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相关论文: Off-Policy Fitted Q-Evaluation with Differentiable…

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Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

机器学习 · 计算机科学 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi

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

Reinforcement learning (RL) can be used to learn treatment policies and aid decision making in healthcare. However, given the need for generalization over complex state/action spaces, the incorporation of function approximators (e.g., deep…

机器学习 · 计算机科学 2021-07-26 Shengpu Tang , Jenna Wiens

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…

机器学习 · 计算机科学 2022-11-28 Ming Yin , Mengdi Wang , Yu-Xiang Wang

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

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

机器学习 · 计算机科学 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

Evaluating off-policy decisions using batch data poses significant challenges due to limited sample sizes leading to high variance. To improve Off-Policy Evaluation (OPE), we must identify and address the sources of this variance. Recent…

机器学习 · 统计学 2024-12-02 Ritam Majumdar , Jack Teversham , Sonali Parbhoo

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

机器学习 · 计算机科学 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

机器学习 · 计算机科学 2023-07-27 Laixi Shi , Robert Dadashi , Yuejie Chi , Pablo Samuel Castro , Matthieu Geist

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…

Offline policy evaluation is a fundamental statistical problem in reinforcement learning that involves estimating the value function of some decision-making policy given data collected by a potentially different policy. In order to tackle…

机器学习 · 计算机科学 2022-12-20 Juan C. Perdomo , Akshay Krishnamurthy , Peter Bartlett , Sham Kakade

We provide theoretical investigations into off-policy evaluation in reinforcement learning using function approximators for (marginalized) importance weights and value functions. Our contributions include: (1) A new estimator, MWL, that…

机器学习 · 计算机科学 2020-10-08 Masatoshi Uehara , Jiawei Huang , Nan Jiang

We show that the popular reinforcement learning (RL) strategy of estimating the state-action value (Q-function) by minimizing the mean squared Bellman error leads to a regression problem with confounding, the inputs and output noise being…

机器学习 · 计算机科学 2022-12-01 Yutian Chen , Liyuan Xu , Caglar Gulcehre , Tom Le Paine , Arthur Gretton , Nando de Freitas , Arnaud Doucet

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

Off-policy evaluation (OPE) attempts to predict the performance of counterfactual policies using log data from a different policy. We extend its applicability by developing an OPE method for a class of both full support and deficient…

机器学习 · 计算机科学 2022-12-06 Yusuke Narita , Kyohei Okumura , Akihiro Shimizu , Kohei Yata

We study representation learning for Offline Reinforcement Learning (RL), focusing on the important task of Offline Policy Evaluation (OPE). Recent work shows that, in contrast to supervised learning, realizability of the Q-function is not…

机器学习 · 计算机科学 2022-07-14 Jonathan D. Chang , Kaiwen Wang , Nathan Kallus , Wen Sun

Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance…

机器学习 · 计算机科学 2019-06-11 Nathan Kallus , Masatoshi Uehara

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work…

机器学习 · 统计学 2025-03-13 Sungee Hong , Zhengling Qi , Raymond K. W. Wong

The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge…

机器学习 · 计算机科学 2020-02-18 Simon S. Du , Jason D. Lee , Gaurav Mahajan , Ruosong Wang

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