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

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

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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.

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arXiv Machine Learning
Jul 8

Model-based Bootstrap of Controlled Markov Chains

arXiv:2605. 12410v2 Announce Type: replace-cross Abstract: We propose and analyze a model-based bootstrap for transition kernels in finite controlled Markov chains (CMCs) with possibly nonstationary or history-dependent control policies, a setting that arises naturally in offline reinforcement learning (RL) when the behavior policy generating the data is unknown.

By Ziwei Su, Imon Banerjee, Diego Klabjan