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We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

Two central paradigms have emerged in the reinforcement learning (RL) community: online RL and offline RL. In the online RL setting, the agent has no prior knowledge of the environment, and must interact with it in order to find an…

Machine Learning · Computer Science 2023-07-21 Andrew Wagenmaker , Aldo Pacchiano

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

Machine Learning · Computer Science 2022-04-27 Ian Char , Viraj Mehta , Adam Villaflor , John M. Dolan , Jeff Schneider

In these notes we will tackle the problem of finding optimal policies for Markov decision processes (MDPs) which are not fully known to us. Our intention is to slowly transition from an offline setting to an online (learning) setting.…

Artificial Intelligence · Computer Science 2022-06-22 Guillermo A. Perez

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Offline estimation of the dynamical model of a Markov Decision Process (MDP) is a non-trivial task that greatly depends on the data available in the learning phase. Sometimes the dynamics of the model is invariant with respect to some…

Machine Learning · Computer Science 2023-04-13 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We study cooperative online learning in stochastic and adversarial Markov decision process (MDP). That is, in each episode, $m$ agents interact with an MDP simultaneously and share information in order to minimize their individual regret.…

Machine Learning · Computer Science 2022-09-02 Tal Lancewicki , Aviv Rosenberg , Yishay Mansour

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…

Machine Learning · Computer Science 2022-10-13 Shentao Yang , Shujian Zhang , Yihao Feng , Mingyuan Zhou

We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an…

Machine Learning · Computer Science 2014-06-27 Yasin Abbasi-Yadkori , Gergely Neu
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