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Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

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.…

In this paper, we propose an optimal control-estimation architecture for distribution networks, which jointly solves the optimal power flow (OPF) problem and static state estimation (SE) problem through an online gradient-based feedback…

Optimization and Control · Mathematics 2022-08-31 Yi Guo , Xinyang Zhou , Changhong Zhao , Lijun Chen , Gabriela Hug , Tyler H. Summers

Distribution shift is a major obstacle in offline reinforcement learning, which necessitates minimizing the discrepancy between the learned policy and the behavior policy to avoid overestimating rare or unseen actions. Previous conservative…

Machine Learning · Computer Science 2024-06-12 Zeyuan Liu , Kai Yang , Xiu Li

In reinforcement learning (RL), there are two major settings for interacting with the environment: online and offline. Online methods explore the environment at significant time cost, and offline methods efficiently obtain reward signals by…

Machine Learning · Computer Science 2023-06-19 Changyu Chen , Xiting Wang , Yiqiao Jin , Victor Ye Dong , Li Dong , Jie Cao , Yi Liu , Rui Yan

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

Artificial Intelligence · Computer Science 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Machine Learning · Computer Science 2023-09-06 Qisen Yang , Shenzhi Wang , Qihang Zhang , Gao Huang , Shiji Song

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

Machine Learning · Computer Science 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric…

Machine Learning · Computer Science 2020-06-08 Nathan Kallus , Masatoshi Uehara

Offline reinforcement learning (RL) aims to optimize a policy by using pre-collected datasets, to maximize cumulative rewards. However, offline reinforcement learning suffers challenges due to the distributional shift between the learned…

Machine Learning · Computer Science 2025-03-10 Yunkai Gao , Jiaming Guo , Fan Wu , Rui Zhang

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

Offline safe reinforcement learning (RL) aims to train a policy that satisfies constraints using a pre-collected dataset. Most current methods struggle with the mismatch between imperfect demonstrations and the desired safe and rewarding…

Machine Learning · Computer Science 2024-07-23 Yihang Yao , Zhepeng Cen , Wenhao Ding , Haohong Lin , Shiqi Liu , Tingnan Zhang , Wenhao Yu , Ding Zhao

Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Deep reinforcement learning (DRL) is playing an increasingly important role in real-world applications. However, obtaining an optimally performing DRL agent for complex tasks, especially with sparse rewards, remains a significant challenge.…

Machine Learning · Computer Science 2024-06-07 Zelei Cheng , Xian Wu , Jiahao Yu , Sabrina Yang , Gang Wang , Xinyu Xing

In offline reinforcement learning (RL), addressing the out-of-distribution (OOD) action issue has been a focus, but we argue that there exists an OOD state issue that also impairs performance yet has been underexplored. Such an issue…

Machine Learning · Computer Science 2024-11-04 Yixiu Mao , Qi Wang , Chen Chen , Yun Qu , Xiangyang Ji

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

Machine Learning · Computer Science 2025-01-07 Ming Yin , Mengdi Wang , Yu-Xiang Wang

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan