arXiv Statistics ML

Model Selection for Off-Policy Evaluation via Pairwise Bellman Validation

arXiv Machine Learning
Sep 1

Fitted Q-Evaluation without Bellman Completeness via Occupancy Weighting

The paper introduces occupancy-weighted Fitted Q-Evaluation (FQE), a regression-based off‑policy evaluation method that replaces the standard offline distribution weights with a target‑policy discounted occupancy ratio. This weighting aligns the projection norm with the target policy’s dynamics, restoring contraction of the Bellman operator and eliminating the need for Bellman completeness. The authors provide finite‑sample guarantees that separate iteration, statistical, approximation, and ratio‑estimation errors, and show that exact occupancy weighting combined with fitted occupancy‑ratio evaluation yields consistent estimation under coverage without requiring critic‑side completeness.

By Lars van der Laan, Nathan Kallus
arXiv Machine Learning
Sep 17

A Convergence Framework for Deep $V$-Learning: Error Propagation and Sharp Action-Gap Bounds

The paper presents a convergence framework for deep $V$‑learning over a finite horizon $H$, deriving explicit bounds on policy loss by decomposing the Bellman update error into six residuals. It shows how $L^s$ concentrability controls expected $L^1$ loss, quantifies the impact of shared sampling across horizon levels, and provides optimal and near‑optimal sample allocations for statistical error rates. The work also establishes sharp action‑gap bounds under a margin condition, transfers optimal‑gap results to frozen‑iterate gaps, and offers consistency guarantees for generative‑reset approximate‑ERM procedures with exact action scores.

By Yury Kolomeytsev
arXiv Machine Learning
Sep 24

Limiting-Kernel Q($\lambda$): Bridging Short and Long Horizons

Limiting‑Kernel Q(λ) (LKQL) is an off‑policy value estimator that blends n‑step truncation with a long‑horizon approximation based on the limiting kernel. It maintains the computational efficiency of n‑step methods while improving policy evaluation accuracy, especially for long‑horizon tasks. The authors prove faster convergence of LKQL’s operator under aperiodicity and near‑on‑policy conditions, and demonstrate empirical gains on MuJoCo continuous‑control benchmarks.

By Tolga Ok, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Mohamad Amin Sharifi Kolarijani
Hugging Face Trending Papers
Oct 22

Ground-Truth-First Benchmarking of Reinforcement Learning via Converse Optimality: From Smooth, Fully Observed Systems to Non-Smooth or Partially Observed Tasks

The paper introduces a ground‑truth‑first benchmarking framework for reinforcement learning that uses converse optimality to construct tasks with certified optimal value functions and policies. It unifies two benchmarking modes: sensitivity testing with continuous‑time generators to study robustness to task variation, and oracle‑referenced comparison with discrete‑time generators to evaluate policies via optimality gap, regret, and policy error. The methodology is applied to planar arms, nonholonomic vehicles, and quadrotor tasks, and extends to non‑smooth systems, raw‑action interfaces, and partially observed settings, with code and diagnostics publicly available.

arXiv Machine Learning
Oct 23

Ground-Truth-First Benchmarking of Reinforcement Learning via Converse Optimality: From Smooth, Fully Observed Systems to Non-Smooth or Partially Observed Tasks

The paper introduces a ground‑truth‑first benchmarking framework for reinforcement learning that uses converse optimality to construct tasks with certified optimal value functions and policies. It unifies sensitivity benchmarking—sampling certified environments from continuous‑time generators—and oracle‑referenced comparison—using native discrete‑time generators to evaluate policies via optimality gap, regret, and policy error. The methodology extends to non‑smooth, non‑affine, and partially observed settings, and the authors provide code and diagnostics on a public project page.

By Gr\'egoire Ouerdane, Sinan Ibrahim, Stefan Streif, Pavel Osinenko