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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.

168,657 papers · 148 categories

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21426384 · Jun 202019922001200920172026
48 results for off-policy feedback

Study online learning with off-policy feedback in adversarial bandit problems.

problem Learning with limited direct feedback in sequential decision making.
method Proposed algorithms that adapt pessimistic reward estimators to handle unknown behavior policy.
result Guaranteed regret bounds scaling with policy mismatch, improving performance against well-covered comparators.

Novel LSE estimator improves off-policy learning and evaluation.

problem High variance and poor performance with low-quality propensity scores and heavy-tailed reward distributions.
method Introduces a novel estimator based on the log-sum-exponential (LSE) operator.
result Achieves convergence rate of O(nε/(1+ε))O(n^{-ε/(1+ ε)}) for regret bounds.

Industrial recommender systems deal with extremely large action spaces -- many millions of items to recommend. Moreover, they need to serve billions of users, who are unique at any point in time, making a complex user state space. Luckily, huge quantities of logged implicit feedback (e.g., user clicks, dwell time) are …

2018-12-06abs ↗pdf ↗

What is the most statistically efficient way to do off-policy evaluation and optimization with batch data from bandit feedback? For log data generated by contextual bandit algorithms, we consider offline estimators for the expected reward from a counterfactual policy. Our estimators are shown to have lowest variance in…

2018-09-10abs ↗pdf ↗

Paper tackles RLHF with DCPPO method, proving near-optimal suboptimality.

problem Challenges in offline RLHF with limited human feedback and bounded rationality.
method DCPPO method involving three stages: MLE, reward function recovery, and pessimistic value iteration.
result DCPPO's suboptimality almost matches classical pessimistic offline RL in terms of distribution shift and dimension.

Proposes a new resampling method for off-policy evaluation in stochastic control.

problem Estimating policy performance from data generated under a different policy.
method K-nearest neighbor resampling procedure for off-policy evaluation.
result Statistical consistency results for the proposed method under weak conditions.

In machine learning we often try to optimise a decision rule that would have worked well over a historical dataset; this is the so called empirical risk minimisation principle. In the context of learning from recommender system logs, applying this principle becomes a problem because we do not have available the reward …

2019-09-18abs ↗pdf ↗

Paper offers a fast convergence theory for offline decision making.

problem Offline decision making problems, including reinforcement learning and off-policy evaluation.
method Introduces a framework (DMOF) and algorithm (EDD) with a fast convergence guarantee.
result Demonstrates a fast convergence guarantee with a lower bound complement.

A new method for identifying the best arm in multi-armed bandits with mediator feedback.

problem Sequential decision-making with unknown mediator policies.
method Best-arm identification under mediators' feedback (BAI-MF) with statistical lower bound and sequential decision-making strategy.
result The proposed algorithm matches the lower bound on sample complexity for identifying the best arm.

This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large errors. We define the problem of off-policy evaluation for Partially Observable Mark…

2019-09-09abs ↗pdf ↗

Paper improves bootstrapping for off-policy reinforcement learning inference.

problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.

We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of transition probabilities. We prove that such approximate corrections are sufficien…

2016-02-16abs ↗pdf ↗

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true value function VV. Two novel algorithms are proposed to approximate the true value…

2017-04-17abs ↗pdf ↗

Stabilizes policy optimization with off-policy data using divergence augmentation.

problem Premature convergence and instability in policy optimization with off-policy data.
method Incorporates Bregman divergence between behavior and current policies to ensure safe policy updates.
result Empirically shows better performance in data-scarce scenarios compared to other algorithms.

Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy improvement is guaranteed from on- and off-policy mixture samples. An optimization …

2017-10-10abs ↗pdf ↗

The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing off-policy algorithms, and reveals a broad space of unexplored algorithms. We th…

2019-10-16abs ↗pdf ↗

Paper proposes a framework for reliable off-policy evaluation in reinforcement learning.

problem Quantifying uncertainty in off-policy estimates for safe deployment of target policies.
method Distributionally robust optimization for creating confidence bounds.
result Non-asymptotic and asymptotic guarantees for robust cumulative reward estimates.

Off-policy reinforcement learning aims to leverage experience collected from prior policies for sample-efficient learning. However, in practice, commonly used off-policy approximate dynamic programming methods based on Q-learning and actor-critic methods are highly sensitive to the data distribution, and can make only …

2019-06-03abs ↗pdf ↗

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 …

2019-04-17abs ↗pdf ↗

New estimator uses clustering to improve off-policy evaluation accuracy.

problem Improving off-policy evaluation accuracy when logging and evaluation policies differ.
method Proposes an estimator that shares information across similar contexts using clustering.
result Clustering contexts improves estimation accuracy, especially in deficient information settings.

SUNRISE improves off-policy RL algorithms by integrating ensemble methods.

problem Stability and exploration issues in off-policy RL algorithms.
method SUNRISE combines ensemble-based weighted Bellman backups and upper-confidence bounds for efficient exploration.
result SUNRISE improves the performance of off-policy RL algorithms across various domains.

New algorithm reduces bias in off-policy reinforcement learning.

problem Challenges in designing off-policy reinforcement learning algorithms.
method Doubly robust off-policy actor-critic (DR-Off-PAC) with a single timescale structure.
result Establishes the first overall sample complexity analysis for a single time-scale off-policy AC algorithm.

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, represented as a value function. However, the behavior used to select actions and generate…

2018-11-06abs ↗pdf ↗

Paper proposes a method to create more reliable confidence intervals for off-policy evaluations.

problem Creating reliable confidence intervals for off-policy evaluations.
method Proposes a deeply-debiasing procedure to construct efficient, robust, and flexible confidence intervals.
result Validated by theoretical results and numerical experiments, the method improves the reliability of off-policy evaluations.

The paper analyzes off-policy TD-learning using generalized Bellman operators and provides finite-sample bounds.

problem High variance in off-policy TD-learning due to importance sampling.
method Derives finite-sample bounds for off-policy TD-like algorithms using generalized Bellman operators.
result First-known finite-sample guarantees for several off-policy TD algorithms.

This paper reviews off-policy evaluation methods in reinforcement learning.

problem Efficiency and accuracy of off-policy evaluation methods in reinforcement learning.
method Discussion of existing OPE methods, their statistical properties, and related research directions.
result Efficiency bounds and state-of-the-art OPE methods in reinforcement learning.

We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which can be misleading about the performance of the target policy when deployed, our…

2019-03-27abs ↗pdf ↗