Related papers: Pessimism Meets Risk: Risk-Sensitive Offline Reinf…

In real-world scenarios, datasets collected from randomized experiments are often constrained by size, due to limitations in time and budget. As a result, leveraging large observational datasets becomes a more attractive option for…

Offline RL algorithms must account for the fact that the dataset they are provided may leave many facets of the environment unknown. The most common way to approach this challenge is to employ pessimistic or conservative methods, which…

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…

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

Applying reinforcement learning (RL) to real-world problems is often made challenging by the inability to interact with the environment and the difficulty of designing reward functions. Offline RL addresses the first challenge by…

To obtain a near-optimal policy with fewer interactions in Reinforcement Learning (RL), a promising approach involves the combination of offline RL, which enhances sample efficiency by leveraging offline datasets, and online RL, which…

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Evidence-based or data-driven dynamic treatment regimes are essential for personalized medicine, which can benefit from offline reinforcement learning (RL). Although massive healthcare data are available across medical institutions, they…

We propose risk-sensitive reinforcement learning algorithms catering to three families of risk measures, namely expectiles, utility-based shortfall risk and optimized certainty equivalent risk. For each risk measure, in the context of a…

Recent advances in reinforcement learning (RL) enable its use on increasingly complex tasks, but the lack of formal safety guarantees still limits its application in safety-critical settings. A common practical approach is to augment the RL…

Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…

Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected…

Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

We study the offline meta-reinforcement learning (OMRL) problem, a paradigm which enables reinforcement learning (RL) algorithms to quickly adapt to unseen tasks without any interactions with the environments, making RL truly practical in…

Offline reinforcement learning (RL), also known as batch RL, offers the prospect of policy optimization from large pre-recorded datasets without online environment interaction. It addresses challenges with regard to the cost of data…

Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…