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Consider the following instance of the Offline Meta Reinforcement Learning (OMRL) problem: given the complete training logs of $N$ conventional RL agents, trained on $N$ different tasks, design a meta-agent that can quickly maximize reward…

Machine Learning · Computer Science 2021-02-15 Ron Dorfman , Idan Shenfeld , Aviv Tamar

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…

Machine Learning · Computer Science 2021-12-06 Scott Fujimoto , Shixiang Shane Gu

Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Machine Learning · Computer Science 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

We consider the offline reinforcement learning problem, where the aim is to learn a decision making policy from logged data. Offline RL -- particularly when coupled with (value) function approximation to allow for generalization in large or…

Machine Learning · Computer Science 2022-08-31 Dylan J. Foster , Akshay Krishnamurthy , David Simchi-Levi , Yunzong Xu

Actor-critic methods are widely used in offline reinforcement learning practice, but are not so well-understood theoretically. We propose a new offline actor-critic algorithm that naturally incorporates the pessimism principle, leading to…

Machine Learning · Computer Science 2021-08-20 Andrea Zanette , Martin J. Wainwright , Emma Brunskill

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…

Machine Learning · Computer Science 2022-08-05 Xinqi Wang , Qiwen Cui , Simon S. Du

A precondition for the deployment of a Reinforcement Learning agent to a real-world system is to provide guarantees on the learning process. While a learning algorithm will eventually converge to a good policy, there are no guarantees on…

Machine Learning · Statistics 2023-12-27 Paul Daoudi , Mathias Formoso , Othman Gaizi , Achraf Azize , Evrard Garcelon

Improving the multi-step reasoning ability of large language models (LLMs) with offline reinforcement learning (RL) is essential for quickly adapting them to complex tasks. While Direct Preference Optimization (DPO) has shown promise in…

Machine Learning · Computer Science 2024-12-30 Huaijie Wang , Shibo Hao , Hanze Dong , Shenao Zhang , Yilin Bao , Ziran Yang , Yi Wu

Offline model selection (OMS), that is, choosing the best policy from a set of many policies given only logged data, is crucial for applying offline RL in real-world settings. One idea that has been extensively explored is to select…

Machine Learning · Computer Science 2023-10-18 Joshua P. Zitovsky , Daniel de Marchi , Rishabh Agarwal , Michael R. Kosorok

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

We study model-based offline Reinforcement Learning with general function approximation without a full coverage assumption on the offline data distribution. We present an algorithm named Constrained Pessimistic Policy Optimization…

Machine Learning · Computer Science 2023-01-11 Masatoshi Uehara , Wen Sun

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet