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Sample-efficient offline reinforcement learning (RL) with linear function approximation has recently been studied extensively. Much of prior work has yielded the minimax-optimal bound of $\tilde{\mathcal{O}}(\frac{1}{\sqrt{K}})$, with $K$…

Machine Learning · Computer Science 2023-01-30 Thanh Nguyen-Tang , Ming Yin , Sunil Gupta , Svetha Venkatesh , Raman Arora

The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…

Machine Learning · Computer Science 2021-06-08 Evgenii Nikishin , Romina Abachi , Rishabh Agarwal , Pierre-Luc Bacon

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

Machine Learning · Computer Science 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

Machine Learning · Computer Science 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade

Offline reinforcement learning (RL) promises the ability to learn effective policies solely using existing, static datasets, without any costly online interaction. To do so, offline RL methods must handle distributional shift between the…

Machine Learning · Computer Science 2023-10-31 Joey Hong , Aviral Kumar , Sergey Levine

There has been growing progress on theoretical analyses for provably efficient learning in MDPs with linear function approximation, but much of the existing work has made strong assumptions to enable exploration by conventional exploration…

Machine Learning · Computer Science 2020-10-23 Andrea Zanette , Alessandro Lazaric , Mykel J. Kochenderfer , Emma Brunskill

Offline reinforcement learning (RL) faces a significant challenge of distribution shift. Model-free offline RL penalizes the Q value for out-of-distribution (OOD) data or constrains the policy closed to the behavior policy to tackle this…

Machine Learning · Computer Science 2024-04-18 Xiao-Yin Liu , Xiao-Hu Zhou , Guotao Li , Hao Li , Mei-Jiang Gui , Tian-Yu Xiang , De-Xing Huang , Zeng-Guang Hou

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Machine Learning · Computer Science 2020-07-23 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

Offline reinforcement learning (RL) has received increasing attention for learning policies from previously collected data without interaction with the real environment, which is particularly important in high-stakes applications. While a…

Machine Learning · Computer Science 2026-04-03 Qing Zhu , Xian Yu

In offline reinforcement learning (RL), a learner leverages prior logged data to learn a good policy without interacting with the environment. A major challenge in applying such methods in practice is the lack of both theoretically…

Machine Learning · Computer Science 2022-11-04 Jonathan N. Lee , George Tucker , Ofir Nachum , Bo Dai , Emma Brunskill

Offline reinforcement learning (RL) aims to learn decision policies from a fixed batch of logged transitions, without additional environment interaction. Despite remarkable empirical progress, offline RL remains fragile under distribution…

Methodology · Statistics 2026-03-16 Debashis Chatterjee

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function…

Machine Learning · Computer Science 2022-06-16 Jinglin Chen , Nan Jiang

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

Offline reinforcement learning (RL) aims to optimize the return given a fixed dataset of agent trajectories without additional interactions with the environment. While algorithm development has progressed rapidly, significant theoretical…

Machine Learning · Computer Science 2025-08-12 Fengdi Che

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

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

We study offline reinforcement learning (RL), which aims to learn an optimal policy based on a dataset collected a priori. Due to the lack of further interactions with the environment, offline RL suffers from the insufficient coverage of…

Machine Learning · Computer Science 2022-05-06 Ying Jin , Zhuoran Yang , Zhaoran Wang

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun