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Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Machine Learning · Computer Science 2026-02-11 Hanyong Wang , Menglong Yang

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Off-policy learning and evaluation leverage logged bandit feedback datasets, which contain context, action, propensity score, and feedback for each data point. These scenarios face significant challenges due to high variance and poor…

Machine Learning · Computer Science 2025-06-10 Armin Behnamnia , Gholamali Aminian , Alireza Aghaei , Chengchun Shi , Vincent Y. F. Tan , Hamid R. Rabiee

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…

Machine Learning · Computer Science 2023-11-16 Masatoshi Uehara , Haruka Kiyohara , Andrew Bennett , Victor Chernozhukov , Nan Jiang , Nathan Kallus , Chengchun Shi , Wen Sun

The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…

Machine Learning · Computer Science 2021-04-15 Moritz A. Zanger , Karam Daaboul , J. Marius Zöllner

Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation…

Machine Learning · Statistics 2022-05-24 Botao Hao , Xiang Ji , Yaqi Duan , Hao Lu , Csaba Szepesvári , Mengdi Wang

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

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

In offline reinforcement learning (RL), a learner leverages prior logged data to learn a good policy without interacting with the environment. A major challenge in applying such methods in practice is the lack of both theoretically…

Machine Learning · Computer Science 2022-11-04 Jonathan N. Lee , George Tucker , Ofir Nachum , Bo Dai , Emma Brunskill

In this paper, we propose a novel $K$-nearest neighbor resampling procedure for estimating the performance of a policy from historical data containing realized episodes of a decision process generated under a different policy. We provide…

Machine Learning · Statistics 2024-01-11 Michael Giegrich , Roel Oomen , Christoph Reisinger

Offline reinforcement learning (RL) addresses the problem of learning a performant policy from a fixed batch of data collected by following some behavior policy. Model-based approaches are particularly appealing in the offline setting since…

Machine Learning · Computer Science 2023-03-06 Jihwan Jeong , Xiaoyu Wang , Michael Gimelfarb , Hyunwoo Kim , Baher Abdulhai , Scott Sanner

We study the problem of training and fine-tuning expressive policies with online reinforcement learning (RL) given an offline dataset. Training expressive policy classes with online RL present a unique challenge of stable value…

Machine Learning · Computer Science 2026-05-01 Perry Dong , Qiyang Li , Dorsa Sadigh , Chelsea Finn

Outlier detection (OD) literature exhibits numerous algorithms as it applies to diverse domains. However, given a new detection task, it is unclear how to choose an algorithm to use, nor how to set its hyperparameter(s) (HPs) in…

Machine Learning · Computer Science 2022-10-20 Xueying Ding , Lingxiao Zhao , Leman Akoglu

Offline reinforcement learning (RL) algorithms are applied to learn performant, well-generalizing policies when provided with a static dataset of interactions. Many recent approaches to offline RL have seen substantial success, but with one…

Machine Learning · Computer Science 2024-07-30 Padmanaba Srinivasan , William Knottenbelt

Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…

Machine Learning · Computer Science 2022-07-19 Nathan Kallus , Xiaojie Mao , Kaiwen Wang , Zhengyuan Zhou

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

Machine Learning · Computer Science 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

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

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

Machine Learning · Computer Science 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

State-of-the-art reinforcement learning algorithms mostly rely on being allowed to directly interact with their environment to collect millions of observations. This makes it hard to transfer their success to industrial control problems,…

Machine Learning · Computer Science 2021-07-23 Phillip Swazinna , Steffen Udluft , Thomas Runkler

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus