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Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

Machine Learning · Computer Science 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…

Machine Learning · Computer Science 2020-08-04 Marco Maggipinto , Gian Antonio Susto , Pratik Chaudhari

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Machine Learning · Computer Science 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

Offline meta-reinforcement learning (OMRL) proficiently allows an agent to tackle novel tasks while solely relying on a static dataset. For precise and efficient task identification, existing OMRL research suggests learning separate task…

Machine Learning · Computer Science 2024-03-13 Chengxing Jia , Fuxiang Zhang , Yi-Chen Li , Chen-Xiao Gao , Xu-Hui Liu , Lei Yuan , Zongzhang Zhang , Yang Yu

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Offline reinforcement learning (RL) methods can generally be categorized into two types: RL-based and Imitation-based. RL-based methods could in principle enjoy out-of-distribution generalization but suffer from erroneous off-policy…

Machine Learning · Computer Science 2023-04-06 Haoran Xu , Li Jiang , Jianxiong Li , Xianyuan Zhan

Training practical agents usually involve offline and online reinforcement learning (RL) to balance the policy's performance and interaction costs. In particular, online fine-tuning has become a commonly used method to correct the erroneous…

Machine Learning · Computer Science 2023-06-07 Qisen Yang , Shenzhi Wang , Matthieu Gaetan Lin , Shiji Song , Gao Huang

Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and…

Machine Learning · Statistics 2018-08-29 Touqir Sajed , Wesley Chung , Martha White

Using state-level opioid overdose mortality data from 1999-2016, we simulated four time-varying treatment scenarios, which correspond to real-world policy dynamics (ramp up, ramp down, temporary and inconsistent). We then evaluated seven…

Offline reinforcement learning algorithms often require careful hyperparameter tuning. Before deployment, we need to select amongst a set of candidate policies. However, there is limited understanding about the fundamental limits of this…

Machine Learning · Computer Science 2026-02-17 Vincent Liu , Prabhat Nagarajan , Andrew Patterson , Martha White

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Machine Learning · Computer Science 2023-01-26 Yash Chandak , Shiv Shankar , Nathaniel D. Bastian , Bruno Castro da Silva , Emma Brunskil , Philip S. Thomas

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

We study how to improve large foundation vision-language-action (VLA) systems through online reinforcement learning (RL) in real-world settings. Central to this process is the value function, which provides learning signals to guide VLA…

This paper introduces SCOPE-RL, a comprehensive open-source Python software designed for offline reinforcement learning (offline RL), off-policy evaluation (OPE), and selection (OPS). Unlike most existing libraries that focus solely on…

Machine Learning · Computer Science 2024-03-12 Haruka Kiyohara , Ren Kishimoto , Kosuke Kawakami , Ken Kobayashi , Kazuhide Nakata , Yuta Saito

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

Machine Learning · Computer Science 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang

We show that the popular reinforcement learning (RL) strategy of estimating the state-action value (Q-function) by minimizing the mean squared Bellman error leads to a regression problem with confounding, the inputs and output noise being…

Machine Learning · Computer Science 2022-12-01 Yutian Chen , Liyuan Xu , Caglar Gulcehre , Tom Le Paine , Arthur Gretton , Nando de Freitas , Arnaud Doucet

We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

Machine Learning · Computer Science 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

Hybrid RL is the setting where an RL agent has access to both offline data and online data by interacting with the real-world environment. In this work, we propose a new hybrid RL algorithm that combines an on-policy actor-critic method…

Machine Learning · Computer Science 2023-11-15 Yifei Zhou , Ayush Sekhari , Yuda Song , Wen Sun

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har