Related papers: Primal-Dual Spectral Representation for Off-policy…
Offline imitation learning (IL) refers to learning expert behavior solely from demonstrations, without any additional interaction with the environment. Despite significant advances in offline IL, existing techniques find it challenging to…
When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…
We study Off-Policy Evaluation (OPE) in contextual bandit settings with large action spaces. The benchmark estimators suffer from severe bias and variance tradeoffs. Parametric approaches suffer from bias due to difficulty specifying the…
We consider the problem of offline reinforcement learning (RL) -- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as…
Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^\pi, d,…
Incorporating prior data into online reinforcement learning accelerates training but typically forces a difficult trade-off between high computational costs and long, multi-stage training pipelines. While fixed-length stabilization phases…
Offline Reinforcement Learning (RL) is an emerging field of RL in which policies are learned solely from demonstrations. Within offline RL, some environments involve balancing multiple objectives, but existing multi-objective offline RL…
This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…
Online Feedback Optimization (OFO) controllers iteratively drive a plant to an optimal operating point that satisfies input and output constraints, relying solely on the input-output sensitivity as model information. This paper introduces…
We study off-policy evaluation (OPE) of contextual bandit policies for large discrete action spaces where conventional importance-weighting approaches suffer from excessive variance. To circumvent this variance issue, we propose a new…
Sequential decision problems are widely studied across many areas of science. A key challenge when learning policies from historical data - a practice commonly referred to as off-policy learning - is how to ``identify'' the impact of a…
We consider the primal and dual forms of the optimality conditions for PDE-contrained optimization problems arising in Data-Driven Computational Mechanics when specialized to the reaction-diffusion context. Starting with the continuous…
Offline preference-based reinforcement learning (PbRL) provides an effective way to overcome the challenges of designing reward and the high costs of online interaction. However, since labeling preference needs real-time human feedback,…
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…
Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms which solve convex optimization problems. When implemented online for streaming data or as dynamic…
In this work, we consider the off-policy policy evaluation problem for contextual bandits and finite horizon reinforcement learning in the nonstationary setting. Reusing old data is critical for policy evaluation, but existing estimators…
While bisimulation-based approaches hold promise for learning robust state representations for Reinforcement Learning (RL) tasks, their efficacy in offline RL tasks has not been up to par. In some instances, their performance has even…
We study convex-concave saddle point problems with bilinear coupling, covering linearly constrained convex optimization and more general nonsmooth or constrained models via a proximable term in the dual objective. In linearly convergent…
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…
Reinforcement learning (RL) is a powerful tool for sequential decision-making, but its application is often hindered by privacy concerns arising from its interaction data. This challenge is particularly acute in advanced networked systems,…