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This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…

Machine Learning · Computer Science 2025-05-29 Hongyi Zhou , Josiah P. Hanna , Jin Zhu , Ying Yang , Chengchun Shi

Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric…

Machine Learning · Computer Science 2020-06-08 Nathan Kallus , Masatoshi Uehara

The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

Machine Learning · Computer Science 2023-07-27 Laixi Shi , Robert Dadashi , Yuejie Chi , Pablo Samuel Castro , Matthieu Geist

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational…

Evaluating policies using off-policy data is crucial for applying reinforcement learning to real-world problems such as healthcare and autonomous driving. Previous methods for off-policy evaluation (OPE) generally suffer from high variance…

Machine Learning · Computer Science 2024-10-04 Shreyas Chaudhari , Ameet Deshpande , Bruno Castro da Silva , Philip S. Thomas

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

Quantiles are very important statistics information used to describe the distribution of datasets. Given the quantiles of a dataset, we can easily know the distribution of the dataset, which is a fundamental problem in data analysis.…

Databases · Computer Science 2015-08-25 Zixuan Zhuang

This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…

Machine Learning · Computer Science 2023-02-06 Jaime Sabal Bermúdez , Antonio del Rio Chanona , Calvin Tsay

The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…

Machine Learning · Computer Science 2019-12-02 Wenjia Meng , Qian Zheng , Long Yang , Pengfei Li , Gang Pan

Out-of-distribution (OOD) detection is important for deploying reliable machine learning models on real-world applications. Recent advances in outlier exposure have shown promising results on OOD detection via fine-tuning model with…

Machine Learning · Computer Science 2023-10-27 Jianing Zhu , Geng Yu , Jiangchao Yao , Tongliang Liu , Gang Niu , Masashi Sugiyama , Bo Han

Background. Commonly, Deep Neural Networks (DNNs) generalize well on samples drawn from a distribution similar to that of the training set. However, DNNs' predictions are brittle and unreliable when the test samples are drawn from a…

Machine Learning · Computer Science 2022-04-01 Matan Haroush , Tzviel Frostig , Ruth Heller , Daniel Soudry

We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

Machine Learning · Computer Science 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

Distributed Distributional DrQ is a model-free and off-policy RL algorithm for continuous control tasks based on the state and observation of the agent, which is an actor-critic method with the data-augmentation and the distributional…

Machine Learning · Computer Science 2024-04-17 Zehao Zhou

In offline reinforcement learning, value overestimation caused by out-of-distribution (OOD) actions significantly limits policy performance. Recently, diffusion models have been leveraged for their strong distribution-matching capabilities,…

Machine Learning · Computer Science 2025-11-13 Yunchang Ma , Tenglong Liu , Yixing Lan , Xin Yin , Changxin Zhang , Xinglong Zhang , Xin Xu

Direct Preference Optimization (DPO) optimizes language models to align with human preferences. Utilizing on-policy samples, generated directly by the policy model, typically results in better performance due to its distribution consistency…

Machine Learning · Computer Science 2025-03-21 Yunan Wang , Jijie Li , Bo-Wen Zhang , Liangdong Wang , Guang Liu

Score-function based methods for policy learning, such as REINFORCE and PPO, have delivered strong results in game-playing and robotics, yet their high variance often undermines training stability. Using pathwise policy gradients, i.e.…

Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…

Machine Learning · Computer Science 2021-02-24 Brett Daley , Cameron Hickert , Christopher Amato

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

In many large-scale machine learning applications, data are accumulated with time, and thus, an appropriate model should be able to update in an online paradigm. Moreover, as the whole data volume is unknown when constructing the model, it…

Machine Learning · Computer Science 2020-07-07 Peng Zhao , Zhi-Hua Zhou
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