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A precondition for the deployment of a Reinforcement Learning agent to a real-world system is to provide guarantees on the learning process. While a learning algorithm will eventually converge to a good policy, there are no guarantees on…

Machine Learning · Statistics 2023-12-27 Paul Daoudi , Mathias Formoso , Othman Gaizi , Achraf Azize , Evrard Garcelon

We study offline reinforcement learning under $Q^\star$-approximation and partial coverage, a setting that motivates practical algorithms such as Conservative $Q$-Learning (CQL; Kumar et al., 2020) but has received limited theoretical…

Machine Learning · Computer Science 2026-02-13 Haolin Liu , Braham Snyder , Chen-Yu Wei

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

Machine Learning · Computer Science 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Learning a reward function from human preferences is challenging as it typically requires having a high-fidelity simulator or using expensive and potentially unsafe actual physical rollouts in the environment. However, in many tasks the…

Machine Learning · Computer Science 2023-01-05 Daniel Shin , Anca D. Dragan , Daniel S. Brown

We study the problem of temporal-difference-based policy evaluation in reinforcement learning. In particular, we analyse the use of a distributional reinforcement learning algorithm, quantile temporal-difference learning (QTD), for this…

Machine Learning · Computer Science 2023-05-31 Mark Rowland , Yunhao Tang , Clare Lyle , Rémi Munos , Marc G. Bellemare , Will Dabney

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Machine Learning · Computer Science 2020-07-09 Adithya M. Devraj , Sean P. Meyn

Offline reinforcement learning (RL) aims to learn optimal policies from previously collected datasets. Recently, due to their powerful representational capabilities, diffusion models have shown significant potential as policy models for…

Machine Learning · Computer Science 2024-05-30 Tianle Zhang , Jiayi Guan , Lin Zhao , Yihang Li , Dongjiang Li , Zecui Zeng , Lei Sun , Yue Chen , Xuelong Wei , Lusong Li , Xiaodong He

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

Machine Learning · Computer Science 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

This paper introduces a simple efficient learning algorithms for general sequential decision making. The algorithm combines Optimism for exploration with Maximum Likelihood Estimation for model estimation, which is thus named OMLE. We prove…

Machine Learning · Computer Science 2022-11-24 Qinghua Liu , Praneeth Netrapalli , Csaba Szepesvári , Chi Jin

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

Offline reinforcement learning learns policies from fixed datasets without further environment interaction. A key challenge in this setting is epistemic uncertainty, arising from limited or biased data coverage, particularly when the…

Machine Learning · Computer Science 2026-04-09 Abhilash Reddy Chenreddy , Erick Delage

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

Offline contextual bandits allow one to learn policies from historical/offline data without requiring online interaction. However, offline policy optimization that maximizes overall expected rewards can unintentionally amplify the reward…

Machine Learning · Computer Science 2026-01-07 Yihong Guo , Junjie Luo , Guodong Gao , Ritu Agarwal , Anqi Liu

This paper presents a systematic study on gap-dependent sample complexity in offline reinforcement learning. Prior work showed when the density ratio between an optimal policy and the behavior policy is upper bounded (the optimal policy…

Machine Learning · Computer Science 2022-08-05 Xinqi Wang , Qiwen Cui , Simon S. Du

Offline inverse reinforcement learning (IRL) aims to recover a reward function that explains expert behavior using only fixed demonstration data, without any additional online interaction. We propose BiCQL-ML, a policy-free offline IRL…

Machine Learning · Computer Science 2025-12-01 Junsung Park

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

The off-policy paradigm casts recommendation as a counterfactual decision-making task, allowing practitioners to unbiasedly estimate online metrics using offline data. This leads to effective evaluation metrics, as well as learning…

Machine Learning · Computer Science 2024-09-17 Olivier Jeunen , Aleksei Ustimenko