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相关论文: Representation Balancing MDPs for Off-Policy Polic…

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In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

机器学习 · 统计学 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

The standard problem setting in Dec-POMDPs is self-play, where the goal is to find a set of policies that play optimally together. Policies learned through self-play may adopt arbitrary conventions and implicitly rely on multi-step…

人工智能 · 计算机科学 2021-08-19 Hengyuan Hu , Adam Lerer , Brandon Cui , David Wu , Luis Pineda , Noam Brown , Jakob Foerster

This paper studies the problem of data collection for policy evaluation in Markov decision processes (MDPs). In policy evaluation, we are given a target policy and asked to estimate the expected cumulative reward it will obtain in an…

机器学习 · 计算机科学 2022-06-22 Subhojyoti Mukherjee , Josiah P. Hanna , Robert Nowak

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…

机器学习 · 计算机科学 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…

机器学习 · 统计学 2025-12-11 Yang Xu , Washim Uddin Mondal , Vaneet Aggarwal

Off-Policy Evaluation (OPE) is employed to assess the potential impact of a hypothetical policy using logged contextual bandit feedback, which is crucial in areas such as personalized medicine and recommender systems, where online…

机器学习 · 计算机科学 2025-07-10 Yuqi Bai , Ziyu Zhao , Chenxin Lyu , Minqin Zhu , Kun Kuang

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

机器学习 · 计算机科学 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and,…

机器学习 · 计算机科学 2022-10-19 Shangtong Zhang , Yi Wan , Richard S. Sutton , Shimon Whiteson

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

机器学习 · 计算机科学 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

最优化与控制 · 数学 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

We study off-policy evaluation (OPE) from multiple logging policies, each generating a dataset of fixed size, i.e., stratified sampling. Previous work noted that in this setting the ordering of the variances of different importance sampling…

机器学习 · 计算机科学 2020-10-22 Nathan Kallus , Yuta Saito , Masatoshi Uehara

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

机器学习 · 计算机科学 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle…

机器学习 · 计算机科学 2024-06-05 Filippo Valdettaro , A. Aldo Faisal

This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…

机器学习 · 统计学 2020-06-15 Masahiro Kato

We address the challenge of policy evaluation in real-world applications of reinforcement learning systems where the available historical data is limited due to ethical, practical, or security considerations. This constrained distribution…

机器学习 · 计算机科学 2021-06-09 Anton Dereventsov , Joseph D. Daws , Clayton Webster

Off-policy evaluation (OPE) aims to accurately evaluate the performance of counterfactual policies using only offline logged data. Although many estimators have been developed, there is no single estimator that dominates the others, because…

机器学习 · 计算机科学 2023-01-31 Takuma Udagawa , Haruka Kiyohara , Yusuke Narita , Yuta Saito , Kei Tateno

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of sequential decision making problems ranging from healthcare…

机器学习 · 统计学 2023-01-02 Yang Xu , Chengchun Shi , Shikai Luo , Lan Wang , Rui Song

We consider the problem of quantifying uncertainty over expected cumulative rewards in model-based reinforcement learning. In particular, we focus on characterizing the variance over values induced by a distribution over Markov decision…

机器学习 · 计算机科学 2024-09-18 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

机器学习 · 计算机科学 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

We offer a theoretical characterization of off-policy evaluation (OPE) in reinforcement learning using function approximation for marginal importance weights and $q$-functions when these are estimated using recent minimax methods. Under…

机器学习 · 计算机科学 2022-07-26 Masatoshi Uehara , Masaaki Imaizumi , Nan Jiang , Nathan Kallus , Wen Sun , Tengyang Xie