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This work introduces Transformer-based Off-Policy Episodic Reinforcement Learning (TOP-ERL), a novel algorithm that enables off-policy updates in the ERL framework. In ERL, policies predict entire action trajectories over multiple time…

机器学习 · 计算机科学 2025-03-18 Ge Li , Dong Tian , Hongyi Zhou , Xinkai Jiang , Rudolf Lioutikov , Gerhard Neumann

In this paper, partition-based distributed state estimation of general linear systems is considered. A distributed moving horizon state estimation scheme is developed via decomposing the entire system model into subsystem models and…

系统与控制 · 电气工程与系统科学 2024-04-11 Xiaojie Li , Song Bo , Yan Qin , Xunyuan Yin

We study the novel problem of future off-policy evaluation (F-OPE) and learning (F-OPL) for estimating and optimizing the future value of policies in non-stationary environments, where distributions vary over time. In e-commerce…

机器学习 · 计算机科学 2025-06-26 Tatsuhiro Shimizu , Kazuki Kawamura , Takanori Muroi , Yusuke Narita , Kei Tateno , Takuma Udagawa , Yuta Saito

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

机器学习 · 计算机科学 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

机器学习 · 统计学 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…

机器学习 · 计算机科学 2020-03-24 Raman Arora , Michael Dinitz , Teodor V. Marinov , Mehryar Mohri

We consider the problem of off-policy evaluation for reinforcement learning, where the goal is to estimate the expected reward of a target policy $\pi$ using offline data collected by running a logging policy $\mu$. Standard…

机器学习 · 计算机科学 2020-07-09 Ming Yin , Yu-Xiang Wang

We study the off-policy evaluation problem---estimating the value of a target policy using data collected by another policy---under the contextual bandit model. We consider the general (agnostic) setting without access to a consistent model…

机器学习 · 统计学 2017-11-15 Yu-Xiang Wang , Alekh Agarwal , Miroslav Dudik

Most real-world optimization problems have multiple objectives. A system designer needs to find a policy that trades off these objectives to reach a desired operating point. This problem has been studied extensively in the setting of known…

机器学习 · 计算机科学 2022-01-26 Nan Wang , Hongning Wang , Maryam Karimzadehgan , Branislav Kveton , Craig Boutilier

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 autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…

软件工程 · 计算机科学 2021-10-28 Melika Dastranj , Mehran Alidoost Nia , Mehdi Kargahi

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

统计理论 · 数学 2020-09-08 Susan Athey , Stefan Wager

Off-policy learning, referring to the procedure of policy optimization with access only to logged feedback data, has shown importance in various real-world applications, such as search engines, recommender systems, and etc. While the…

机器学习 · 计算机科学 2023-09-28 Xiaoying Zhang , Junpu Chen , Hongning Wang , Hong Xie , Yang Liu , John C. S. Lui , Hang Li

We propose a moving horizon estimation scheme to estimate the states and the unknown constant parameters of general nonlinear uncertain discrete-time systems. The proposed framework and analysis explicitly do not involve the a priori…

系统与控制 · 电气工程与系统科学 2025-12-22 Julian D. Schiller , Matthias A. Müller

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…

机器学习 · 计算机科学 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

机器学习 · 计算机科学 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…

机器学习 · 计算机科学 2019-09-04 David Nass , Boris Belousov , Jan Peters

In this paper, we describe a novel approach to imitation learning that infers latent policies directly from state observations. We introduce a method that characterizes the causal effects of latent actions on observations while…

机器学习 · 计算机科学 2019-05-14 Ashley D. Edwards , Himanshu Sahni , Yannick Schroecker , Charles L. Isbell

Many continuous control tasks have bounded action spaces. When policy gradient methods are applied to such tasks, out-of-bound actions need to be clipped before execution, while policies are usually optimized as if the actions are not…

机器学习 · 计算机科学 2018-06-25 Yasuhiro Fujita , Shin-ichi Maeda

Off-policy evaluation (OPE) constructs confidence intervals for the value of a target policy using data generated under a different behavior policy. Most existing inference methods focus on fixed target policies and may fail when the target…

统计理论 · 数学 2026-01-21 Haoyu Wei