learning (RL) has emerged as a powerful alternative to imitation learning for behavior modeling in various domains, particularly in complex navigation tasks. An existing challenge with Offline RL is the signal-to-noise…

Machine Learning · Computer Science 2024-11-13 Alexi Canesse , Mathieu Petitbois , Ludovic Denoyer , Sylvain Lamprier , Rémy Portelas

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

Machine Learning · Computer Science 2021-03-09 Ruosong Wang , Yifan Wu , Ruslan Salakhutdinov , Sham M. Kakade

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function…

Machine Learning · Computer Science 2022-06-16 Jinglin Chen , Nan Jiang

In deep Reinforcement Learning (RL), value functions are typically approximated using deep neural networks and trained via mean squared error regression objectives to fit the true value functions. Recent research has proposed an alternative…

Machine Learning · Computer Science 2024-11-19 Denis Tarasov , Kirill Brilliantov , Dmitrii Kharlapenko

This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Machine Learning · Computer Science 2025-07-01 Ruiquan Huang , Donghao Li , Chengshuai Shi , Cong Shen , Jing Yang

Recent advances in large reasoning models have leveraged reinforcement learning with verifiable rewards (RLVR) to improve reasoning capabilities. However, scaling these methods typically requires extensive rollout computation and large…

Machine Learning · Computer Science 2025-09-03 Xinyu Tang , Zhenduo Zhang , Yurou Liu , Wayne Xin Zhao , Zujie Wen , Zhiqiang Zhang , Jun Zhou

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

In this paper, we investigate the issue of error accumulation in critic networks updated via pessimistic temporal difference objectives. We show that the critic approximation error can be approximated via a recursive fixed-point model…

Machine Learning · Computer Science 2024-03-05 Michal Nauman , Mateusz Ostaszewski , Marek Cygan

Dynamic treatment regimes (DTRs) provide a principled framework for optimizing sequential decision-making in domains where decisions must adapt over time in response to individual trajectories, such as healthcare, education, and digital…

Machine Learning · Statistics 2026-01-30 Ruijia Zhang , Xiangyu Zhang , Zhengling Qi , Yue Wu , Yanxun Xu

Applying probabilistic models to reinforcement learning (RL) enables the application of powerful optimisation tools such as variational inference to RL. However, existing inference frameworks and their algorithms pose significant challenges…

Machine Learning · Computer Science 2020-07-17 Matthew Fellows , Anuj Mahajan , Tim G. J. Rudner , Shimon Whiteson

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

Machine Learning · Computer Science 2023-11-07 Nikki Lijing Kuang , Ming Yin , Mengdi Wang , Yu-Xiang Wang , Yi-An Ma

Applying reinforcement learning (RL) to real-world problems is often made challenging by the inability to interact with the environment and the difficulty of designing reward functions. Offline RL addresses the first challenge by…

Machine Learning · Computer Science 2025-03-03 Alizée Pace , Bernhard Schölkopf , Gunnar Rätsch , Giorgia Ramponi

We study value adaptation in offline-to-online reinforcement learning under general function approximation. Starting from an imperfect offline pretrained $Q$-function, the learner aims to adapt it to the target environment using only a…

Machine Learning · Computer Science 2026-04-16 Shangzhe Li , Weitong Zhang

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

We study risk-sensitive planning under partial observability using the dynamic risk measure Iterated Conditional Value-at-Risk (ICVaR). A policy evaluation algorithm for ICVaR is developed with finite-time performance guarantees that do not…

Artificial Intelligence · Computer Science 2026-01-29 Yaacov Pariente , Vadim Indelman