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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

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

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

Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…

Machine Learning · Computer Science 2023-06-23 Zhang-Wei Hong , Pulkit Agrawal , Rémi Tachet des Combes , Romain Laroche

We consider the offline reinforcement learning (RL) setting where the agent aims to optimize the policy solely from the data without further environment interactions. In offline RL, the distributional shift becomes the primary source of…

Machine Learning · Computer Science 2021-06-22 Jongmin Lee , Wonseok Jeon , Byung-Jun Lee , Joelle Pineau , Kee-Eung Kim

Sample-efficiency guarantees for offline reinforcement learning (RL) often rely on strong assumptions on both the function classes (e.g., Bellman-completeness) and the data coverage (e.g., all-policy concentrability). Despite the recent…

Machine Learning · Computer Science 2022-06-29 Wenhao Zhan , Baihe Huang , Audrey Huang , Nan Jiang , Jason D. Lee

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

Machine Learning · Statistics 2024-11-21 Jeonghwan Lee , Cong Ma

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

Offline reinforcement learning (RL) aims to optimize a policy using collected data without online interactions. Model-based approaches are particularly appealing for addressing offline RL challenges because of their capability to mitigate…

Machine Learning · Computer Science 2026-04-14 Hao Li , Xiao-Hu Zhou , Shu-Hai Li , Mei-Jiang Gui , Xiao-Liang Xie , Shi-Qi Liu , Shuang-Yi Wang , Zhen-Qiu Feng , Zeng-Guang Hou

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

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

Machine Learning · Statistics 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

Machine Learning · Computer Science 2022-04-27 Ian Char , Viraj Mehta , Adam Villaflor , John M. Dolan , Jeff Schneider

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 present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

Machine Learning · Computer Science 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

We consider the offline constrained reinforcement learning (RL) problem, in which the agent aims to compute a policy that maximizes expected return while satisfying given cost constraints, learning only from a pre-collected dataset. This…

Machine Learning · Computer Science 2022-04-20 Jongmin Lee , Cosmin Paduraru , Daniel J. Mankowitz , Nicolas Heess , Doina Precup , Kee-Eung Kim , Arthur Guez

Matching users based on mutual preferences is a fundamental aspect of services driven by reciprocal recommendations, such as job search and dating applications. Although A/B tests remain the gold standard for evaluating new policies in…

Machine Learning · Computer Science 2025-07-21 Yudai Hayashi , Shuhei Goda , Yuta Saito

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang