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In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

机器学习 · 计算机科学 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Sequential decision problems are widely studied across many areas of science. A key challenge when learning policies from historical data - a practice commonly referred to as off-policy learning - is how to ``identify'' the impact of a…

统计方法学 · 统计学 2025-01-03 Joakim Blach Andersen , Qingyuan Zhao

This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…

系统与控制 · 电气工程与系统科学 2022-04-21 Cong Li , Qingchen Liu , Zhehua Zhou , Martin Buss , Fangzhou Liu

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

There is a recent trend of applying multi-agent reinforcement learning (MARL) to train an agent that can cooperate with humans in a zero-shot fashion without using any human data. The typical workflow is to first repeatedly run self-play…

人工智能 · 计算机科学 2023-02-06 Chao Yu , Jiaxuan Gao , Weilin Liu , Botian Xu , Hao Tang , Jiaqi Yang , Yu Wang , Yi Wu

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

机器学习 · 计算机科学 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

Algorithmic decision-making in practice must be fair for legal, ethical, and societal reasons. To achieve this, prior research has contributed various approaches that ensure fairness in machine learning predictions, while comparatively…

机器学习 · 计算机科学 2023-10-10 Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Inverse Reinforcement Learning (IRL) is attractive in scenarios where reward engineering can be tedious. However, prior IRL algorithms use on-policy transitions, which require intensive sampling from the current policy for stable and…

机器学习 · 计算机科学 2022-05-24 Hana Hoshino , Kei Ota , Asako Kanezaki , Rio Yokota

Offline policy learning (OPL) leverages existing data collected a priori for policy optimization without any active exploration. Despite the prevalence and recent interest in this problem, its theoretical and algorithmic foundations in…

机器学习 · 计算机科学 2022-03-15 Thanh Nguyen-Tang , Sunil Gupta , A. Tuan Nguyen , Svetha Venkatesh

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

Offline RL algorithms must account for the fact that the dataset they are provided may leave many facets of the environment unknown. The most common way to approach this challenge is to employ pessimistic or conservative methods, which…

机器学习 · 计算机科学 2022-07-06 Dibya Ghosh , Anurag Ajay , Pulkit Agrawal , Sergey Levine

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

机器学习 · 计算机科学 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

We study the problem of online learning in adversarial bandit problems under a partial observability model called off-policy feedback. In this sequential decision making problem, the learner cannot directly observe its rewards, but instead…

机器学习 · 计算机科学 2022-07-20 Germano Gabbianelli , Matteo Papini , Gergely Neu

Partially Observable Markov Decision Processes (POMDP) is a widely used model to represent the interaction of an environment and an agent, under state uncertainty. Since the agent does not observe the environment state, its uncertainty is…

人工智能 · 计算机科学 2021-04-16 Divya Grover , Christos Dimitrakakis

Partially Observable Markov Decision Process (POMDP) provides a principled and generic framework to model real world sequential decision making processes but yet remains unsolved, especially for high dimensional continuous space and unknown…

机器学习 · 计算机科学 2022-05-24 Xiaoyu Chen , Yao Mu , Ping Luo , Shengbo Li , Jianyu Chen

Much of reinforcement learning theory is built on top of oracles that are computationally hard to implement. Specifically for learning near-optimal policies in Partially Observable Markov Decision Processes (POMDPs), existing algorithms…

机器学习 · 计算机科学 2022-06-08 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using…

机器学习 · 计算机科学 2021-12-06 David Brandfonbrener , William F. Whitney , Rajesh Ranganath , Joan Bruna

Reinforcement Learning (RL) can effectively learn complex policies. However, learning these policies often demands extensive trial-and-error interactions with the environment. In many real-world scenarios, this approach is not practical due…

机器学习 · 计算机科学 2024-02-19 Linh Le Pham Van , Hung The Tran , Sunil Gupta

The optimal power flow problem plays an important role in the market clearing and operation of electric power systems. However, with increasing uncertainty from renewable energy operation, the optimal operating point of the system changes…

最优化与控制 · 数学 2018-01-25 Yeesian Ng , Sidhant Misra , Line A. Roald , Scott Backhaus

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