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Decision-making in personalized medicine such as cancer therapy or critical care must often make choices for dosage combinations, i.e., multiple continuous treatments. Existing work for this task has modeled the effect of multiple…

Machine Learning · Computer Science 2023-10-30 Jonas Schweisthal , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

Value function estimation is an indispensable subroutine in reinforcement learning, which becomes more challenging in the offline setting. In this paper, we propose Hybrid Value Estimation (HVE) to reduce value estimation error, which…

Machine Learning · Computer Science 2022-06-07 Xue-Kun Jin , Xu-Hui Liu , Shengyi Jiang , Yang Yu

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy…

Machine Learning · Computer Science 2018-04-20 Gang Chen , Yiming Peng , Mengjie Zhang

Off-Policy Estimation (OPE) methods allow us to learn and evaluate decision-making policies from logged data. This makes them an attractive choice for the offline evaluation of recommender systems, and several recent works have reported…

Machine Learning · Computer Science 2023-09-11 Olivier Jeunen , Ben London

We study offline recommender learning from explicit rating feedback in the presence of selection bias. A current promising solution for the bias is the inverse propensity score (IPS) estimation. However, the performance of existing…

Machine Learning · Statistics 2022-04-22 Yuta Saito , Masahiro Nomura

Reinforcement learning (RL) approaches for Large Language Models (LLMs) frequently use on-policy algorithms, such as PPO or GRPO. However, policy lag from distributed training architectures and differences between the training and inference…

Machine Learning · Computer Science 2026-03-03 Daniel Ritter , Owen Oertell , Bradley Guo , Jonathan Chang , Kianté Brantley , Wen Sun

To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…

Machine Learning · Computer Science 2023-11-13 Jared Markowitz , Edward W. Staley

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

A fundamental challenge in model-based offline reinforcement learning (RL) lies in the trade-off between generalization and robustness against exploitation errors in out-of-distribution (OOD) regions. While OOD samples may capture valid…

Artificial Intelligence · Computer Science 2026-05-11 Hongqiang Lin , Dongxu Zhang , Yiding Sun , Mingzhe Li , Ning Yang , Haijun Zhang

In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…

Machine Learning · Statistics 2018-11-20 Zhengyuan Zhou , Susan Athey , Stefan Wager

Reinforcement learning is a promising paradigm for learning robot control, allowing complex control policies to be learned without requiring a dynamics model. However, even state of the art algorithms can be difficult to tune for optimum…

Machine Learning · Computer Science 2022-10-03 Renata Garcia , Wouter Caarls

Policy constraint methods in offline reinforcement learning employ additional regularization techniques to constrain the discrepancy between the learned policy and the offline dataset. However, these methods tend to result in overly…

Machine Learning · Computer Science 2024-08-06 Shirong Liu , Chenjia Bai , Zixian Guo , Hao Zhang , Gaurav Sharma , Yang Liu

Imbalanced data pose challenges for deep learning based classification models. One of the most widely-used approaches for tackling imbalanced data is re-weighting, where training samples are associated with different weights in the loss…

Machine Learning · Computer Science 2022-08-08 Dandan Guo , Zhuo Li , Meixi Zheng , He Zhao , Mingyuan Zhou , Hongyuan Zha

Off-policy evaluation (OPE) and off-policy learning (OPL) are foundational for decision-making in offline contextual bandits. Recent advances in OPL primarily optimize OPE estimators with improved statistical properties, assuming that…

Machine Learning · Statistics 2025-09-04 Imad Aouali , Otmane Sakhi

Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many…

Offline reinforcement learning (ORL) has gained attention as a means of training reinforcement learning models using pre-collected static data. To address the issue of limited data and improve downstream ORL performance, recent work has…

Machine Learning · Computer Science 2023-06-13 Shixi Lian , Yi Ma , Jinyi Liu , Yan Zheng , Zhaopeng Meng

This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies…