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This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

机器学习 · 计算机科学 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Offline reinforcement learning (RL) addresses the problem of learning a performant policy from a fixed batch of data collected by following some behavior policy. Model-based approaches are particularly appealing in the offline setting since…

机器学习 · 计算机科学 2023-03-06 Jihwan Jeong , Xiaoyu Wang , Michael Gimelfarb , Hyunwoo Kim , Baher Abdulhai , Scott Sanner

We consider off-policy evaluation (OPE) of deterministic target policies for reinforcement learning (RL) in environments with continuous action spaces. While it is common to use importance sampling for OPE, it suffers from high variance…

机器学习 · 计算机科学 2024-05-30 Haanvid Lee , Tri Wahyu Guntara , Jongmin Lee , Yung-Kyun Noh , Kee-Eung Kim

In reinforcement learning, off-policy evaluation (OPE) is the problem of estimating the expected return of an evaluation policy given a fixed dataset that was collected by running one or more different policies. One of the more empirically…

机器学习 · 计算机科学 2023-10-31 Brahma S. Pavse , Josiah P. Hanna

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

机器人学 · 计算机科学 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa

Off-policy evaluation (OPE) aims to estimate the performance of hypothetical policies using data generated by a different policy. Because of its huge potential impact in practice, there has been growing research interest in this field.…

机器学习 · 计算机科学 2021-10-27 Yuta Saito , Shunsuke Aihara , Megumi Matsutani , Yusuke Narita

We study off-policy learning (OPL) in contextual bandits, which plays a key role in a wide range of real-world applications such as recommendation systems and online advertising. Typical OPL in contextual bandits assumes an unconstrained…

Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of…

机器学习 · 计算机科学 2021-11-23 Sarah Müller , Alexander von Rohr , Sebastian Trimpe

Bayesian sampling is an important task in statistics and machine learning. Over the past decade, many ensemble-type sampling methods have been proposed. In contrast to the classical Markov chain Monte Carlo methods, these new methods deploy…

数值分析 · 数学 2024-05-14 Shi Chen , Zhiyan Ding , Qin Li

Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…

机器学习 · 计算机科学 2024-04-02 Yibo Wang , Jiang Zhao

Short- and long-term outcomes of an algorithm often differ, with damaging downstream effects. A known example is a click-bait algorithm, which may increase short-term clicks but damage long-term user engagement. A possible solution to…

机器学习 · 计算机科学 2024-04-25 Yuta Saito , Himan Abdollahpouri , Jesse Anderton , Ben Carterette , Mounia Lalmas

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

Off-policy learning (OPL) in contextual bandits aims to learn a decision-making policy that maximizes the target rewards by using only historical interaction data collected under previously developed policies. Unfortunately, when rewards…

机器学习 · 计算机科学 2025-06-18 Rikiya Takehi , Masahiro Asami , Kosuke Kawakami , Yuta Saito

Offline reinforcement learning (RL) aims to learn decision policies from a fixed batch of logged transitions, without additional environment interaction. Despite remarkable empirical progress, offline RL remains fragile under distribution…

统计方法学 · 统计学 2026-03-16 Debashis Chatterjee

Off-policy learning is a framework for evaluating and optimizing policies without deploying them, from data collected by another policy. Real-world environments are typically non-stationary and the offline learned policies should adapt to…

机器学习 · 计算机科学 2021-04-06 Joey Hong , Branislav Kveton , Manzil Zaheer , Yinlam Chow , Amr Ahmed

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…

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

机器学习 · 统计学 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh

We investigate off-policy evaluation (OPE), a central and fundamental problem in reinforcement learning (RL), in the challenging setting of Partially Observable Markov Decision Processes (POMDPs) with large observation spaces. Recent works…

机器学习 · 计算机科学 2025-03-04 Yuheng Zhang , Nan Jiang

The Off-Policy Evaluation (OPE) problem consists of evaluating the performance of counterfactual policies with data collected by another one. To solve the OPE problem, we resort to estimators, which aim to estimate in the most accurate way…

机器学习 · 计算机科学 2024-11-12 Nicolò Felicioni , Michael Benigni , Maurizio Ferrari Dacrema

We consider evaluating and training a new policy for the evaluation data by using the historical data obtained from a different policy. The goal of off-policy evaluation (OPE) is to estimate the expected reward of a new policy over the…

机器学习 · 统计学 2020-10-19 Masahiro Kato , Masatoshi Uehara , Shota Yasui