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Abstraction of Markov Decision Processes is a useful tool for solving complex problems, as it can ignore unimportant aspects of an environment, simplifying the process of learning an optimal policy. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2021-04-20 Ondrej Biza , Robert Platt

Markov Decision Processes (MDPs) often exhibit significant redundancy due to symmetries and shared structure across state-goal pairs in real-world Goal-Conditioned Reinforcement Learning (GCRL). While hierarchical policies have been…

Machine Learning · Computer Science 2026-05-22 Clarisse Wibault , Alexander Goldie , Antonio Villares , Maike Osborne , Jakob Foerster

Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

Machine Learning · Statistics 2025-09-30 Mohammad Mehrabi , Stefan Wager

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

Machine Learning · Statistics 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly…

Machine Learning · Computer Science 2018-07-11 Aniruddh Raghu , Omer Gottesman , Yao Liu , Matthieu Komorowski , Aldo Faisal , Finale Doshi-Velez , Emma Brunskill

Reinforcement learning (RL) has been extensively researched for enhancing human-environment interactions in various human-centric tasks, including e-learning and healthcare. Since deploying and evaluating policies online are high-stakes in…

Machine Learning · Computer Science 2023-02-21 Ge Gao , Song Ju , Markel Sanz Ausin , Min Chi

Off-Policy Evaluation (OPE) in contextual bandits is crucial for assessing new policies using existing data without costly experimentation. However, current OPE methods, such as Inverse Probability Weighting (IPW) and Doubly Robust (DR)…

Machine Learning · Statistics 2023-12-05 Muhammad Faaiz Taufiq , Arnaud Doucet , Rob Cornish , Jean-Francois Ton

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

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

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

Abstraction is crucial for effective sequential decision making in domains with large state spaces. In this work, we propose an information bottleneck method for learning approximate bisimulations, a type of state abstraction. We use a deep…

Machine Learning · Computer Science 2021-01-12 Ondrej Biza , Robert Platt , Jan-Willem van de Meent , Lawson L. S. Wong

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

Machine Learning · Computer Science 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

For an autonomous agent, executing a poor policy may be costly or even dangerous. For such agents, it is desirable to determine confidence interval lower bounds on the performance of any given policy without executing said policy. Current…

Artificial Intelligence · Computer Science 2018-09-25 Josiah P. Hanna , Peter Stone , Scott Niekum

Reinforcement learning (RL) has the potential to transform real-world decision-making systems by enabling autonomous agents to learn from experience. Deploying RL in real-world settings, especially in the context of human-robot interaction,…

Machine Learning · Computer Science 2026-02-04 Saurav Singh , Rodney Sanchez , Alexander Ororbia , Jamison Heard

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly…

We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…

Statistics Theory · Mathematics 2022-06-28 Xiaohong Chen , Zhengling Qi

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI)…

Machine Learning · Statistics 2021-06-09 Chengchun Shi , Runzhe Wan , Victor Chernozhukov , Rui Song

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh