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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

Large scale reinforcement learning has become a central tool for improving reasoning in large language models. At this scale, generation is often lagged or asynchronous, so updates are performed on data collected by older policies. This…

Machine Learning · Computer Science 2026-05-28 Otmane Sakhi , Aleksei Arzhantsev , Imad Aouali , Flavian Vasile

We address the problem of offline learning a policy that avoids undesirable demonstrations. Unlike conventional offline imitation learning approaches that aim to imitate expert or near-optimal demonstrations, our setting involves avoiding…

Machine Learning · Computer Science 2024-10-14 Huy Hoang , Tien Mai , Pradeep Varakantham

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

Offline policy learning is aimed at learning decision-making policies using existing datasets of trajectories without collecting additional data. The primary motivation for using reinforcement learning (RL) instead of supervised learning…

We study the problem of safe offline reinforcement learning (RL), the goal is to learn a policy that maximizes long-term reward while satisfying safety constraints given only offline data, without further interaction with the environment.…

Machine Learning · Computer Science 2022-04-11 Haoran Xu , Xianyuan Zhan , Xiangyu Zhu

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

Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…

Machine Learning · Computer Science 2022-03-15 Thanh Nguyen-Tang , Sunil Gupta , A. Tuan Nguyen , Svetha Venkatesh

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

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

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…

Machine Learning · Computer Science 2025-09-23 Qinbo Bai , Mridul Agarwal , Vaneet Aggarwal

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

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

Implicit Q-learning (IQL) serves as a strong baseline for offline RL, which learns the value function using only dataset actions through quantile regression. However, it is unclear how to recover the implicit policy from the learned…

Machine Learning · Computer Science 2025-11-06 Longxiang He , Li Shen , Xueqian Wang

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed.…

Econometrics · Economics 2025-12-30 Masahiro Kato

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Machine Learning · Computer Science 2026-04-23 Matthew Zurek , Guy Zamir , Yudong Chen

Offline policy evaluation is a fundamental statistical problem in reinforcement learning that involves estimating the value function of some decision-making policy given data collected by a potentially different policy. In order to tackle…

Machine Learning · Computer Science 2022-12-20 Juan C. Perdomo , Akshay Krishnamurthy , Peter Bartlett , Sham Kakade