Related papers: A Unifying View of Coverage in Linear Off-Policy E…
We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes…
Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…
Exploration is a major challenge in reinforcement learning, especially for high-dimensional domains that require function approximation. We propose exploration objectives -- policy optimization objectives that enable downstream maximization…
We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…
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…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…
Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…
We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…
This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…
In interactive systems, actions are often correlated, presenting an opportunity for more sample-efficient off-policy evaluation (OPE) and learning (OPL) in large action spaces. We introduce a unified Bayesian framework to capture these…
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…
Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been…
Off-policy evaluation (OPE) is crucial for assessing a target policy's impact offline before its deployment. However, achieving accurate OPE in large state spaces remains challenging. This paper studies state abstractions -- originally…
Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…
Learning from Observations (LfO) is a practical reinforcement learning scenario from which many applications can benefit through the reuse of incomplete resources. Compared to conventional imitation learning (IL), LfO is more challenging…
We study the problem of out-of-sample risk estimation in the high dimensional regime where both the sample size $n$ and number of features $p$ are large, and $n/p$ can be less than one. Extensive empirical evidence confirms the accuracy of…
This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…
While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…
Off-policy policy evaluation (OPE) estimates the outcome of a new policy using historical data collected from a different policy. However, existing OPE methods cannot handle cases when the new policy introduces novel actions. This issue…
The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…