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相关论文: Stable and Efficient Policy Evaluation

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This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearly with the number of learned weights. Previous work on…

机器学习 · 计算机科学 2015-03-20 Thomas Degris , Martha White , Richard S. Sutton

We consider off-policy temporal-difference (TD) learning methods for policy evaluation in Markov decision processes with finite spaces and discounted reward criteria, and we present a collection of convergence results for several…

机器学习 · 计算机科学 2018-03-30 Huizhen Yu

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

机器学习 · 计算机科学 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

We pursue a life-long learning approach to artificial intelligence that makes extensive use of reinforcement learning algorithms. We build on our prior work with general value functions (GVFs) and the Horde architecture. GVFs have been…

人工智能 · 计算机科学 2012-06-28 Adam White , Joseph Modayil , Richard S. Sutton

We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two…

Emphatic algorithms are temporal-difference learning algorithms that change their effective state distribution by selectively emphasizing and de-emphasizing their updates on different time steps. Recent works by Sutton, Mahmood and White…

机器学习 · 计算机科学 2015-07-07 A. Rupam Mahmood , Huizhen Yu , Martha White , Richard S. Sutton

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

机器学习 · 计算机科学 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

计量经济学 · 经济学 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

In reinforcement learning, temporal difference (TD) is the most direct algorithm to learn the value function of a policy. For large or infinite state spaces, exact representations of the value function are usually not available, and it must…

机器学习 · 计算机科学 2018-05-03 Yann Ollivier

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 algorithms, in which a behavior policy differs from the target policy and is used to gain experience for learning, have proven to be of great practical value in reinforcement learning. However, even for simple convex problems…

机器学习 · 计算机科学 2022-09-13 Rong J. B. Zhu , James M. Murray

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

机器学习 · 计算机科学 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

We present a novel $l_1$ regularized off-policy convergent TD-learning method (termed RO-TD), which is able to learn sparse representations of value functions with low computational complexity. The algorithmic framework underlying RO-TD…

机器学习 · 计算机科学 2020-06-11 Bo Liu , Sridhar Mahadevan , Ji Liu

Continuous control of non-stationary environments is a major challenge for deep reinforcement learning algorithms. The time-dependency of the state transition dynamics aggravates the notorious stability problems of model-free deep…

机器学习 · 计算机科学 2025-11-05 Abdullah Akgül , Gulcin Baykal , Manuel Haußmann , Melih Kandemir

We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

机器学习 · 计算机科学 2023-06-08 Ziad Kobeissi , Francis Bach

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

To estimate the value functions of policies from exploratory data, most model-free off-policy algorithms rely on importance sampling, where the use of importance sampling ratios often leads to estimates with severe variance. It is thus…

机器学习 · 计算机科学 2017-02-13 Ashique Rupam Mahmood , Huizhen Yu , Richard S. Sutton

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

机器学习 · 计算机科学 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

We study the convergence behavior of the celebrated temporal-difference (TD) learning algorithm. By looking at the algorithm through the lens of optimization, we first argue that TD can be viewed as an iterative optimization algorithm where…

机器学习 · 计算机科学 2023-11-10 Kavosh Asadi , Shoham Sabach , Yao Liu , Omer Gottesman , Rasool Fakoor

Off-policy learning refers to the problem of learning the value function of a way of behaving, or policy, while following a different policy. Gradient-based off-policy learning algorithms, such as GTD and TDC/GQ, converge even when using…

人工智能 · 计算机科学 2015-12-15 Lucas Lehnert , Doina Precup