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Fitted $Q$-iteration (FQI) and soft FQI are widely used value-based methods for offline reinforcement learning, but their standard stability guarantees often depend on Bellman completeness, a strong closure condition that can fail under…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus

In this paper, we delve into the statistical analysis of the fitted Q-evaluation (FQE) method, which focuses on estimating the value of a target policy using offline data generated by some behavior policy. We provide a comprehensive…

Statistics Theory · Mathematics 2024-06-18 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

Machine Learning · Statistics 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation…

Machine Learning · Statistics 2022-05-24 Botao Hao , Xiang Ji , Yaqi Duan , Hao Lu , Csaba Szepesvári , Mengdi Wang

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

Machine Learning · Computer Science 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

We consider off-policy evaluation (OPE), which evaluates the performance of a new policy from observed data collected from previous experiments, without requiring the execution of the new policy. This finds important applications in areas…

Machine Learning · Computer Science 2020-08-18 Yihao Feng , Tongzheng Ren , Ziyang Tang , Qiang Liu

In this paper, we study policy evaluation in continuous-time reinforcement learning (RL), where the state follows an unknown stochastic differential equation (SDE), but only discrete-time data are available. We first highlight that the…

Optimization and Control · Mathematics 2026-02-23 Yuhua Zhu

While reinforcement learning (RL) promises to revolutionize the control of complex nonlinear robotic systems, a profound gap persists between the heuristic success of model-free off-policy deep RL and the underlying theory, which remains…

Machine Learning · Computer Science 2026-05-08 Manuel Haussmann , Mustafa Mert Çelikok , Melih Kandemir

We are concerned with the problem of hyperparameter selection for the fitted Q-evaluation (FQE). FQE is one of the state-of-the-art method for offline policy evaluation (OPE), which is essential to the reinforcement learning without…

Machine Learning · Statistics 2022-02-21 Kohei Miyaguchi

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

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

Double Q-learning is a classical method for reducing overestimation bias, which is caused by taking maximum estimated values in the Bellman operation. Its variants in the deep Q-learning paradigm have shown great promise in producing…

Machine Learning · Computer Science 2022-01-17 Zhizhou Ren , Guangxiang Zhu , Hao Hu , Beining Han , Jianglun Chen , Chongjie Zhang

Policy evaluation is a fundamental component of the development and deployment pipeline for robotic policies. In modern manipulation systems, this problem is particularly challenging: rewards are often sparse, task progression of evaluation…

Robotics · Computer Science 2026-05-13 Hao Wang , Joshua Bowden , Colton Crosby , Somil Bansal

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

We present a novel theoretical framework, Q-MMR, for off-policy evaluation in finite-horizon MDPs. Q-MMR learns a set of scalar weights, one for each data point, such that the reweighted rewards approximate the expected return under the…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Nan Jiang

An off policy reinforcement learning based control strategy is developed for the optimal tracking control problem to achieve the prescribed performance of full states during the learning process. The optimal tracking control problem is…

Systems and Control · Electrical Eng. & Systems 2020-09-02 C. Li , Y. Wang , F. Liu , M. Buss

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^\pi, d,…

Machine Learning · Computer Science 2026-01-28 Philip Amortila , Audrey Huang , Akshay Krishnamurthy , Nan Jiang

We study representation learning for Offline Reinforcement Learning (RL), focusing on the important task of Offline Policy Evaluation (OPE). Recent work shows that, in contrast to supervised learning, realizability of the Q-function is not…

Machine Learning · Computer Science 2022-07-14 Jonathan D. Chang , Kaiwen Wang , Nathan Kallus , Wen Sun
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