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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…

Machine Learning · Computer Science 2023-12-19 Abhinav Jain , Vaibhav Unhelkar

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…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

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…

Machine Learning · Statistics 2023-12-15 Tatsuhiro Shimizu , Laura Forastiere

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…

Machine Learning · Computer Science 2021-02-04 Ming Yin , Yu Bai , Yu-Xiang Wang

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,…

Machine Learning · Computer Science 2026-01-28 Philip Amortila , Audrey Huang , Akshay Krishnamurthy , Nan Jiang

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…

Machine Learning · Computer Science 2026-05-21 Carlo Romeo , Girolamo Macaluso , Alessandro Sestini , Andrew D. Bagdanov

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…

Machine Learning · Computer Science 2026-05-22 Peter Adema , Karim Galliamov , Aleksey Evstratovskiy , Ross Geurts

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…

Optimization and Control · Mathematics 2021-11-23 Kui Zhu , Yutao Tang

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…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Nicholas Julian Behr , Mattia Bianchi , Keith Moffat , Saverio Bolognani , Florian Dörfler

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…

Machine Learning · Statistics 2023-06-12 Yuta Saito , Qingyang Ren , Thorsten Joachims

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…

Methodology · Statistics 2025-01-03 Joakim Blach Andersen , Qingyuan Zhao

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…

Numerical Analysis · Mathematics 2025-12-24 Ramon Codina , Roberto Federico Ausas , Pedro Balbão Bazon , Cristian Guillermo Gebhardt

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,…

Machine Learning · Computer Science 2026-02-10 Xiao-Yin Liu , Guotao Li , Xiao-Hu Zhou , Zeng-Guang Hou

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…

Machine Learning · Statistics 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

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…

Optimization and Control · Mathematics 2021-04-22 John W. Simpson-Porco , Bala Kameshwar Poolla , Nima Monshizadeh , Florian Dorfler

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…

Machine Learning · Computer Science 2023-02-24 Vincent Liu , Yash Chandak , Philip Thomas , Martha White

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…

Machine Learning · Computer Science 2023-10-27 Hongyu Zang , Xin Li , Leiji Zhang , Yang Liu , Baigui Sun , Riashat Islam , Remi Tachet des Combes , Romain Laroche

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…

Optimization and Control · Mathematics 2026-03-02 Meng Li , Paul Grigas

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…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

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,…

Machine Learning · Computer Science 2025-11-18 Shaojie Bai , Mohammad Sadegh Talebi , Chengcheng Zhao , Peng Cheng , Jiming Chen