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相关论文: On the Estimation Bias in Double Q-Learning

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Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

Offline reinforcement learning (RL) suffers from extrapolation errors induced by out-of-distribution (OOD) actions. To address this, offline RL algorithms typically impose constraints on action selection, which can be systematically…

机器学习 · 计算机科学 2025-11-05 Yixiu Mao , Yun Qu , Qi Wang , Xiangyang Ji

The theory of bias-variance used to serve as a guide for model selection when applying Machine Learning algorithms. However, modern practice has shown success with over-parameterized models that were expected to overfit but did not. This…

机器学习 · 计算机科学 2022-11-21 Luis Sa-Couto , Jose Miguel Ramos , Miguel Almeida , Andreas Wichert

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

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome…

计量经济学 · 经济学 2023-07-04 Yu-Chin Hsu , Martin Huber , Yu-Min Yen

The shortcomings of maximum likelihood estimation in the context of model-based reinforcement learning have been highlighted by an increasing number of papers. When the model class is misspecified or has a limited representational capacity,…

机器学习 · 计算机科学 2021-06-08 Evgenii Nikishin , Romina Abachi , Rishabh Agarwal , Pierre-Luc Bacon

This paper studies the trajectory optimization problem for an aerial vehicle with the mission of flying between a pair of given initial and final locations. The objective is to minimize the travel time of the aerial vehicle ensuring that…

人工智能 · 计算机科学 2020-02-26 Behzad Khamidehi , Elvino S. Sousa

Existing machine unlearning (MU) approaches exhibit significant sensitivity to hyperparameters, requiring meticulous tuning that limits practical deployment. In this work, we first empirically demonstrate the instability and suboptimal…

机器学习 · 计算机科学 2025-11-03 Xuyang Zhong , Haochen Luo , Chen Liu

The use of pessimism, when reasoning about datasets lacking exhaustive exploration has recently gained prominence in offline reinforcement learning. Despite the robustness it adds to the algorithm, overly pessimistic reasoning can be…

机器学习 · 计算机科学 2023-10-25 Tengyang Xie , Ching-An Cheng , Nan Jiang , Paul Mineiro , Alekh Agarwal

Prediction error is critical to assessing the performance of statistical methods and selecting statistical models. We propose the cross-validation and approximated cross-validation methods for estimating prediction error under a broad…

统计理论 · 数学 2007-06-13 Jianqing Fan , Chunming Zhang

Continuous quantum error correction has been found to have certain advantages over discrete quantum error correction, such as a reduction in hardware resources and the elimination of error mechanisms introduced by having entangling gates…

The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an…

In recent years there has been a collective research effort to find new formulations of reinforcement learning that are simultaneously more efficient and more amenable to analysis. This paper concerns one approach that builds on the linear…

最优化与控制 · 数学 2022-10-19 Fan Lu , Prashant Mehta , Sean Meyn , Gergely Neu

Q-learning and SARSA are foundational reinforcement learning algorithms whose practical success depends critically on step-size calibration. Step-sizes that are too large can cause numerical instability, while step-sizes that are too small…

机器学习 · 统计学 2026-01-28 Hwanwoo Kim , Eric Laber

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

计量经济学 · 经济学 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online computational burden in most existing methods, we learn a…

系统与控制 · 电气工程与系统科学 2022-04-07 Wenhan Cao , Jingliang Duan , Shengbo Eben Li , Chen Chen , Chang Liu , Yu Wang

Model-free reinforcement learning algorithms, such as Q-learning, perform poorly in the early stages of learning in noisy environments, because much effort is spent unlearning biased estimates of the state-action value function. The bias…

机器学习 · 计算机科学 2018-02-01 Roy Fox , Ari Pakman , Naftali Tishby

This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…

机器学习 · 计算机科学 2010-09-15 Punit Pandey , Deepshikha Pandey , Shishir Kumar

In recent years, $Q$-learning has become indispensable for model-free reinforcement learning (MFRL). However, it suffers from well-known problems such as under- and overestimation bias of the value, which may adversely affect the policy…

机器学习 · 计算机科学 2021-02-09 Youngmin Oh , Jinwoo Shin , Eunho Yang , Sung Ju Hwang

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

机器学习 · 计算机科学 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters