arXiv Machine Learning By Jin Li, Ye Luo, Zigan Wang, Xiaowei Zhang

Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity

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arXiv:2103. 04021v4 Announce Type: replace-cross Abstract: In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out.

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arXiv Machine Learning
Sep 10

Decision-Centered Abstractions via Orthogonal Estimation of Difference-of-Q Functions

The paper introduces state abstractions that preserve the difference of Q‑functions for offline reinforcement learning, aiming to exclude irrelevant dynamics from rich state data. It proposes a dynamic generalization of the R‑learner that uses orthogonal estimation and sparse learning to estimate the Q‑function contrast, achieving faster convergence and consistency under a margin condition. Experiments on simulated and simulator‑augmented real data show variance reductions and demonstrate that the necessary information for sequential decision‑making can be smaller than that required for full state prediction.

By Defu Cao, Angela Zhou
arXiv Machine Learning
Sep 18

Model-based Bootstrap for Offline Policy Evaluation in Tabular Reinforcement Learning

The paper introduces a model-based bootstrap framework for uncertainty quantification in offline policy evaluation (OPE) within finite-horizon, time-inhomogeneous Markov decision processes. Unlike traditional bootstrap methods that resample entire episodes, this approach regenerates trajectories from an estimated MDP, enabling use of diverse offline data formats such as complete trajectories, transition-level observations, and trajectory fragments. The authors prove bootstrap distributional consistency, asymptotically valid confidence intervals, and consistent variance estimation, and demonstrate through simulations that the method yields tighter confidence intervals and more accurate variance estimates compared to existing techniques.

By Weiwei Wang, Yuqiang Li, Xianyi Wu, Bingyi Jing
arXiv Machine Learning
Oct 22

A Model-Free Continuous-Time RL Algorithm from Discrete-Time Off-Policy Data with End-to-End Guarantees

The paper introduces a model‑free continuous‑time reinforcement learning algorithm that learns from a fixed batch of discrete‑time off‑policy data. It builds on the PhiBE‑Q framework to create a PhiBE‑PI policy iteration that uses a single state‑action critic, avoiding explicit drift or diffusion estimation. The authors provide a local end‑to‑end suboptimality guarantee under linear function approximation, analyze error propagation from discretization, function approximation, and finite samples, and reveal a bias‑variance trade‑off where finer time discretization can worsen statistical error.

By Chaorui Yao, Yuming Paul Zhang, Lin Yang, Yuhua Zhu
arXiv Machine Learning
Aug 12

Generalized Linear Markov Decision Process

arXiv:2506. 00818v2 Announce Type: replace-cross Abstract: Offline reinforcement learning for longitudinal studies often faces two linked challenges: rewards may be binary or bounded, and reward observations may be available only for a subset of trajectories or time points even when the corresponding state-action-next-state histories are available.

By Sinian Zhang, Kaicheng Zhang, Ziping Xu, Zongqi Xia, Jue Hou, Tianxi Cai, Doudou Zhou
arXiv AI
Sep 25

Policy Complexity, Reaction Time, and Bounded Rationality in Reinforcement Learning

The paper introduces MI‑SARSA, an on‑policy temporal‑difference algorithm that incorporates mutual‑information regularization to model bounded rationality in reinforcement learning. By penalizing state‑specific deviations from a learned marginal action prior, the algorithm selectively uses state information only when the expected return outweighs the informational cost, yielding a reward‑complexity tradeoff. MI‑SARSA also predicts reaction times, showing that stronger information penalties lead to simpler policies, lower control costs, and faster responses, while regularization mitigates performance loss after environmental shifts at the expense of asymptotic return.

By James Wu, Chris R. Sims