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We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Omer Gottesman , Aniruddh Raghu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

Machine Learning · Computer Science 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…

Machine Learning · Statistics 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

Sample efficiency is one of the key factors when applying policy search to real-world problems. In recent years, Bayesian Optimization (BO) has become prominent in the field of robotics due to its sample efficiency and little prior…

Robotics · Computer Science 2020-11-19 Lukas P. Fröhlich , Melanie N. Zeilinger , Edgar D. Klenske

We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…

Optimization and Control · Mathematics 2025-09-09 Erwan Meunier , Julien M. Hendrickx

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

Machine Learning · Computer Science 2020-07-14 Nathan Kallus , Angela Zhou

Most real-world optimization problems have multiple objectives. A system designer needs to find a policy that trades off these objectives to reach a desired operating point. This problem has been studied extensively in the setting of known…

Machine Learning · Computer Science 2022-01-26 Nan Wang , Hongning Wang , Maryam Karimzadehgan , Branislav Kveton , Craig Boutilier

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

Machine Learning · Computer Science 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

The goal of off-policy evaluation (OPE) is to evaluate a new policy using historical data obtained via a behavior policy. However, because the contextual bandit algorithm updates the policy based on past observations, the samples are not…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Yusuke Kaneko

Learning effective reinforcement learning (RL) policies to solve real-world complex tasks can be quite challenging without a high-fidelity simulation environment. In most cases, we are only given imperfect simulators with simplified…

Machine Learning · Computer Science 2025-10-16 Haoyi Niu , Shubham Sharma , Yiwen Qiu , Ming Li , Guyue Zhou , Jianming Hu , Xianyuan Zhan

Parameterized movement primitives have been extensively used for imitation learning of robotic tasks. However, the high-dimensionality of the parameter space hinders the improvement of such primitives in the reinforcement learning (RL)…

Robotics · Computer Science 2022-02-14 Samuele Tosatto , Georgia Chalvatzaki , Jan Peters

Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…

Artificial Intelligence · Computer Science 2025-02-04 Hyunji Nam , Allen Nie , Ge Gao , Vasilis Syrgkanis , Emma Brunskill

Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its…

Machine Learning · Computer Science 2020-08-12 Omer Gottesman , Joseph Futoma , Yao Liu , Sonali Parbhoo , Leo Anthony Celi , Emma Brunskill , Finale Doshi-Velez

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

Building agents that can explore their environments intelligently is a challenging open problem. In this paper, we make a step towards understanding how a hierarchical design of the agent's policy can affect its exploration capabilities.…

Machine Learning · Computer Science 2018-11-19 Maruan Al-Shedivat , Lisa Lee , Ruslan Salakhutdinov , Eric Xing

Agentic AI systems capable of autonomous planning and extended environmental interaction pose a fundamental control problem: how can humans maintain meaningful oversight of systems that may exceed their own capabilities? Existing approaches…

Artificial Intelligence · Computer Science 2026-05-28 William Overman , Mohsen Bayati

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…

Machine Learning · Computer Science 2020-11-24 Tianhe Yu , Garrett Thomas , Lantao Yu , Stefano Ermon , James Zou , Sergey Levine , Chelsea Finn , Tengyu Ma

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present…

Machine Learning · Computer Science 2020-03-06 Arjun Sondhi , David Arbour , Drew Dimmery

The stable combination of optimal feedback policies with online learning is studied in a new control-theoretic framework for uncertain nonlinear systems. The framework can be systematically used in transfer learning and sim-to-real…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Brett T. Lopez , Jean-Jacques E. Slotine