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The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing…

Machine Learning · Computer Science 2020-07-31 Mark Rowland , Anna Harutyunyan , Hado van Hasselt , Diana Borsa , Tom Schaul , Rémi Munos , Will Dabney

On-policy reinforcement learning (RL) algorithms are typically characterized as algorithms that perform policy updates using i.i.d. trajectories collected by the agent's current policy. However, after observing only a finite number of…

Machine Learning · Computer Science 2026-02-11 Nicholas E. Corrado , Josiah P. Hanna

Offline reinforcement learning provides a viable approach to obtain advanced control strategies for dynamical systems, in particular when direct interaction with the environment is not available. In this paper, we introduce a conceptual…

Machine Learning · Computer Science 2024-01-04 Marc Weber , Phillip Swazinna , Daniel Hein , Steffen Udluft , Volkmar Sterzing

We study the use of policy gradient algorithms to optimize over a class of generalized Thompson sampling policies. Our central insight is to view the posterior parameter sampled by Thompson sampling as a kind of pseudo-action. Policy…

Machine Learning · Computer Science 2020-07-01 Seungki Min , Ciamac C. Moallemi , Daniel J. Russo

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, but counteracting off-policy bias without exacerbating variance is challenging. Classically, off-policy bias is corrected in a per-decision…

Machine Learning · Computer Science 2025-12-23 Brett Daley , Martha White , Christopher Amato , Marlos C. Machado

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Machine Learning · Computer Science 2023-01-26 Yash Chandak , Shiv Shankar , Nathaniel D. Bastian , Bruno Castro da Silva , Emma Brunskil , Philip S. Thomas

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Learning from Observations (LfO) is a practical reinforcement learning scenario from which many applications can benefit through the reuse of incomplete resources. Compared to conventional imitation learning (IL), LfO is more challenging…

Machine Learning · Computer Science 2021-03-01 Zhuangdi Zhu , Kaixiang Lin , Bo Dai , Jiayu Zhou

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

The policy gradient theorem gives a convenient form of the policy gradient in terms of three factors: an action value, a gradient of the action likelihood, and a state distribution involving discounting called the \emph{discounted…

Machine Learning · Computer Science 2023-06-26 Fengdi Che , Gautham Vasan , A. Rupam Mahmood

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

Importance sampling (IS) represents a fundamental technique for a large surge of off-policy reinforcement learning approaches. Policy gradient (PG) methods, in particular, significantly benefit from IS, enabling the effective reuse of…

Machine Learning · Computer Science 2024-05-10 Matteo Papini , Giorgio Manganini , Alberto Maria Metelli , Marcello Restelli

Scaling reinforcement learning to tens of thousands of parallel environments requires overcoming the limited exploration capacity of a single policy. Ensemble-based policy gradient methods, which employ multiple policies to collect diverse…

Machine Learning · Computer Science 2026-03-04 Naoki Shitanda , Motoki Omura , Tatsuya Harada , Takayuki Osa

Policy gradients methods apply to complex, poorly understood, control problems by performing stochastic gradient descent over a parameterized class of polices. Unfortunately, even for simple control problems solvable by standard dynamic…

Machine Learning · Computer Science 2022-06-22 Jalaj Bhandari , Daniel Russo

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

Machine Learning · Computer Science 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

A great variety of off-policy learning algorithms exist in the literature, and new breakthroughs in this area continue to be made, improving theoretical understanding and yielding state-of-the-art reinforcement learning algorithms. In this…

Machine Learning · Computer Science 2020-07-31 Mark Rowland , Will Dabney , Rémi Munos

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari
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