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We introduce a novel doubly-robust (DR) off-policy evaluation (OPE) estimator for Markov decision processes, DRUnknown, designed for situations where both the logging policy and the value function are unknown. The proposed estimator…

Machine Learning · Statistics 2024-04-03 Kyungbok Lee , Myunghee Cho Paik

Sequential decision-making agents struggle with long horizon tasks, since solving them requires multi-step reasoning. Most reinforcement learning (RL) algorithms address this challenge by improved credit assignment, introducing memory…

Machine Learning · Computer Science 2023-04-04 Bogdan Mazoure , Jake Bruce , Doina Precup , Rob Fergus , Ankit Anand

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

Off-policy evaluation (OPE) aims to estimate the benefit of following a counterfactual sequence of actions, given data collected from executed sequences. However, existing OPE estimators often exhibit high bias and high variance in problems…

Machine Learning · Computer Science 2023-07-17 Aaman Rebello , Shengpu Tang , Jenna Wiens , Sonali Parbhoo

We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value…

Machine Learning · Computer Science 2020-02-19 Omer Gottesman , Yao Liu , Scott Sussex , Emma Brunskill , Finale Doshi-Velez

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

Machine Learning · Computer Science 2026-02-02 Jiayu Chen , Le Xu , Aravind Venugopal , Jeff Schneider

We propose and analyze a reinforcement learning principle that approximates the Bellman equations by enforcing their validity only along an user-defined space of test functions. Focusing on applications to model-free offline RL with…

Machine Learning · Computer Science 2022-10-13 Andrea Zanette , Martin J. Wainwright

Generative models such as diffusion have been employed as world models in offline reinforcement learning to generate synthetic data for more effective learning. Existing work either generates diffusion models one-time prior to training or…

Machine Learning · Computer Science 2024-05-31 Zeyu Fang , Tian Lan

Off-policy reinforcement learning (RL) has achieved notable success in tackling many complex real-world tasks, by leveraging previously collected data for policy learning. However, most existing off-policy RL algorithms fail to maximally…

Machine Learning · Computer Science 2024-05-30 Yu Luo , Tianying Ji , Fuchun Sun , Jianwei Zhang , Huazhe Xu , Xianyuan Zhan

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

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment decision rule using historical data generated by a different…

Machine Learning · Statistics 2021-11-08 Hengrui Cai , Chengchun Shi , Rui Song , Wenbin Lu

Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…

Machine Learning · Computer Science 2020-03-02 Anji Liu , Yitao Liang , Guy Van den Broeck

Offline reinforcement learning (RL) addresses the challenge of expensive and high-risk data exploration inherent in RL by pre-training policies on vast amounts of offline data, enabling direct deployment or fine-tuning in real-world…

Machine Learning · Computer Science 2024-08-13 Thanh Nguyen , Tung M. Luu , Tri Ton , Chang D. Yoo

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

Offline reinforcement learning (RL) seeks to learn optimal policies from static datasets without interacting with the environment. A common challenge is handling multi-modal action distributions, where multiple behaviours are represented in…

Machine Learning · Computer Science 2025-03-20 Mianchu Wang , Yue Jin , Giovanni Montana

Offline reinforcement learning (offline RL) is an emerging field that has recently begun gaining attention across various application domains due to its ability to learn strategies from earlier collected datasets. Offline RL proved very…

Artificial Intelligence · Computer Science 2023-02-09 Shuxin Li , Xinrun Wang , Youzhi Zhang , Jakub Cerny , Pengdeng Li , Hau Chan , Bo An

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

Model-based offline reinforcement Learning (RL) is a promising approach that leverages existing data effectively in many real-world applications, especially those involving high-dimensional inputs like images and videos. To alleviate the…

Computer Vision and Pattern Recognition · Computer Science 2024-06-17 Shenghua Wan , Ziyuan Chen , Le Gan , Shuai Feng , De-Chuan Zhan

Neural ordinary differential equations (ODEs) are widely recognized as the standard for modeling physical mechanisms, which help to perform approximate inference in unknown physical or biological environments. In partially observable (PO)…

Machine Learning · Computer Science 2023-10-31 Xuanle Zhao , Duzhen Zhang , Liyuan Han , Tielin Zhang , Bo Xu

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang
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