Conditional Importance Sampling for Off-Policy Learning


Mark Rowland, Anna Harutyunyan, Hado Hasselt, Diana Borsa, Tom Schaul, Remi Munos, Will Dabney ;
Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, PMLR 108:45-55, 2020.


The principal contribution of this paper is a conceptual framework for off-policy reinforcement learning, based on conditional expectations of importance sampling ratios. This framework yields new perspectives and understanding of existing off-policy algorithms, and reveals a broad space of unexplored algorithms. We theoretically analyse this space, and concretely investigate several algorithms that arise from this framework.

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