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相关论文: Asymptotically Efficient Off-Policy Evaluation for…

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We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

机器学习 · 计算机科学 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

We study the problem of off-policy evaluation (OPE) in reinforcement learning (RL), where the goal is to estimate the performance of a policy from the data generated by another policy(ies). In particular, we focus on the doubly robust (DR)…

人工智能 · 计算机科学 2018-05-25 Mehrdad Farajtabar , Yinlam Chow , Mohammad Ghavamzadeh

A central challenge to applying many off-policy reinforcement learning algorithms to real world problems is the variance introduced by importance sampling. In off-policy learning, the agent learns about a different policy than the one being…

机器学习 · 计算机科学 2022-06-20 Eric Graves , Sina Ghiassian

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

机器学习 · 计算机科学 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

机器学习 · 计算机科学 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

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

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

机器学习 · 计算机科学 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade

Off-policy evaluation provides an essential tool for evaluating the effects of different policies or treatments using only observed data. When applied to high-stakes scenarios such as medical diagnosis or financial decision-making, it is…

机器学习 · 计算机科学 2020-10-30 Ziyang Tang , Yihao Feng , Na Zhang , Jian Peng , Qiang Liu

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

机器学习 · 计算机科学 2019-11-27 Kaixiang Lin , Jiayu Zhou

In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

人工智能 · 计算机科学 2013-04-16 Matthieu Geist , Bruno Scherrer

In this work, we propose marginalized operators, a new class of off-policy evaluation operators for reinforcement learning. Marginalized operators strictly generalize generic multi-step operators, such as Retrace, as special cases.…

机器学习 · 计算机科学 2022-03-31 Yunhao Tang , Mark Rowland , Rémi Munos , Michal Valko

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…

机器学习 · 计算机科学 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment.…

机器学习 · 计算机科学 2019-11-26 Alex Irpan , Kanishka Rao , Konstantinos Bousmalis , Chris Harris , Julian Ibarz , Sergey Levine

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

机器学习 · 计算机科学 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work,…

机器学习 · 计算机科学 2019-11-15 Matthew Schlegel , Wesley Chung , Daniel Graves , Jian Qian , Martha White

Off-policy learning exhibits greater instability when compared to on-policy learning in reinforcement learning (RL). The difference in probability distribution between the target policy ($\pi$) and the behavior policy (b) is a major cause…

We present a novel off-policy loss function for learning a transition model in model-based reinforcement learning. Notably, our loss is derived from the off-policy policy evaluation objective with an emphasis on correcting distribution…

机器学习 · 计算机科学 2021-03-04 Cameron Voloshin , Nan Jiang , Yisong Yue

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…

机器学习 · 计算机科学 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

机器学习 · 计算机科学 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

Off-Policy Evaluation (OPE) is an important practical problem in algorithmic ranking systems, where the goal is to estimate the expected performance of a new ranking policy using only offline logged data collected under a different, logging…