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Leveraging offline data is an attractive way to accelerate online sequential decision-making. However, it is crucial to account for latent states in users or environments in the offline data, and latent bandits form a compelling model for…

Machine Learning · Computer Science 2025-09-03 Chinmaya Kausik , Kevin Tan , Ambuj Tewari

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…

Machine Learning · Computer Science 2021-10-27 Yuta Saito , Shunsuke Aihara , Megumi Matsutani , Yusuke Narita

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

Artificial Intelligence · Computer Science 2020-12-23 Nymisha Bandi , Theja Tulabandhula

Off-policy prediction -- learning the value function for one policy from data generated while following another policy -- is one of the most challenging subproblems in reinforcement learning. This paper presents empirical results with…

Machine Learning · Computer Science 2021-06-15 Sina Ghiassian , Richard S. Sutton

In offline reinforcement learning, deriving an effective policy from a pre-collected set of experiences is challenging due to the distribution mismatch between the target policy and the behavioral policy used to collect the data, as well as…

Machine Learning · Computer Science 2024-12-10 Catalin E. Brita , Stephan Bongers , Frans A. Oliehoek

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

Learning from Observations (LfO) is a practical reinforcement learning scenario from which many applications can benefit through the reuse of incomplete resources. Compared to conventional imitation learning (IL), LfO is more challenging…

Machine Learning · Computer Science 2021-03-01 Zhuangdi Zhu , Kaixiang Lin , Bo Dai , Jiayu Zhou

In-context learning enables large language models (LLMs) to perform a variety of tasks, including learning to make reward-maximizing choices in simple bandit tasks. Given their potential use as (autonomous) decision-making agents, it is…

Computation and Language · Computer Science 2024-05-21 William M. Hayes , Nicolas Yax , Stefano Palminteri

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…

Machine Learning · Statistics 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

Oftentimes, environments for sequential decision-making problems can be quite sparse in the provision of evaluative feedback to guide reinforcement-learning agents. In the extreme case, long trajectories of behavior are merely punctuated…

Machine Learning · Computer Science 2023-08-22 Akash Velu , Skanda Vaidyanath , Dilip Arumugam

Language models (LMs) are increasingly being integrated into a wide range of applications, yet the modern evaluation paradigm does not sufficiently reflect how they are actually being used. Current evaluations rely on benchmarks that often…

Computation and Language · Computer Science 2025-04-15 Aryan Shrivastava , Paula Akemi Aoyagui

Contextual bandit algorithms are essential for solving many real-world interactive machine learning problems. Despite multiple recent successes on statistically and computationally efficient methods, the practical behavior of these…

Machine Learning · Statistics 2021-06-08 Alberto Bietti , Alekh Agarwal , John Langford

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

Machine Learning · Computer Science 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

Compared to on-policy counterparts, off-policy model-free deep reinforcement learning can improve data efficiency by repeatedly using the previously gathered data. However, off-policy learning becomes challenging when the discrepancy…

Machine Learning · Computer Science 2023-09-27 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution…

Machine Learning · Computer Science 2021-06-09 Anton Dereventsov , Joseph D. Daws , Clayton Webster

Learning a goal-oriented dialog policy is generally performed offline with supervised learning algorithms or online with reinforcement learning (RL). Additionally, as companies accumulate massive quantities of dialog transcripts between…

Artificial Intelligence · Computer Science 2017-12-11 Li Zhou , Kevin Small , Oleg Rokhlenko , Charles Elkan

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

Machine Learning · Statistics 2022-02-04 Haruka Kiyohara , Yuta Saito , Tatsuya Matsuhiro , Yusuke Narita , Nobuyuki Shimizu , Yasuo Yamamoto

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

Machine Learning · Computer Science 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li