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相关论文: Off-policy Evaluation with Deeply-abstracted State…

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We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified…

最优化与控制 · 数学 2023-08-01 Yan Li , Guanghui Lan

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

机器学习 · 计算机科学 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

Off-policy evaluation is critical in a number of applications where new policies need to be evaluated offline before online deployment. Most existing methods focus on the expected return, define the target parameter through averaging and…

机器学习 · 统计学 2023-02-10 Yingying Zhang , Chengchun Shi , Shikai Luo

We consider the problem of evaluating the performance of a decision policy using past observational data. The outcome of a policy is measured in terms of a loss (aka. disutility or negative reward) and the main problem is making valid…

机器学习 · 统计学 2023-07-03 Sofia Ek , Dave Zachariah , Fredrik D. Johansson , Petre Stoica

Off-policy evaluation estimates how a target policy would perform using data collected by a different behavior policy, which is crucial when online testing is costly or risky, such as in recommendation or healthcare. Standard importance…

机器学习 · 计算机科学 2026-05-29 Ziwen Xie , Shaowen Xiang , Hongyu He , Dianbo Liu

Off-policy evaluation (OPE) estimates the value of a target treatment policy (e.g., a recommender system) using data collected by a different logging policy. It enables high-stakes experimentation without live deployment, yet in practice…

机器学习 · 统计学 2026-05-18 Connor Douglas , Joel Persson , Foster Provost

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

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

机器学习 · 计算机科学 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

Off-policy evaluation (OPE) methods allow us to compute the expected reward of a policy by using the logged data collected by a different policy. OPE is a viable alternative to running expensive online A/B tests: it can speed up the…

机器学习 · 计算机科学 2024-10-23 Matej Cief , Jacek Golebiowski , Philipp Schmidt , Ziawasch Abedjan , Artur Bekasov

We introduce a novel doubly-robust (DR) off-policy evaluation (OPE) estimator for Markov decision processes, DRUnknown, designed for situations where both the logging policy and the value function are unknown. The proposed estimator…

机器学习 · 统计学 2024-04-03 Kyungbok Lee , Myunghee Cho Paik

This paper proposes a new Sequential Monte Carlo algorithm to perform online estimation in the context of state space models when either the transition density of the latent state or the conditional likelihood of an observation given a…

应用统计 · 统计学 2021-05-10 Alice Martin , Marie-Pierre Etienne , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

Model-based reinforcement learning (RL) is appealing because (i) it enables planning and thus more strategic exploration, and (ii) by decoupling dynamics from rewards, it enables fast transfer to new reward functions. However, learning an…

Personalized preference alignment for LLMs with diverse human preferences requires evaluation and alignment methods that capture pluralism. Most existing preference alignment datasets are logged under policies that differ substantially from…

计算与语言 · 计算机科学 2025-09-25 Chengkai Huang , Junda Wu , Zhouhang Xie , Yu Xia , Rui Wang , Tong Yu , Subrata Mitra , Julian McAuley , Lina Yao

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

计量经济学 · 经济学 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

Off-policy estimation for long-horizon problems is important in many real-life applications such as healthcare and robotics, where high-fidelity simulators may not be available and on-policy evaluation is expensive or impossible. Recently,…

机器学习 · 计算机科学 2020-03-26 Ali Mousavi , Lihong Li , Qiang Liu , Denny Zhou

Partially observable Markov decision processes (POMDPs) are a general framework for sequential decision-making under latent state uncertainty, yet learning in POMDPs is intractable in the worst case. Motivated by sensing and probing…

机器学习 · 计算机科学 2026-01-27 Ming Shi , Yingbin Liang , Ness B. Shroff

This study addresses the problem of off-policy evaluation (OPE) from dependent samples obtained via the bandit algorithm. The goal of OPE is to evaluate a new policy using historical data obtained from behavior policies generated by the…

机器学习 · 统计学 2020-06-15 Masahiro Kato

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

系统与控制 · 电气工程与系统科学 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

This work introduces a non-intrusive model reduction approach for learning reduced models from partially observed state trajectories of high-dimensional dynamical systems. The proposed approach compensates for the loss of information due to…

机器学习 · 计算机科学 2021-03-29 Wayne Isaac Tan Uy , Benjamin Peherstorfer

State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…

机器学习 · 计算机科学 2021-06-18 Dilip Arumugam , Benjamin Van Roy