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We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

Model-free algorithms for reinforcement learning typically require a condition called Bellman completeness in order to successfully operate off-policy with function approximation, unless additional conditions are met. However, Bellman…

Machine Learning · Computer Science 2023-06-07 Andrea Zanette

Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial…

Machine Learning · Computer Science 2023-12-20 Di Wu , Yuling Jiao , Li Shen , Haizhao Yang , Xiliang Lu

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…

Machine Learning · Computer Science 2023-10-25 Tengyang Xie , Ching-An Cheng , Nan Jiang , Paul Mineiro , Alekh Agarwal

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

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

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

We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Machine Learning · Computer Science 2023-10-11 Wenzhuo Zhou

Offline reinforcement learning promises policy improvement from logged interaction data alone, yet state-of-the-art algorithms remain vulnerable to value over-estimation and to violations of domain knowledge such as monotonicity or…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Ali Baheri

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Machine Learning · Computer Science 2026-04-23 Matthew Zurek , Guy Zamir , Yudong Chen

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

Many reinforcement learning algorithms rely on value estimation, however, the most widely used algorithms -- namely temporal difference algorithms -- can diverge under both off-policy sampling and nonlinear function approximation. Many…

Machine Learning · Computer Science 2024-08-02 Andrew Patterson , Adam White , Martha White

We study the offline reinforcement learning (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown Markov Decision Process (MDP) using the data coming from a policy $\mu$. In particular, we consider the…

Machine Learning · Computer Science 2021-10-19 Ming Yin , Yu-Xiang Wang

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

Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^\pi, d,…

Machine Learning · Computer Science 2026-01-28 Philip Amortila , Audrey Huang , Akshay Krishnamurthy , Nan Jiang

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus
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