Related papers: Automated Off-Policy Estimator Selection via Super…
Off-policy policy evaluation methods for sequential decision making can be used to help identify if a proposed decision policy is better than a current baseline policy. However, a new decision policy may be better than a baseline policy for…
We devise and analyze algorithms for the empirical policy evaluation problem in reinforcement learning. Our algorithms explore backward from high-cost states to find high-value ones, in contrast to forward approaches that work forward from…
Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others. One approach to this problem is through controlled experiments/trials - but controlled experiments are…
In offline-to-online reinforcement learning (O2O-RL), policies are first safely trained offline using previously collected datasets and then further fine-tuned for tasks via limited online interactions. In a typical O2O-RL pipeline,…
A key problem in off-policy Reinforcement Learning (RL) is the mismatch, or distribution shift, between the dataset and the distribution over states and actions visited by the learned policy. This problem is exacerbated in the fully offline…
This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…
By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…
Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…
This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…
Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…
This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation…
Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…
Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…
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…
Many sequential decision-making systems leverage data collected using prior policies to propose a new policy. For critical applications, it is important that high-confidence guarantees on the new policy's behavior are provided before…
We study the problem of off-policy evaluation for slate bandits, for the typical case in which the logging policy factorizes over the slots of the slate. We slightly depart from the existing literature by taking Bayes risk as the criterion…
We study the problem of model selection in batch policy optimization: given a fixed, partial-feedback dataset and $M$ model classes, learn a policy with performance that is competitive with the policy derived from the best model class. We…