We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a technique for off-policy evaluation that re-weights off-policy returns to account…
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
The paper explains why estimating a history-dependent policy can reduce MSE in reinforcement learning.
We introduce a new approach for comparing reinforcement learning policies, using Wasserstein distances (WDs) in a newly defined latent behavioral space. We show that by utilizing the dual formulation of the WD, we can learn score functions over policy behaviors that can in turn be used to lead policy optimization towar…
Study minimax off-policy evaluation in multi-armed bandits with known and unknown behavior policies.
We propose a novel approach to train a multi-modal policy from mixed demonstrations without their behavior labels. We develop a method to discover the latent factors of variation in the demonstrations. Specifically, our method is based on the variational autoencoder with a categorical latent variable. The encoder infer…
We make policy optimization algorithms batch size-invariant by decoupling proximal and behavior policies.
AIPS improves ranking policy evaluation by adapting to diverse user behavior.
CoinDICE estimates confidence intervals for unknown behavior policies in reinforcement learning.
Off-policy learning exhibits greater instability when compared to on-policy learning in reinforcement learning (RL). The difference in probability distribution between the target policy () and the behavior policy (b) is a major cause of instability. High variance also originates from distributional mismatch. The var…
Learning algorithms are enabling robots to solve increasingly challenging real-world tasks. These approaches often rely on demonstrations and reproduce the behavior shown. Unexpected changes in the environment may require using different behaviors to achieve the same effect, for instance to reach and grasp an object in…
CQL (ReDS) learns from varied driving behaviors, improving offline RL performance.
This paper investigates how to efficiently transition and update policies, trained initially with demonstrations, using off-policy actor-critic reinforcement learning. It is well-known that techniques based on Learning from Demonstrations, for example behavior cloning, can lead to proficient policies given limited data…
Study strategic dynamic pricing for buyers with unknown manipulation costs.
Deep learning analyzes healthcare provider actions and patient outcomes.
KL-regularized RL from expert demos can lead to slow, unstable learning.
New estimator GMIPS reduces variance in ranking policy evaluation.
We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the distribution of states visited under the behavior policy used to collect data, and what …
We consider off-policy policy evaluation when the trajectory data are generated by multiple behavior policies. Recent work has shown the key role played by the state or state-action stationary distribution corrections in the infinite horizon context for off-policy policy evaluation. We propose estimated mixture policy …
In reinforcement learning, an agent attempts to learn high-performing behaviors through interacting with the environment, such behaviors are often quantified in the form of a reward function. However some aspects of behavior-such as ones which are deemed unsafe and to be avoided-are best captured through constraints. W…
This paper solves steady-state planning for multichain MDPs.
Method learns evolving policies in healthcare contexts.
Study improves off-policy evaluation from non-i.i.d. bandit samples.
The goal of imitation learning is for an apprentice to learn how to behave in a stochastic environment by observing a mentor demonstrating the correct behavior. Accurate prior knowledge about the correct behavior can reduce the need for demonstrations from the mentor. We present a novel approach to encoding prior knowl…
In batch reinforcement learning (RL), one often constrains a learned policy to be close to the behavior (data-generating) policy, e.g., by constraining the learned action distribution to differ from the behavior policy by some maximum degree that is the same at each state. This can cause batch RL to be overly conservat…
New algorithm learns policies without uniform overlap assumption.
Adapts safe policies for exploration in high-risk settings.
New method recovers diverse policies from expert data using state-action pair weighting.
A new framework for adaptive behavior using reusable value profiles.
New method improves reinforcement learning generalization.
Dual behavior policy improves reinforcement learning across various environments.
Behavior Transfer improves reinforcement learning by leveraging pre-trained policies.
SafeMIL learns safer policies by avoiding risky behavior from non-preferred trajectories.
When we implement a portfolio selection methodology under a mean-risk formulation, it is essential to correctly model investors' risk aversion which may be time-dependent, or even state-dependent during the investment procedure. In this paper, we propose a behavior risk aversion model, which is a piecewise linear funct…
We study the problem of controllable generation of long-term sequential behaviors, where the goal is to calibrate to multiple behavior styles simultaneously. In contrast to the well-studied areas of controllable generation of images, text, and speech, there are two questions that pose significant challenges when genera…
Experience replay (ER) is a fundamental component of off-policy deep reinforcement learning (RL). ER recalls experiences from past iterations to compute gradient estimates for the current policy, increasing data-efficiency. However, the accuracy of such updates may deteriorate when the policy diverges from past behavio…
Compressed imitation learning uses simplicity priors for efficient expert behavior copying.
One-step policy improvement outperforms iterative RL methods on D4RL.
Study how untrained policies explore in RL environments.
Diffusion-QL uses diffusion models to improve offline RL performance.
Paper tackles covariate shift in offline IL using less proficient behavior data.
Interpole learns transparent decision-making policies from data.
We study how the behavior of deep policy gradient algorithms reflects the conceptual framework motivating their development. To this end, we propose a fine-grained analysis of state-of-the-art methods based on key elements of this framework: gradient estimation, value prediction, and optimization landscapes. Our result…
Unified framework for policy learning using weak supervision.
VA-OPE improves OPE by incorporating variance information, achieving tighter error bounds.
In this work, we propose a method for learning driver models that account for variables that cannot be observed directly. When trained on a synthetic dataset, our models are able to learn encodings for vehicle trajectories that distinguish between four distinct classes of driver behavior. Such encodings are learned wit…
Credit assignment in Meta-reinforcement learning (Meta-RL) is still poorly understood. Existing methods either neglect credit assignment to pre-adaptation behavior or implement it naively. This leads to poor sample-efficiency during meta-training as well as ineffective task identification strategies. This paper provide…
Reinforcement learning agents need exploratory behaviors to escape from local optima. These behaviors may include both immediate dithering perturbation and temporally consistent exploration. To achieve these, a stochastic policy model that is inherently consistent through a period of time is in desire, especially for t…
AI agents are being developed to support high stakes decision-making processes from driving cars to prescribing drugs, making it increasingly important for human users to understand their behavior. Policy summarization methods aim to convey strengths and weaknesses of such agents by demonstrating their behavior in a su…