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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

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Offline Reinforcement Learning (RL) aims to extract near-optimal policies from imperfect offline data without additional environment interactions. Extracting policies from diverse offline datasets has the potential to expand the range of…

Machine Learning · Computer Science 2021-06-21 Catherine Cang , Aravind Rajeswaran , Pieter Abbeel , Michael Laskin

In this paper, we study offline preference-based reinforcement learning (PbRL), where learning is based on pre-collected preference feedback over pairs of trajectories. While offline PbRL has demonstrated remarkable empirical success,…

Machine Learning · Computer Science 2025-06-04 Hyungkyu Kang , Min-hwan Oh

We investigate the fundamental problem of leveraging offline data to accelerate online reinforcement learning - a direction with strong potential but limited theoretical grounding. Our study centers on how to learn and apply value envelopes…

Machine Learning · Statistics 2025-10-23 Sebastian Reboul , Hélène Halconruy , Randal Douc

Model-based offline reinforcement learning (RL) aims to enhance offline RL with a dynamics model that facilitates policy exploration. However, \textit{model exploitation} could occur due to inevitable model errors, degrading algorithm…

Machine Learning · Computer Science 2026-03-10 Zhongjian Qiao , Jiafei Lyu , Boxiang Lyu , Yao Shu , Siyang Gao , Shuang Qiu

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

Recent advances in large reasoning models have leveraged reinforcement learning with verifiable rewards (RLVR) to improve reasoning capabilities. However, scaling these methods typically requires extensive rollout computation and large…

Machine Learning · Computer Science 2025-09-03 Xinyu Tang , Zhenduo Zhang , Yurou Liu , Wayne Xin Zhao , Zujie Wen , Zhiqiang Zhang , Jun Zhou

Offline reinforcement learning (RL) is a challenging setting where existing off-policy actor-critic methods perform poorly due to the overestimation of out-of-distribution state-action pairs. Thus, various additional augmentations are…

Machine Learning · Computer Science 2023-02-23 Zifeng Zhuang , Kun Lei , Jinxin Liu , Donglin Wang , Yilang Guo

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Combining offline and online reinforcement learning (RL) is crucial for efficient and safe learning. However, previous approaches treat offline and online learning as separate procedures, resulting in redundant designs and limited…

Machine Learning · Computer Science 2024-03-19 Kun Lei , Zhengmao He , Chenhao Lu , Kaizhe Hu , Yang Gao , Huazhe Xu

Offline reinforcement learning struggles with distributional shift and constrained performance due to static dataset limitations, while online RL demands prohibitive environment interactions. The recent advent of hybrid offline-to-online…

Machine Learning · Computer Science 2026-05-19 Qisai Liu , Zhanhong Jiang , Joshua Russell Waite , Aditya Balu , Cody Fleming , Soumik Sarkar

Off-policy model-free deep reinforcement learning methods using previously collected data can improve sample efficiency over on-policy policy gradient techniques. On the other hand, on-policy algorithms are often more stable and easier to…

Machine Learning · Computer Science 2017-06-02 Shixiang Gu , Timothy Lillicrap , Zoubin Ghahramani , Richard E. Turner , Bernhard Schölkopf , Sergey Levine

Policy constraint methods to offline reinforcement learning (RL) typically utilize parameterization or regularization that constrains the policy to perform actions within the support set of the behavior policy. The elaborative designs of…

Machine Learning · Computer Science 2022-10-13 Jialong Wu , Haixu Wu , Zihan Qiu , Jianmin Wang , Mingsheng Long

Proximal policy optimization (PPO) is a widely-used algorithm for on-policy reinforcement learning. This work offers an alternative perspective of PPO, in which it is decomposed into the inner-loop estimation of update vectors, and the…

Machine Learning · Computer Science 2024-11-04 Charlie B. Tan , Edan Toledo , Benjamin Ellis , Jakob N. Foerster , Ferenc Huszár

Offline reinforcement learning (RL) enables the agent to effectively learn from logged data, which significantly extends the applicability of RL algorithms in real-world scenarios where exploration can be expensive or unsafe. Previous works…

Machine Learning · Computer Science 2022-12-05 Yiqin Yang , Hao Hu , Wenzhe Li , Siyuan Li , Jun Yang , Qianchuan Zhao , Chongjie Zhang

Offline pretraining with a static dataset followed by online fine-tuning (offline-to-online, or OtO) is a paradigm well matched to a real-world RL deployment process. In this scenario, we aim to find the best-performing policy within a…

Machine Learning · Computer Science 2024-06-24 Trevor McInroe , Adam Jelley , Stefano V. Albrecht , Amos Storkey

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

Offline-to-online reinforcement learning (RL), by combining the benefits of offline pretraining and online finetuning, promises enhanced sample efficiency and policy performance. However, existing methods, effective as they are, suffer from…

Machine Learning · Computer Science 2023-05-26 Jianxiong Li , Xiao Hu , Haoran Xu , Jingjing Liu , Xianyuan Zhan , Ya-Qin Zhang

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

Machine Learning · Statistics 2026-05-18 Connor Douglas , Joel Persson , Foster Provost
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