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相关论文: Deeply-Debiased Off-Policy Interval Estimation

200 篇论文

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

机器学习 · 计算机科学 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

机器学习 · 计算机科学 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

Designing off-policy reinforcement learning algorithms is typically a very challenging task, because a desirable iteration update often involves an expectation over an on-policy distribution. Prior off-policy actor-critic (AC) algorithms…

机器学习 · 计算机科学 2021-07-20 Tengyu Xu , Zhuoran Yang , Zhaoran Wang , Yingbin Liang

In this work, we consider the off-policy policy evaluation problem for contextual bandits and finite horizon reinforcement learning in the nonstationary setting. Reusing old data is critical for policy evaluation, but existing estimators…

机器学习 · 计算机科学 2023-02-24 Vincent Liu , Yash Chandak , Philip Thomas , Martha White

Offline policy learning aims to discover decision-making policies from previously-collected datasets without additional online interactions with the environment. As the training dataset is fixed, its quality becomes a crucial determining…

In real-world recommender systems and search engines, optimizing ranking decisions to present a ranked list of relevant items is critical. Off-policy evaluation (OPE) for ranking policies is thus gaining a growing interest because it…

In many real-world reinforcement learning applications, access to the environment is limited to a fixed dataset, instead of direct (online) interaction with the environment. When using this data for either evaluation or training of a new…

机器学习 · 计算机科学 2019-11-06 Ofir Nachum , Yinlam Chow , Bo Dai , Lihong Li

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

Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…

机器学习 · 计算机科学 2019-08-13 Scott Fujimoto , David Meger , Doina Precup

In reinforcement learning, it is typical to use the empirically observed transitions and rewards to estimate the value of a policy via either model-based or Q-fitting approaches. Although straightforward, these techniques in general yield…

机器学习 · 计算机科学 2020-07-28 Ilya Kostrikov , Ofir Nachum

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

机器学习 · 计算机科学 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

机器学习 · 计算机科学 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

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

Evaluating the value of a hypothetical target policy with only a logged dataset is important but challenging. On the one hand, it brings opportunities for safe policy improvement under high-stakes scenarios like clinical guidelines. On the…

机器学习 · 计算机科学 2024-10-30 Hao Sun , Alex J. Chan , Nabeel Seedat , Alihan Hüyük , Mihaela van der Schaar

Off-policy evaluation often refers to two related tasks: estimating the expected return of a policy and estimating its value function (or other functions of interest, such as density ratios). While recent works on marginalized importance…

机器学习 · 计算机科学 2022-10-28 Audrey Huang , Nan Jiang

This paper introduces a new principled approach for off-policy learning in contextual bandits. Unlike previous work, our approach does not derive learning principles from intractable or loose bounds. We analyse the problem through the…

机器学习 · 统计学 2023-05-30 Otmane Sakhi , Pierre Alquier , Nicolas Chopin

Off-policy learning methods are intended to learn a policy from logged data, which includes context, action, and feedback (cost or reward) for each sample point. In this work, we build on the counterfactual risk minimization framework,…

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large…

机器学习 · 计算机科学 2019-11-26 Guy Tennenholtz , Shie Mannor , Uri Shalit

We consider off-policy evaluation in the contextual bandit setting for the purpose of obtaining a robust off-policy selection strategy, where the selection strategy is evaluated based on the value of the chosen policy in a set of proposal…

机器学习 · 计算机科学 2022-03-22 Ilja Kuzborskij , Claire Vernade , András György , Csaba Szepesvári