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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

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

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

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

Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…

Machine Learning · Computer Science 2021-12-06 Scott Fujimoto , Shixiang Shane Gu

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

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

Machine Learning · Computer Science 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

In offline reinforcement learning (RL), the goal is to learn a highly rewarding policy based solely on a dataset of historical interactions with the environment. The ability to train RL policies offline can greatly expand the applicability…

Machine Learning · Computer Science 2021-03-03 Rahul Kidambi , Aravind Rajeswaran , Praneeth Netrapalli , Thorsten Joachims

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

Machine Learning · Statistics 2022-08-24 Mengxin Yu , Zhuoran Yang , Jianqing Fan

Offline reinforcement learning (RL), also known as batch RL, offers the prospect of policy optimization from large pre-recorded datasets without online environment interaction. It addresses challenges with regard to the cost of data…

This study presents a novel approach to addressing offline reinforcement learning (RL) problems by reframing them as regression tasks that can be effectively solved using Decision Trees. Mainly, we introduce two distinct frameworks:…

Machine Learning · Computer Science 2024-10-16 Prajwal Koirala , Cody Fleming

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

Machine Learning · Statistics 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Sample efficiency and exploration remain major challenges in online reinforcement learning (RL). A powerful approach that can be applied to address these issues is the inclusion of offline data, such as prior trajectories from a human…

Machine Learning · Computer Science 2023-06-01 Philip J. Ball , Laura Smith , Ilya Kostrikov , Sergey Levine

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

This work studies offline Reinforcement Learning (RL) in a class of non-Markovian environments called Regular Decision Processes (RDPs). In RDPs, the unknown dependency of future observations and rewards from the past interactions can be…

Machine Learning · Computer Science 2024-09-05 Ahana Deb , Roberto Cipollone , Anders Jonsson , Alessandro Ronca , Mohammad Sadegh Talebi

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

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

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

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