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The objective of offline RL is to learn optimal policies when a fixed exploratory demonstrations data-set is available and sampling additional observations is impossible (typically if this operation is either costly or rises ethical…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Vianney Perchet

The goal of reinforcement learning (RL) is to find a policy that maximizes the expected cumulative return. It has been shown that this objective can be represented as an optimization problem of state-action visitation distribution under…

Machine Learning · Computer Science 2024-01-29 Harshit Sikchi , Qinqing Zheng , Amy Zhang , Scott Niekum

Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Qiyang Li , Sergey Levine

Reinforcement learning (RL) is a promising method to solve control problems. However, model-free RL algorithms are sample inefficient and require thousands if not millions of samples to learn optimal control policies. A major source of…

Machine Learning · Computer Science 2022-10-31 Atish Dixit , Ahmed Elsheikh

Offline reinforcement learning (RL) addresses the challenge of expensive and high-risk data exploration inherent in RL by pre-training policies on vast amounts of offline data, enabling direct deployment or fine-tuning in real-world…

Machine Learning · Computer Science 2024-08-13 Thanh Nguyen , Tung M. Luu , Tri Ton , Chang D. Yoo

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…

Machine Learning · Computer Science 2023-06-23 Zhang-Wei Hong , Pulkit Agrawal , Rémi Tachet des Combes , Romain Laroche

While imitation learning requires access to high-quality data, offline reinforcement learning (RL) should, in principle, perform similarly or better with substantially lower data quality by using a value function. However, current results…

Machine Learning · Computer Science 2024-10-30 Seohong Park , Kevin Frans , Sergey Levine , Aviral Kumar

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Learning effective reinforcement learning (RL) policies to solve real-world complex tasks can be quite challenging without a high-fidelity simulation environment. In most cases, we are only given imperfect simulators with simplified…

Machine Learning · Computer Science 2025-10-16 Haoyi Niu , Shubham Sharma , Yiwen Qiu , Ming Li , Guyue Zhou , Jianming Hu , Xianyuan Zhan

While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

This study presents a novel approach to addressing offline reinforcement learning (RL) problems by reframing them as regression tasks that can be effectively solved using Decision Trees. Mainly, we introduce two distinct frameworks:…

Machine Learning · Computer Science 2024-10-16 Prajwal Koirala , Cody Fleming

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Machine Learning · Computer Science 2021-04-23 Eric Benhamou , David Saltiel , Serge Tabachnik , Sui Kai Wong , François Chareyron

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Deep reinforcement learning algorithms have succeeded in several challenging domains. Classic Online RL job schedulers can learn efficient scheduling strategies but often takes thousands of timesteps to explore the environment and adapt…

Machine Learning · Computer Science 2022-12-05 Vanamala Venkataswamy , Jake Grigsby , Andrew Grimshaw , Yanjun Qi

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

Portfolio Management · Quantitative Finance 2023-10-30 Yinheng Li , Junhao Wang , Yijie Cao

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

Online advertising in recommendation platforms has gained significant attention, with a predominant focus on channel recommendation and budget allocation strategies. However, current offline reinforcement learning (RL) methods face…

Information Retrieval · Computer Science 2025-07-10 Langming Liu , Wanyu Wang , Chi Zhang , Bo Li , Hongzhi Yin , Xuetao Wei , Wenbo Su , Bo Zheng , Xiangyu Zhao

Offline Reinforcement Learning (RL) has emerged as a powerful alternative to imitation learning for behavior modeling in various domains, particularly in complex navigation tasks. An existing challenge with Offline RL is the signal-to-noise…

Machine Learning · Computer Science 2024-11-13 Alexi Canesse , Mathieu Petitbois , Ludovic Denoyer , Sylvain Lamprier , Rémy Portelas