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We consider a model-based approach to perform batch off-policy evaluation in reinforcement learning. Our method takes a mixture-of-experts approach to combine parametric and non-parametric models of the environment such that the final value estimate has the least expected error. We do so by first estimating the local accuracy of each model and then using a planner to select which model to use at every time step as to minimize the return error estimate along entire trajectories. Across a variety of domains, our mixture-based approach outperforms the individual models alone as well as state-of-the-art importance sampling-based estimators.
Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient algorithms th
Off-policy evaluation (OPE) holds the promise of being able to leverage large, offline datasets for both evaluating and selecting complex policies for decision making. The ability to learn offline is particularly important in many real-world domains,
Importance sampling-based estimators for off-policy evaluation (OPE) are valued for their simplicity, unbiasedness, and reliance on relatively few assumptions. However, the variance of these estimators is often high, especially when trajectories are
Many reinforcement learning applications involve the use of data that is sensitive, such as medical records of patients or financial information. However, most current reinforcement learning methods can leak information contained within the (possibly
In this work, we consider the problem of estimating a behaviour policy for use in Off-Policy Policy Evaluation (OPE) when the true behaviour policy is unknown. Via a series of empirical studies, we demonstrate how accurate OPE is strongly dependent o