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相关论文: Low Variance Off-policy Evaluation with State-base…

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Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while…

机器学习 · 计算机科学 2021-11-02 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Cross-validation under sample selection bias can, in principle, be done by importance-weighting the empirical risk. However, the importance-weighted risk estimator produces sub-optimal hyperparameter estimates in problem settings where…

机器学习 · 计算机科学 2019-08-28 Wouter M. Kouw , Jesse H. Krijthe , Marco Loog

We consider the transfer of experience samples (i.e., tuples < s, a, s', r >) in reinforcement learning (RL), collected from a set of source tasks to improve the learning process in a given target task. Most of the related approaches focus…

机器学习 · 计算机科学 2018-05-29 Andrea Tirinzoni , Andrea Sessa , Matteo Pirotta , Marcello Restelli

We propose the use of U-statistics to reduce variance for gradient estimation in importance-weighted variational inference. The key observation is that, given a base gradient estimator that requires $m > 1$ samples and a total of $n > m$…

机器学习 · 计算机科学 2023-02-28 Javier Burroni , Kenta Takatsu , Justin Domke , Daniel Sheldon

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

机器学习 · 计算机科学 2019-11-27 Kaixiang Lin , Jiayu Zhou

Reinforcement Learning has been able to solve many complicated robotics tasks without any need for feature engineering in an end-to-end fashion. However, learning the optimal policy directly from the sensory inputs, i.e the observations,…

Recently, sequence learning methods have been applied to the problem of off-policy Reinforcement Learning, including the seminal work on Decision Transformers, which employs transformers for this task. Since transformers are…

机器学习 · 计算机科学 2023-06-09 Shmuel Bar-David , Itamar Zimerman , Eliya Nachmani , Lior Wolf

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

机器学习 · 计算机科学 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

人工智能 · 计算机科学 2007-05-23 Leonid Peshkin , Christian R. Shelton

Offline reinforcement learning (offline RL) considers problems where learning is performed using only previously collected samples and is helpful for the settings in which collecting new data is costly or risky. In model-based offline RL,…

机器学习 · 计算机科学 2023-03-09 Mustafa O. Karabag , Ufuk Topcu

We consider the problem of low probability estimation: given a machine learning model and a formally-specified input distribution, how can we estimate the probability of a binary property of the model's output, even when that probability is…

机器学习 · 计算机科学 2025-02-07 Gabriel Wu , Jacob Hilton

Although stochastic models driven by latent Markov processes are widely used, the classical importance sampling methods based on the exponential tilting for these models suffers from the difficulties in computing the eigenvalues and…

统计计算 · 统计学 2025-10-14 Cheng-Der Fuh , Yanwei Jia , Steven Kou

Reinforcement Learning (RL) methods are typically sample-inefficient, making it challenging to train and deploy RL-policies in real world robots. Even a robust policy trained in simulation requires a real-world deployment to assess their…

机器学习 · 计算机科学 2023-10-06 Pulkit Katdare , Nan Jiang , Katherine Driggs-Campbell

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

Offline reinforcement learning (RL) aims to learn a policy that maximizes the expected return using a given static dataset of transitions. However, offline RL faces the distribution shift problem. The policy constraint offline RL method is…

机器学习 · 计算机科学 2025-12-24 Yuanhao Chen , Qi Liu , Pengbin Chen , Zhongjian Qiao , Yanjie Li

We study the sample complexity of reducing reinforcement learning to a sequence of empirical risk minimization problems over the policy space. Such reductions-based algorithms exhibit local convergence in the function space, as opposed to…

机器学习 · 计算机科学 2023-01-26 Naman Agarwal , Brian Bullins , Karan Singh

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

机器学习 · 计算机科学 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

Policy gradient methods are appealing in deep reinforcement learning but suffer from high variance of gradient estimate. To reduce the variance, the state value function is applied commonly. However, the effect of the state value function…

机器学习 · 计算机科学 2021-08-06 Jiaming Guo , Rui Zhang , Xishan Zhang , Shaohui Peng , Qi Yi , Zidong Du , Xing Hu , Qi Guo , Yunji Chen