Related papers: Enhancing Offline Model-Based RL via Active Model …
Off-policy reinforcement learning (RL) has achieved notable success in tackling many complex real-world tasks, by leveraging previously collected data for policy learning. However, most existing off-policy RL algorithms fail to maximally…
Inspired by the recent successes of Inverse Optimization (IO) across various application domains, we propose a novel offline Reinforcement Learning (ORL) algorithm for continuous state and action spaces, leveraging the convex loss function…
Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…
In recommender systems (RecSys) and real-time bidding (RTB) for online advertisements, we often try to optimize sequential decision making using bandit and reinforcement learning (RL) techniques. In these applications, offline reinforcement…
Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and…
Offline Reinforcement Learning (RL) aims to learn policies from previously collected datasets without exploring the environment. Directly applying off-policy algorithms to offline RL usually fails due to the extrapolation error caused by…
Model-based reinforcement learning (MBRL) methods have shown strong sample efficiency and performance across a variety of tasks, including when faced with high-dimensional visual observations. These methods learn to predict the environment…
Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…
Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…
Designing and analyzing model-based RL (MBRL) algorithms with guaranteed monotonic improvement has been challenging, mainly due to the interdependence between policy optimization and model learning. Existing discrepancy bounds generally…
Offline model selection (OMS), that is, choosing the best policy from a set of many policies given only logged data, is crucial for applying offline RL in real-world settings. One idea that has been extensively explored is to select…
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 off-dynamics offline reinforcement learning, where the goal is to learn a policy from offline source and limited target datasets with mismatched dynamics. Existing methods either penalize the reward or discard source transitions…
Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…
Generative models such as diffusion have been employed as world models in offline reinforcement learning to generate synthetic data for more effective learning. Existing work either generates diffusion models one-time prior to training or…
Model-based Reinforcement Learning (MBRL) holds promise for data-efficiency by planning with model-generated experience in addition to learning with experience from the environment. However, in complex or changing environments, models in…
Model-based methods have recently shown great potential for off-policy evaluation (OPE); offline trajectories induced by behavioral policies are fitted to transitions of Markov decision processes (MDPs), which are used to rollout simulated…
We investigate machine learning approaches for optimizing real-time staffing decisions in semi-automated warehouse sortation systems. Operational decision-making can be supported at different levels of abstraction, with different…
Offline reinforcement learning (RL) learns effective policies from pre-collected datasets, offering a practical solution for applications where online interactions are risky or costly. Model-based approaches are particularly advantageous…
In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…