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Offline reinforcement learning (RL) suffers from extrapolation errors induced by out-of-distribution (OOD) actions. To address this, offline RL algorithms typically impose constraints on action selection, which can be systematically…

Machine Learning · Computer Science 2025-11-05 Yixiu Mao , Yun Qu , Qi Wang , Xiangyang Ji

We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials.…

Machine Learning · Statistics 2021-02-16 Vitor Hadad , David A. Hirshberg , Ruohan Zhan , Stefan Wager , Susan Athey

Online reinforcement learning with verifiable rewards (RLVR) turns checkable outcomes into a scalable training signal, but it keeps rollout generation, verifier scoring, and reference-policy evaluations on the optimization path. Static…

Machine Learning · Computer Science 2026-05-05 Yao Shu , Chenxing Wei , Hongbin Lin , Shuang Qiu , Hui Xiong

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

Machine Learning · Computer Science 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

Quantum Parameter Estimation (QPE) is important from the perspective of both fundamental quantum research and various practical applications of quantum technologies such as for developing optimal quantum control strategies. Standard and…

Quantum Physics · Physics 2024-07-18 Bijita Sarma , Junxin Chen , Sangkha Borah

A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…

Machine Learning · Computer Science 2025-06-18 Aditya Gopalan , Gugan Thoppe

In this paper, we study the offline RL problem with linear function approximation. Our main structural assumption is that the MDP has low inherent Bellman error, which stipulates that linear value functions have linear Bellman backups with…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

We develop a collection of methods for adjusting the predictions of quantile regression to ensure coverage. Our methods are model agnostic and can be used to correct for high-dimensional overfitting bias with only minimal assumptions.…

Methodology · Statistics 2025-11-10 Isaac Gibbs , John J. Cherian , Emmanuel J. Candès

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

Machine Learning · Statistics 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

Quantization-Aware Training (QAT) is one of the prevailing neural network compression solutions. However, its stability has been challenged for yielding deteriorating performances as the quantization error is inevitable. We find that the…

Computer Vision and Pattern Recognition · Computer Science 2025-03-17 Junbiao Pang , Tianyang Cai

In this paper, we study extended linear regression approaches for quantum state tomography based on regularization techniques. For unknown quantum states represented by density matrices, performing measurements under certain basis yields…

Quantum Physics · Physics 2019-04-29 Biqiang Mu , Hongsheng Qi , Ian R. Petersen , Guodong Shi

The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…

Machine Learning · Computer Science 2024-07-19 Ally Yalei Du , Lin F. Yang , Ruosong Wang

Holdout validation and hyperparameter tuning from data is a long-standing problem in offline reinforcement learning (RL). A standard framework is to use off-policy evaluation (OPE) methods to evaluate and select the policies, but OPE either…

Machine Learning · Computer Science 2025-10-27 Pai Liu , Lingfeng Zhao , Shivangi Agarwal , Jinghan Liu , Audrey Huang , Philip Amortila , Nan Jiang

We consider the problem of Approximate Dynamic Programming in relational domains. Inspired by the success of fitted Q-learning methods in propositional settings, we develop the first relational fitted Q-learning algorithms by representing…

Machine Learning · Computer Science 2020-06-11 Srijita Das , Sriraam Natarajan , Kaushik Roy , Ronald Parr , Kristian Kersting

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two-way-fixed-effects specification with unit-specific weights that…

Econometrics · Economics 2024-03-06 Dmitry Arkhangelsky , Guido W. Imbens , Lihua Lei , Xiaoman Luo

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Offline policy learning aims to use historical data to learn an optimal personalized decision rule. In the standard estimate-then-optimize framework, reweighting-based methods (e.g., inverse propensity weighting or doubly robust estimators)…

Optimization and Control · Mathematics 2026-01-21 Jingren Liu , Hanzhang Qin , Junyi Liu , Mabel C. Chou , Jong-Shi Pang

We present Neural Quantile Estimation (NQE), a novel Simulation-Based Inference (SBI) method based on conditional quantile regression. NQE autoregressively learns individual one dimensional quantiles for each posterior dimension,…

Machine Learning · Statistics 2024-11-22 He Jia

Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…

Methodology · Statistics 2023-11-08 Yusha Liu , Meng Li , Jeffrey S. Morris