Related papers: Off-policy Evaluation with Deeply-abstracted State…
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…
We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general function approximation. Existing methods such as sequential importance sampling estimators and fitted-Q evaluation suffer from the curse of horizon in…
Analysis of Markov Decision Processes (MDP) is often hindered by state space explosion. Abstraction is a well-established technique in model checking to mitigate this issue. This paper presents a novel lazy abstraction method for MDP…
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…
Partially Observable Markov Decision Process (POMDP) is widely used to model probabilistic behavior for complex systems. Compared with MDPs, POMDP models a system more accurate but solving a POMDP generally takes exponential time in the…
We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the…
We study off-policy evaluation (OPE) in the problem of slate contextual bandits where a policy selects multi-dimensional actions known as slates. This problem is widespread in recommender systems, search engines, marketing, to medical…
In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…
Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…
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…
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…
Evaluating the value of a hypothetical target policy with only a logged dataset is important but challenging. On the one hand, it brings opportunities for safe policy improvement under high-stakes scenarios like clinical guidelines. On the…
Model-based methods have recently shown great potential for off-policy evaluation (OPE); offline trajectories induced by behavioral policies are fitted to transitions of Markov decision processes (MDPs), which are used to rollout simulated…
Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we…
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…
Holdout validation and hyperparameter tuning from data is a long-standing problem in offline reinforcement learning (RL). A standard framework is to use off-policy evaluation (OPE) methods to evaluate and select the policies, but OPE either…
We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…
Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…
We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…
We consider the problem of off-policy evaluation for reinforcement learning, where the goal is to estimate the expected reward of a target policy $\pi$ using offline data collected by running a logging policy $\mu$. Standard…