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

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Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

人工智能 · 计算机科学 2007-05-23 Leonid Peshkin , Christian R. Shelton

We consider off-policy evaluation (OPE) in contextual bandits with finite action space. Inverse Propensity Score (IPS) weighting is a widely used method for OPE due to its unbiased, but it suffers from significant variance when the action…

机器学习 · 计算机科学 2025-10-15 Kushagra Chandak , Vincent Liu , Haanvid Lee

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

Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate…

机器学习 · 计算机科学 2020-01-27 Erinc Merdivan , Sten Hanke , Matthieu Geist

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

机器学习 · 统计学 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

机器学习 · 计算机科学 2026-02-11 Hanyong Wang , Menglong Yang

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

机器学习 · 统计学 2025-09-30 Mohammad Mehrabi , Stefan Wager

We study risk-sensitive RL where the goal is learn a history-dependent policy that optimizes some risk measure of cumulative rewards. We consider a family of risks called the optimized certainty equivalents (OCE), which captures important…

机器学习 · 计算机科学 2025-03-03 Kaiwen Wang , Dawen Liang , Nathan Kallus , Wen Sun

Evaluating a policy by deploying it in the real world can be risky and costly. Off-policy policy evaluation (OPE) algorithms use historical data collected from running a previous policy to evaluate a new policy, which provides a means for…

人工智能 · 计算机科学 2017-12-07 Zhaohan Daniel Guo , Philip S. Thomas , Emma Brunskill

In offline reinforcement learning, a policy learns to maximize cumulative rewards with a fixed collection of data. Towards conservative strategy, current methods choose to regularize the behavior policy or learn a lower bound of the value…

机器学习 · 计算机科学 2021-03-02 Hongchang Zhang , Jianzhun Shao , Yuhang Jiang , Shuncheng He , Xiangyang Ji

We consider local kernel metric learning for off-policy evaluation (OPE) of deterministic policies in contextual bandits with continuous action spaces. Our work is motivated by practical scenarios where the target policy needs to be…

机器学习 · 计算机科学 2022-12-29 Haanvid Lee , Jongmin Lee , Yunseon Choi , Wonseok Jeon , Byung-Jun Lee , Yung-Kyun Noh , Kee-Eung Kim

Reinforcement learning algorithms are typically geared towards optimizing the expected return of an agent. However, in many practical applications, low variance in the return is desired to ensure the reliability of an algorithm. In this…

机器学习 · 计算机科学 2021-02-04 Arushi Jain , Gandharv Patil , Ayush Jain , Khimya Khetarpal , Doina Precup

We propose a new algorithm for fine-tuning large language models using reinforcement learning. Tapered Off-Policy REINFORCE (TOPR) uses an asymmetric, tapered variant of importance sampling to speed up learning while maintaining stable…

We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…

统计理论 · 数学 2022-06-28 Xiaohong Chen , Zhengling Qi

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

多智能体系统 · 计算机科学 2021-11-02 Kuo Li , Qing-Shan Jia

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

机器学习 · 计算机科学 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

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…

机器学习 · 计算机科学 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

最优化与控制 · 数学 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

机器学习 · 计算机科学 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating online and offline optimization is a successful choice for efficient trajectory reuse.…

机器学习 · 计算机科学 2018-11-01 Alberto Maria Metelli , Matteo Papini , Francesco Faccio , Marcello Restelli