English
Related papers

Related papers: Distributional Off-policy Evaluation with Bellman …

200 papers

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…

Machine Learning · Computer Science 2023-11-16 Masatoshi Uehara , Haruka Kiyohara , Andrew Bennett , Victor Chernozhukov , Nan Jiang , Nathan Kallus , Chengchun Shi , Wen Sun

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

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

Machine Learning · Computer Science 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite…

Machine Learning · Computer Science 2019-10-14 Xinyun Chen , Lu Wang , Yizhe Hang , Heng Ge , Hongyuan Zha

Offline reinforcement learning algorithms often require careful hyperparameter tuning. Before deployment, we need to select amongst a set of candidate policies. However, there is limited understanding about the fundamental limits of this…

Machine Learning · Computer Science 2026-02-17 Vincent Liu , Prabhat Nagarajan , Andrew Patterson , Martha White

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

Off-policy Evaluation (OPE) methods are crucial tools for evaluating policies in high-stakes domains such as healthcare, where direct deployment is often infeasible, unethical, or expensive. When deployment environments are expected to…

Machine Learning · Computer Science 2022-09-20 Harvineet Singh , Shalmali Joshi , Finale Doshi-Velez , Himabindu Lakkaraju

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…

Machine Learning · Statistics 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

Machine Learning · Computer Science 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

We present a novel off-policy loss function for learning a transition model in model-based reinforcement learning. Notably, our loss is derived from the off-policy policy evaluation objective with an emphasis on correcting distribution…

Machine Learning · Computer Science 2021-03-04 Cameron Voloshin , Nan Jiang , Yisong Yue

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

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

Machine Learning · Computer Science 2022-06-17 Yuta Saito , Thorsten Joachims

Model-based methods have recently shown great potential for off-policy evaluation (OPE); offline trajectories induced by behavioral policies are fitted to transitions of Markov decision processes (MDPs), which are used to rollout simulated…

Machine Learning · Computer Science 2023-02-06 Qitong Gao , Ge Gao , Min Chi , Miroslav Pajic

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

In off policy evaluation (OPE) for partially observable Markov decision processes (POMDPs), an agent must infer hidden states from past observations, which exacerbates both the curse of horizon and the curse of memory in existing OPE…

Machine Learning · Statistics 2026-03-04 Youheng Zhu , Yiping Lu

Offline reinforcement learning and offline inverse reinforcement learning aim to recover near-optimal value functions or reward models from a fixed batch of logged trajectories, yet current practice still struggles to enforce Bellman…

Machine Learning · Computer Science 2026-01-27 Enoch H. Kang , Kyoungseok Jang

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh