Reinforcement Learning

On Instrumental Variable Regression for Deep Offline Policy Evaluation

We show that the popular reinforcement learning (RL) strategy of estimating the state-action value (Q-function) by minimizing the mean squared Bellman error leads to a regression problem with confounding, the inputs and output noise being correlated. …

Learning Deep Features in Instrumental Variable Regression

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by using an instrumental variable, which affects the outcome only through the …