A review of off-policy evaluation in reinforcement learning

M Uehara, C Shi, N Kallus - arXiv preprint arXiv:2212.06355, 2022 - arxiv.org
Reinforcement learning (RL) is one of the most vibrant research frontiers in machine
learning and has been recently applied to solve a number of challenging problems. In this …

Causal reinforcement learning: A survey

Z Deng, J Jiang, G Long, C Zhang - arXiv preprint arXiv:2307.01452, 2023 - arxiv.org
Reinforcement learning is an essential paradigm for solving sequential decision problems
under uncertainty. Despite many remarkable achievements in recent decades, applying …

Causal reinforcement learning using observational and interventional data

M Gasse, D Grasset, G Gaudron… - arXiv preprint arXiv …, 2021 - arxiv.org
Learning efficiently a causal model of the environment is a key challenge of model-based
RL agents operating in POMDPs. We consider here a scenario where the learning agent …

A minimax learning approach to off-policy evaluation in confounded partially observable markov decision processes

C Shi, M Uehara, J Huang… - … Conference on Machine …, 2022 - proceedings.mlr.press
We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes
(POMDPs), where the evaluation policy depends only on observable variables and the …

Universal off-policy evaluation

Y Chandak, S Niekum, B da Silva… - Advances in …, 2021 - proceedings.neurips.cc
When faced with sequential decision-making problems, it is often useful to be able to predict
what would happen if decisions were made using a new policy. Those predictions must …

Off-policy confidence interval estimation with confounded markov decision process

C Shi, J Zhu, Y Shen, S Luo, H Zhu… - Journal of the American …, 2024 - Taylor & Francis
This article is concerned with constructing a confidence interval for a target policy's value
offline based on a pre-collected observational data in infinite horizon settings. Most of the …

Proximal reinforcement learning: Efficient off-policy evaluation in partially observed markov decision processes

A Bennett, N Kallus - Operations Research, 2024 - pubsonline.informs.org
In applications of offline reinforcement learning to observational data, such as in healthcare
or education, a general concern is that observed actions might be affected by unobserved …

Future-dependent value-based off-policy evaluation in pomdps

M Uehara, H Kiyohara, A Bennett… - Advances in …, 2024 - proceedings.neurips.cc
We study off-policy evaluation (OPE) for partially observable MDPs (POMDPs) with general
function approximation. Existing methods such as sequential importance sampling …

An instrumental variable approach to confounded off-policy evaluation

Y Xu, J Zhu, C Shi, S Luo… - … Conference on Machine …, 2023 - proceedings.mlr.press
Off-policy evaluation (OPE) aims to estimate the return of a target policy using some pre-
collected observational data generated by a potentially different behavior policy. In many …

Pessimism in the face of confounders: Provably efficient offline reinforcement learning in partially observable markov decision processes

M Lu, Y Min, Z Wang, Z Yang - arXiv preprint arXiv:2205.13589, 2022 - arxiv.org
We study offline reinforcement learning (RL) in partially observable Markov decision
processes. In particular, we aim to learn an optimal policy from a dataset collected by a …