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相关论文: Finite Sample Analysis of Minimax Offline Reinforc…

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We study minimax methods for off-policy evaluation (OPE) using value functions and marginalized importance weights. Despite that they hold promises of overcoming the exponential variance in traditional importance sampling, several key…

机器学习 · 计算机科学 2020-11-06 Nan Jiang , Jiawei Huang

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy $\pi$, which does not…

机器学习 · 计算机科学 2020-12-02 Ming Yin , Yu Bai , Yu-Xiang Wang

Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…

机器学习 · 统计学 2022-12-14 Masatoshi Uehara , Chengchun Shi , Nathan Kallus

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

机器学习 · 计算机科学 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

机器学习 · 计算机科学 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

机器学习 · 计算机科学 2021-06-25 Ming Yin , Yu-Xiang Wang

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical…

机器学习 · 统计学 2022-02-11 Ruiqi Zhang , Xuezhou Zhang , Chengzhuo Ni , Mengdi Wang

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

统计方法学 · 统计学 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing…

机器学习 · 计算机科学 2022-06-17 Chengchun Shi , Masatoshi Uehara , Jiawei Huang , Nan Jiang

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

Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) -- the problem of evaluating a new policy using the historical data…

机器学习 · 计算机科学 2020-04-02 Tengyang Xie , Yifei Ma , Yu-Xiang Wang

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are both violated. To handle the ``double inhomogeneities", we…

统计方法学 · 统计学 2024-08-20 Zeyu Bian , Chengchun Shi , Zhengling Qi , Lan Wang

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

机器学习 · 计算机科学 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

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

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 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

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

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

机器学习 · 计算机科学 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

机器学习 · 计算机科学 2020-02-25 Yaqi Duan , Mengdi Wang

Off-policy evaluation (OPE) in contextual bandits has seen rapid adoption in real-world systems, since it enables offline evaluation of new policies using only historic log data. Unfortunately, when the number of actions is large, existing…

机器学习 · 计算机科学 2022-06-17 Yuta Saito , Thorsten Joachims
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