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Related papers: Meta Off-Policy Estimation

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Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…

Machine Learning · Computer Science 2020-10-30 Ziyang Tang , Yihao Feng , Na Zhang , Jian Peng , Qiang Liu

Short- and long-term outcomes of an algorithm often differ, with damaging downstream effects. A known example is a click-bait algorithm, which may increase short-term clicks but damage long-term user engagement. A possible solution to…

Machine Learning · Computer Science 2024-04-25 Yuta Saito , Himan Abdollahpouri , Jesse Anderton , Ben Carterette , Mounia Lalmas

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

We consider the problem of evaluating the performance of a decision policy using past observational data. The outcome of a policy is measured in terms of a loss (aka. disutility or negative reward) and the main problem is making valid…

Machine Learning · Statistics 2023-07-03 Sofia Ek , Dave Zachariah , Fredrik D. Johansson , Petre Stoica

Policy constraint methods to offline reinforcement learning (RL) typically utilize parameterization or regularization that constrains the policy to perform actions within the support set of the behavior policy. The elaborative designs of…

Machine Learning · Computer Science 2022-10-13 Jialong Wu , Haixu Wu , Zihan Qiu , Jianmin Wang , Mingsheng Long

Motivated by the human-machine interaction such as training chatbots for improving customer satisfaction, we study human-guided human-machine interaction involving private information. We model this interaction as a two-player turn-based…

Machine Learning · Statistics 2022-12-26 Zuyue Fu , Zhengling Qi , Zhuoran Yang , Zhaoran Wang , Lan Wang

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

In this paper, we investigate the problem of offline Preference-based Reinforcement Learning (PbRL) with human feedback where feedback is available in the form of preference between trajectory pairs rather than explicit rewards. Our…

Machine Learning · Computer Science 2023-10-03 Wenhao Zhan , Masatoshi Uehara , Nathan Kallus , Jason D. Lee , Wen Sun

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

Machine Learning · Computer Science 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

Machine Learning · Computer Science 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

In offline-to-online reinforcement learning (O2O-RL), policies are first safely trained offline using previously collected datasets and then further fine-tuned for tasks via limited online interactions. In a typical O2O-RL pipeline,…

Machine Learning · Computer Science 2026-05-07 Alper Kamil Bozkurt , Xiaoan Xu , Shangtong Zhang , Miroslav Pajic , Yuichi Motai

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

Machine Learning · Computer Science 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

Machine Learning · Computer Science 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

In this work, we present a novel way of computing IPS using a position-bias model for deterministic logging policies. This technique significantly widens the policies on which OPE can be used. We validate this technique using two different…

Information Retrieval · Computer Science 2022-09-01 Nick Wood , Sumit Sidana

Both in academic and industry-based research, online evaluation methods are seen as the golden standard for interactive applications like recommendation systems. Naturally, the reason for this is that we can directly measure utility metrics…

Information Retrieval · Computer Science 2022-09-20 Imad Aouali , Amine Benhalloum , Martin Bompaire , Benjamin Heymann , Olivier Jeunen , David Rohde , Otmane Sakhi , Flavian Vasile

We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified…

Optimization and Control · Mathematics 2023-08-01 Yan Li , Guanghui Lan

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

Sample efficiency and exploration remain major challenges in online reinforcement learning (RL). A powerful approach that can be applied to address these issues is the inclusion of offline data, such as prior trajectories from a human…

Machine Learning · Computer Science 2023-06-01 Philip J. Ball , Laura Smith , Ilya Kostrikov , Sergey Levine
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