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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…

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

We develop an off-policy actor-critic algorithm for learning an optimal policy from a training set composed of data from multiple individuals. This algorithm is developed with a view towards its use in mobile health.

机器学习 · 统计学 2016-07-19 S. A. Murphy , Y. Deng , E. B. Laber , H. R. Maei , R. S. Sutton , K. Witkiewitz

This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy…

机器学习 · 计算机科学 2019-11-20 Wesley Suttle , Zhuoran Yang , Kaiqing Zhang , Zhaoran Wang , Tamer Basar , Ji Liu

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

机器学习 · 计算机科学 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

机器学习 · 统计学 2024-11-21 Jeonghwan Lee , Cong Ma

Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

机器学习 · 计算机科学 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

Model-agnostic meta-reinforcement learning requires estimating the Hessian matrix of value functions. This is challenging from an implementation perspective, as repeatedly differentiating policy gradient estimates may lead to biased Hessian…

机器学习 · 计算机科学 2021-11-04 Yunhao Tang , Tadashi Kozuno , Mark Rowland , Rémi Munos , Michal Valko

We propose a robust regression approach to off-policy evaluation (OPE) for contextual bandits. We frame OPE as a covariate-shift problem and leverage modern robust regression tools. Ours is a general approach that can be used to augment any…

机器学习 · 计算机科学 2019-11-19 Anqi Liu , Hao Liu , Anima Anandkumar , Yisong Yue

Learning effective contextual-bandit policies from past actions of a deployed system is highly desirable in many settings (e.g. voice assistants, recommendation, search), since it enables the reuse of large amounts of log data.…

机器学习 · 计算机科学 2020-06-18 Noveen Sachdeva , Yi Su , Thorsten Joachims

We offer an experimental benchmark and empirical study for off-policy policy evaluation (OPE) in reinforcement learning, which is a key problem in many safety critical applications. Given the increasing interest in deploying learning-based…

机器学习 · 计算机科学 2021-11-30 Cameron Voloshin , Hoang M. Le , Nan Jiang , Yisong Yue

A great variety of off-policy learning algorithms exist in the literature, and new breakthroughs in this area continue to be made, improving theoretical understanding and yielding state-of-the-art reinforcement learning algorithms. In this…

机器学习 · 计算机科学 2020-07-31 Mark Rowland , Will Dabney , Rémi Munos

Gradient-based methods for optimisation of objectives in stochastic settings with unknown or intractable dynamics require estimators of derivatives. We derive an objective that, under automatic differentiation, produces low-variance…

机器学习 · 计算机科学 2019-09-25 Gregory Farquhar , Shimon Whiteson , Jakob Foerster

Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…

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

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

机器学习 · 计算机科学 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Continuous and efficient experimentation is key to the practical success of user-facing applications on the web, both through online A/B-tests and off-policy evaluation. Despite their shared objective -- estimating the incremental value of…

机器学习 · 统计学 2026-03-10 Olivier Jeunen

Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy…

人工智能 · 计算机科学 2017-11-02 Ryo Iwaki , Minoru Asada

Unbiased recommender learning (URL) and off-policy evaluation/learning (OPE/L) techniques are effective in addressing the data bias caused by display position and logging policies, thereby consistently improving the performance of…

机器学习 · 统计学 2025-02-14 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we…

机器学习 · 统计学 2015-02-12 Assaf Hallak , François Schnitzler , Timothy Mann , Shie Mannor