Reinforcement Learning
"Reinforcement learning is learning what to do – how to map situations to actions – so as to maximize a numerical reward signal. The learner is not told which actions to take, as in most forms of machine learning, but instead must discover which actions yield the most reward by trying them."
– Sutton, Richard S. and Andrew G. Barto. Reinforcement Learning: An Introduction. (1.1). MIT Press, Cambridge, MA, 1998.
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Off-PolicyEvaluationforAction-Dependent Non-StationaryEnvironments
Neural Information Processing Systems
Methods for sequential decision making are often built upon a foundational assumption that the underlying decision process is stationary [Sutton and Barto, 2018]. While this assumption was a cornerstone when laying the theoretical foundations of the field, and while is often reasonable, it isseldom trueinpractice andcanbeunreasonable [Dulac-Arnold etal.,2019].
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