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In offline reinforcement learning (RL) we have no opportunity to explore so we must make assumptions that the data is sufficient to guide picking a good policy, taking the form of assuming some coverage, realizability, Bellman completeness,…

Machine Learning · Computer Science 2023-11-14 Masatoshi Uehara , Nathan Kallus , Jason D. Lee , Wen Sun

The Mean Square Error (MSE) is commonly utilized to estimate the solution of the optimal value function in the vast majority of offline reinforcement learning (RL) models and has achieved outstanding performance. However, we find that its…

Machine Learning · Computer Science 2024-06-06 Yu Zhang , Rui Yu , Zhipeng Yao , Wenyuan Zhang , Jun Wang , Liming Zhang

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

We study representation learning for Offline Reinforcement Learning (RL), focusing on the important task of Offline Policy Evaluation (OPE). Recent work shows that, in contrast to supervised learning, realizability of the Q-function is not…

Machine Learning · Computer Science 2022-07-14 Jonathan D. Chang , Kaiwen Wang , Nathan Kallus , Wen Sun

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Theoretical guarantees in reinforcement learning (RL) are known to suffer multiplicative blow-up factors with respect to the misspecification error of function approximation. Yet, the nature of such \emph{approximation factors} --…

Machine Learning · Computer Science 2023-12-18 Philip Amortila , Nan Jiang , Csaba Szepesvári

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

Machine Learning · Computer Science 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…

Machine Learning · Statistics 2024-06-04 Kihyuk Hong , Ambuj Tewari

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

We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…

Machine Learning · Computer Science 2024-02-21 Avinandan Bose , Simon Shaolei Du , Maryam Fazel

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Machine Learning · Computer Science 2024-07-19 Ally Yalei Du , Lin F. Yang , Ruosong Wang

Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators…

Machine Learning · Computer Science 2022-03-14 Ming Yin , Yaqi Duan , Mengdi Wang , Yu-Xiang Wang

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

Machine Learning · Statistics 2022-08-24 Mengxin Yu , Zhuoran Yang , Jianqing Fan

We study offline reinforcement learning under $Q^\star$-approximation and partial coverage, a setting that motivates practical algorithms such as Conservative $Q$-Learning (CQL; Kumar et al., 2020) but has received limited theoretical…

Machine Learning · Computer Science 2026-02-13 Haolin Liu , Braham Snyder , Chen-Yu Wei

We investigate the problem of corruption robustness in offline reinforcement learning (RL) with general function approximation, where an adversary can corrupt each sample in the offline dataset, and the corruption level $\zeta\geq0$…

Machine Learning · Computer Science 2024-02-20 Chenlu Ye , Rui Yang , Quanquan Gu , Tong Zhang

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

Machine Learning · Statistics 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

This article introduces the theory of offline reinforcement learning in large state spaces, where good policies are learned from historical data without online interactions with the environment. Key concepts introduced include expressivity…

Machine Learning · Computer Science 2025-10-07 Nan Jiang , Tengyang Xie