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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…

We investigate the theoretical aspects of offline reinforcement learning (RL) under general function approximation. While prior works (e.g., Xie et al., 2021) have established the theoretical foundations of learning a good policy from…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Yuheng Zhang , Nan Jiang

Offline constrained reinforcement learning (RL) aims to learn a policy that maximizes the expected cumulative reward subject to constraints on expected cumulative cost using an existing dataset. In this paper, we propose Primal-Dual-Critic…

Machine Learning · Computer Science 2023-10-23 Kihyuk Hong , Yuhang Li , Ambuj Tewari

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…

Machine Learning · Computer Science 2022-06-16 Shentao Yang , Yihao Feng , Shujian Zhang , Mingyuan Zhou

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

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

The objective of offline RL is to learn optimal policies when a fixed exploratory demonstrations data-set is available and sampling additional observations is impossible (typically if this operation is either costly or rises ethical…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Vianney Perchet

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

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

Machine Learning · Computer Science 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade

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

Improving the multi-step reasoning ability of large language models (LLMs) with offline reinforcement learning (RL) is essential for quickly adapting them to complex tasks. While Direct Preference Optimization (DPO) has shown promise in…

Machine Learning · Computer Science 2024-12-30 Huaijie Wang , Shibo Hao , Hanze Dong , Shenao Zhang , Yilin Bao , Ziran Yang , Yi Wu

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

Offline reinforcement learning (RL) defines a sample-efficient learning paradigm, where a policy is learned from static and previously collected datasets without additional interaction with the environment. The major obstacle to offline RL…

Machine Learning · Computer Science 2022-11-16 Yunfan Zhou , Xijun Li , Qingyu Qu