diff --git a/examples/offline/atari_bcq.py b/examples/offline/atari_bcq.py
index c37313d..82775b5 100644
--- a/examples/offline/atari_bcq.py
+++ b/examples/offline/atari_bcq.py
@@ -12,7 +12,8 @@ from torch.utils.tensorboard import SummaryWriter
 
 from examples.atari.atari_network import DQN
 from examples.atari.atari_wrapper import make_atari_env
-from tianshou.data import Collector, ReplayBuffer, VectorReplayBuffer
+from examples.offline.utils import load_buffer
+from tianshou.data import Collector, VectorReplayBuffer
 from tianshou.policy import DiscreteBCQPolicy
 from tianshou.trainer import offline_trainer
 from tianshou.utils import TensorboardLogger, WandbLogger
@@ -118,18 +119,19 @@ def test_discrete_bcq(args=get_args()):
         policy.load_state_dict(torch.load(args.resume_path, map_location=args.device))
         print("Loaded agent from: ", args.resume_path)
     # buffer
-    assert os.path.exists(args.load_buffer_name), \
-        "Please run atari_dqn.py first to get expert's data buffer."
-    if args.load_buffer_name.endswith(".pkl"):
-        buffer = pickle.load(open(args.load_buffer_name, "rb"))
-    elif args.load_buffer_name.endswith(".hdf5"):
-        if args.buffer_from_rl_unplugged:
-            buffer = ReplayBuffer.load_hdf5(args.load_buffer_name)
-        else:
-            buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+    if args.buffer_from_rl_unplugged:
+        buffer = load_buffer(args.load_buffer_name)
     else:
-        print(f"Unknown buffer format: {args.load_buffer_name}")
-        exit(0)
+        assert os.path.exists(args.load_buffer_name), \
+            "Please run atari_dqn.py first to get expert's data buffer."
+        if args.load_buffer_name.endswith(".pkl"):
+            buffer = pickle.load(open(args.load_buffer_name, "rb"))
+        elif args.load_buffer_name.endswith(".hdf5"):
+            buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+        else:
+            print(f"Unknown buffer format: {args.load_buffer_name}")
+            exit(0)
+    print("Replay buffer size:", len(buffer), flush=True)
 
     # collector
     test_collector = Collector(policy, test_envs, exploration_noise=True)
diff --git a/examples/offline/atari_cql.py b/examples/offline/atari_cql.py
index c8300b3..794ebc8 100644
--- a/examples/offline/atari_cql.py
+++ b/examples/offline/atari_cql.py
@@ -12,6 +12,7 @@ from torch.utils.tensorboard import SummaryWriter
 
 from examples.atari.atari_network import QRDQN
 from examples.atari.atari_wrapper import make_atari_env
+from examples.offline.utils import load_buffer
 from tianshou.data import Collector, VectorReplayBuffer
 from tianshou.policy import DiscreteCQLPolicy
 from tianshou.trainer import offline_trainer
@@ -57,6 +58,9 @@ def get_args():
     parser.add_argument(
         "--load-buffer-name", type=str, default="./expert_DQN_PongNoFrameskip-v4.hdf5"
     )
+    parser.add_argument(
+        "--buffer-from-rl-unplugged", action="store_true", default=False
+    )
     parser.add_argument(
         "--device", type=str, default="cuda" if torch.cuda.is_available() else "cpu"
     )
@@ -100,15 +104,19 @@ def test_discrete_cql(args=get_args()):
         policy.load_state_dict(torch.load(args.resume_path, map_location=args.device))
         print("Loaded agent from: ", args.resume_path)
     # buffer
-    assert os.path.exists(args.load_buffer_name), \
-        "Please run atari_qrdqn.py first to get expert's data buffer."
-    if args.load_buffer_name.endswith(".pkl"):
-        buffer = pickle.load(open(args.load_buffer_name, "rb"))
-    elif args.load_buffer_name.endswith(".hdf5"):
-        buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+    if args.buffer_from_rl_unplugged:
+        buffer = load_buffer(args.load_buffer_name)
     else:
-        print(f"Unknown buffer format: {args.load_buffer_name}")
-        exit(0)
+        assert os.path.exists(args.load_buffer_name), \
+            "Please run atari_dqn.py first to get expert's data buffer."
+        if args.load_buffer_name.endswith(".pkl"):
+            buffer = pickle.load(open(args.load_buffer_name, "rb"))
+        elif args.load_buffer_name.endswith(".hdf5"):
+            buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+        else:
+            print(f"Unknown buffer format: {args.load_buffer_name}")
+            exit(0)
+    print("Replay buffer size:", len(buffer), flush=True)
 
     # collector
     test_collector = Collector(policy, test_envs, exploration_noise=True)
diff --git a/examples/offline/atari_crr.py b/examples/offline/atari_crr.py
index 49ef9c3..b9af9c4 100644
--- a/examples/offline/atari_crr.py
+++ b/examples/offline/atari_crr.py
@@ -12,6 +12,7 @@ from torch.utils.tensorboard import SummaryWriter
 
 from examples.atari.atari_network import DQN
 from examples.atari.atari_wrapper import make_atari_env
+from examples.offline.utils import load_buffer
 from tianshou.data import Collector, VectorReplayBuffer
 from tianshou.policy import DiscreteCRRPolicy
 from tianshou.trainer import offline_trainer
@@ -59,6 +60,9 @@ def get_args():
     parser.add_argument(
         "--load-buffer-name", type=str, default="./expert_DQN_PongNoFrameskip-v4.hdf5"
     )
+    parser.add_argument(
+        "--buffer-from-rl-unplugged", action="store_true", default=False
+    )
     parser.add_argument(
         "--device", type=str, default="cuda" if torch.cuda.is_available() else "cpu"
     )
@@ -120,15 +124,19 @@ def test_discrete_crr(args=get_args()):
         policy.load_state_dict(torch.load(args.resume_path, map_location=args.device))
         print("Loaded agent from: ", args.resume_path)
     # buffer
-    assert os.path.exists(args.load_buffer_name), \
-        "Please run atari_qrdqn.py first to get expert's data buffer."
-    if args.load_buffer_name.endswith(".pkl"):
-        buffer = pickle.load(open(args.load_buffer_name, "rb"))
-    elif args.load_buffer_name.endswith(".hdf5"):
-        buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+    if args.buffer_from_rl_unplugged:
+        buffer = load_buffer(args.load_buffer_name)
     else:
-        print(f"Unknown buffer format: {args.load_buffer_name}")
-        exit(0)
+        assert os.path.exists(args.load_buffer_name), \
+            "Please run atari_dqn.py first to get expert's data buffer."
+        if args.load_buffer_name.endswith(".pkl"):
+            buffer = pickle.load(open(args.load_buffer_name, "rb"))
+        elif args.load_buffer_name.endswith(".hdf5"):
+            buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+        else:
+            print(f"Unknown buffer format: {args.load_buffer_name}")
+            exit(0)
+    print("Replay buffer size:", len(buffer), flush=True)
 
     # collector
     test_collector = Collector(policy, test_envs, exploration_noise=True)
diff --git a/examples/offline/atari_il.py b/examples/offline/atari_il.py
index 348f992..1d17c6d 100644
--- a/examples/offline/atari_il.py
+++ b/examples/offline/atari_il.py
@@ -12,6 +12,7 @@ from torch.utils.tensorboard import SummaryWriter
 
 from examples.atari.atari_network import DQN
 from examples.atari.atari_wrapper import make_atari_env
+from examples.offline.utils import load_buffer
 from tianshou.data import Collector, VectorReplayBuffer
 from tianshou.policy import ImitationPolicy
 from tianshou.trainer import offline_trainer
@@ -50,6 +51,9 @@ def get_args():
     parser.add_argument(
         "--load-buffer-name", type=str, default="./expert_DQN_PongNoFrameskip-v4.hdf5"
     )
+    parser.add_argument(
+        "--buffer-from-rl-unplugged", action="store_true", default=False
+    )
     parser.add_argument(
         "--device", type=str, default="cuda" if torch.cuda.is_available() else "cpu"
     )
@@ -85,15 +89,19 @@ def test_il(args=get_args()):
         policy.load_state_dict(torch.load(args.resume_path, map_location=args.device))
         print("Loaded agent from: ", args.resume_path)
     # buffer
-    assert os.path.exists(args.load_buffer_name), \
-        "Please run atari_qrdqn.py first to get expert's data buffer."
-    if args.load_buffer_name.endswith('.pkl'):
-        buffer = pickle.load(open(args.load_buffer_name, "rb"))
-    elif args.load_buffer_name.endswith('.hdf5'):
-        buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+    if args.buffer_from_rl_unplugged:
+        buffer = load_buffer(args.load_buffer_name)
     else:
-        print(f"Unknown buffer format: {args.load_buffer_name}")
-        exit(0)
+        assert os.path.exists(args.load_buffer_name), \
+            "Please run atari_dqn.py first to get expert's data buffer."
+        if args.load_buffer_name.endswith(".pkl"):
+            buffer = pickle.load(open(args.load_buffer_name, "rb"))
+        elif args.load_buffer_name.endswith(".hdf5"):
+            buffer = VectorReplayBuffer.load_hdf5(args.load_buffer_name)
+        else:
+            print(f"Unknown buffer format: {args.load_buffer_name}")
+            exit(0)
+    print("Replay buffer size:", len(buffer), flush=True)
 
     # collector
     test_collector = Collector(policy, test_envs, exploration_noise=True)
diff --git a/examples/offline/convert_rl_unplugged_atari.py b/examples/offline/convert_rl_unplugged_atari.py
index d60ddb4..9fc8c25 100755
--- a/examples/offline/convert_rl_unplugged_atari.py
+++ b/examples/offline/convert_rl_unplugged_atari.py
@@ -3,7 +3,7 @@
 # Adapted from
 # https://github.com/deepmind/deepmind-research/blob/master/rl_unplugged/atari.py
 #
-"""Convert Atari RL Unplugged datasets to Tianshou replay buffers.
+"""Convert Atari RL Unplugged datasets to HDF5 format.
 
 Examples in the dataset represent SARSA transitions stored during a
 DQN training run as described in https://arxiv.org/pdf/1907.04543.
@@ -30,11 +30,13 @@ Every transition in the dataset is a tuple containing the following features:
 import os
 from argparse import ArgumentParser
 
+import h5py
+import numpy as np
 import requests
 import tensorflow as tf
 from tqdm import tqdm
 
-from tianshou.data import Batch, ReplayBuffer
+from tianshou.data import Batch
 
 tf.config.set_visible_devices([], 'GPU')
 
@@ -108,7 +110,7 @@ def _decode_frames(pngs: tf.Tensor) -> tf.Tensor:
       pngs: String Tensor of size (4,) containing PNG encoded images.
 
     Returns:
-      4 84x84 grayscale images packed in a (84, 84, 4) uint8 Tensor.
+      4 84x84 grayscale images packed in a (4, 84, 84) uint8 Tensor.
     """
     # Statically unroll png decoding
     frames = [tf.image.decode_png(pngs[i], channels=1) for i in range(4)]
@@ -195,17 +197,30 @@ def download(url: str, fname: str, chunk_size=1024):
 
 def process_shard(url: str, fname: str, ofname: str) -> None:
     download(url, fname)
+    maxsize = 500000
+    obs = np.ndarray((maxsize, 4, 84, 84), dtype="uint8")
+    act = np.ndarray((maxsize, ), dtype="int64")
+    rew = np.ndarray((maxsize, ), dtype="float32")
+    done = np.ndarray((maxsize, ), dtype="bool")
+    obs_next = np.ndarray((maxsize, 4, 84, 84), dtype="uint8")
+    i = 0
     file_ds = tf.data.TFRecordDataset(fname, compression_type="GZIP")
-    buffer = ReplayBuffer(500000)
-    cnt = 0
     for example in file_ds:
         batch = _tf_example_to_tianshou_batch(example)
-        buffer.add(batch)
-        cnt += 1
-        if cnt % 1000 == 0:
-            print(f"...{cnt}", end="", flush=True)
-    print("\nReplayBuffer size:", len(buffer))
-    buffer.save_hdf5(ofname, compression="gzip")
+        obs[i], act[i], rew[i], done[i], obs_next[i] = (
+            batch.obs, batch.act, batch.rew, batch.done, batch.obs_next
+        )
+        i += 1
+        if i % 1000 == 0:
+            print(f"...{i}", end="", flush=True)
+    print("\nDataset size:", i)
+    # Following D4RL dataset naming conventions
+    with h5py.File(ofname, "w") as f:
+        f.create_dataset("observations", data=obs, compression="gzip")
+        f.create_dataset("actions", data=act, compression="gzip")
+        f.create_dataset("rewards", data=rew, compression="gzip")
+        f.create_dataset("terminals", data=done, compression="gzip")
+        f.create_dataset("next_observations", data=obs_next, compression="gzip")
 
 
 def process_dataset(
@@ -227,19 +242,19 @@ def main(args):
     if args.task not in ALL_GAMES:
         raise KeyError(f"`{args.task}` is not in the list of games.")
     fn = _filename(args.run_id, args.shard_id, total_num_shards=args.total_num_shards)
-    buffer_path = os.path.join(args.buffer_dir, args.task, f"{fn}.hdf5")
-    if os.path.exists(buffer_path):
-        raise IOError(f"Found existing buffer at {buffer_path}. Will not overwrite.")
+    dataset_path = os.path.join(args.dataset_dir, args.task, f"{fn}.hdf5")
+    if os.path.exists(dataset_path):
+        raise IOError(f"Found existing dataset at {dataset_path}. Will not overwrite.")
+    args.cache_dir = os.environ.get("RLU_CACHE_DIR", args.cache_dir)
     args.dataset_dir = os.environ.get("RLU_DATASET_DIR", args.dataset_dir)
-    args.buffer_dir = os.environ.get("RLU_BUFFER_DIR", args.buffer_dir)
-    dataset_path = os.path.join(args.dataset_dir, args.task)
-    os.makedirs(dataset_path, exist_ok=True)
-    dst_path = os.path.join(args.buffer_dir, args.task)
+    cache_path = os.path.join(args.cache_dir, args.task)
+    os.makedirs(cache_path, exist_ok=True)
+    dst_path = os.path.join(args.dataset_dir, args.task)
     os.makedirs(dst_path, exist_ok=True)
     process_dataset(
         args.task,
+        args.cache_dir,
         args.dataset_dir,
-        args.buffer_dir,
         run_id=args.run_id,
         shard_id=args.shard_id,
         total_num_shards=args.total_num_shards
@@ -267,12 +282,12 @@ if __name__ == "__main__":
     parser.add_argument(
         "--dataset-dir",
         default=os.path.expanduser("~/.rl_unplugged/datasets"),
-        help="Directory for downloaded original datasets.",
+        help="Directory for converted hdf5 files.",
     )
     parser.add_argument(
-        "--buffer-dir",
-        default=os.path.expanduser("~/.rl_unplugged/buffers"),
-        help="Directory for converted replay buffers.",
+        "--cache-dir",
+        default=os.path.expanduser("~/.rl_unplugged/cache"),
+        help="Directory for downloaded original datasets.",
     )
     args = parser.parse_args()
     main(args)
diff --git a/examples/offline/d4rl_bcq.py b/examples/offline/d4rl_bcq.py
index 434763e..eecf03f 100644
--- a/examples/offline/d4rl_bcq.py
+++ b/examples/offline/d4rl_bcq.py
@@ -5,13 +5,13 @@ import datetime
 import os
 import pprint
 
-import d4rl
 import gym
 import numpy as np
 import torch
 from torch.utils.tensorboard import SummaryWriter
 
-from tianshou.data import Batch, Collector, ReplayBuffer
+from examples.offline.utils import load_buffer_d4rl
+from tianshou.data import Collector
 from tianshou.env import SubprocVectorEnv
 from tianshou.policy import BCQPolicy
 from tianshou.trainer import offline_trainer
@@ -211,23 +211,7 @@ def test_bcq():
         collector.collect(n_episode=1, render=1 / 35)
 
     if not args.watch:
-        dataset = d4rl.qlearning_dataset(gym.make(args.expert_data_task))
-        dataset_size = dataset["rewards"].size
-
-        print("dataset_size", dataset_size)
-        replay_buffer = ReplayBuffer(dataset_size)
-
-        for i in range(dataset_size):
-            replay_buffer.add(
-                Batch(
-                    obs=dataset["observations"][i],
-                    act=dataset["actions"][i],
-                    rew=dataset["rewards"][i],
-                    done=dataset["terminals"][i],
-                    obs_next=dataset["next_observations"][i],
-                )
-            )
-        print("dataset loaded")
+        replay_buffer = load_buffer_d4rl(args.expert_data_task)
         # trainer
         result = offline_trainer(
             policy,
diff --git a/examples/offline/d4rl_cql.py b/examples/offline/d4rl_cql.py
index 2b7f5ff..af8b787 100644
--- a/examples/offline/d4rl_cql.py
+++ b/examples/offline/d4rl_cql.py
@@ -5,13 +5,13 @@ import datetime
 import os
 import pprint
 
-import d4rl
 import gym
 import numpy as np
 import torch
 from torch.utils.tensorboard import SummaryWriter
 
-from tianshou.data import Batch, Collector, ReplayBuffer
+from examples.offline.utils import load_buffer_d4rl
+from tianshou.data import Collector
 from tianshou.env import SubprocVectorEnv
 from tianshou.policy import CQLPolicy
 from tianshou.trainer import offline_trainer
@@ -206,23 +206,7 @@ def test_cql():
         collector.collect(n_episode=1, render=1 / 35)
 
     if not args.watch:
-        dataset = d4rl.qlearning_dataset(gym.make(args.expert_data_task))
-        dataset_size = dataset["rewards"].size
-
-        print("dataset_size", dataset_size)
-        replay_buffer = ReplayBuffer(dataset_size)
-
-        for i in range(dataset_size):
-            replay_buffer.add(
-                Batch(
-                    obs=dataset["observations"][i],
-                    act=dataset["actions"][i],
-                    rew=dataset["rewards"][i],
-                    done=dataset["terminals"][i],
-                    obs_next=dataset["next_observations"][i],
-                )
-            )
-        print("dataset loaded")
+        replay_buffer = load_buffer_d4rl(args.expert_data_task)
         # trainer
         result = offline_trainer(
             policy,
diff --git a/examples/offline/d4rl_il.py b/examples/offline/d4rl_il.py
index 710441a..54dde85 100644
--- a/examples/offline/d4rl_il.py
+++ b/examples/offline/d4rl_il.py
@@ -5,13 +5,13 @@ import datetime
 import os
 import pprint
 
-import d4rl
 import gym
 import numpy as np
 import torch
 from torch.utils.tensorboard import SummaryWriter
 
-from tianshou.data import Batch, Collector, ReplayBuffer
+from examples.offline.utils import load_buffer_d4rl
+from tianshou.data import Collector
 from tianshou.env import SubprocVectorEnv
 from tianshou.policy import ImitationPolicy
 from tianshou.trainer import offline_trainer
@@ -148,23 +148,7 @@ def test_il():
         collector.collect(n_episode=1, render=1 / 35)
 
     if not args.watch:
-        dataset = d4rl.qlearning_dataset(gym.make(args.expert_data_task))
-        dataset_size = dataset["rewards"].size
-
-        print("dataset_size", dataset_size)
-        replay_buffer = ReplayBuffer(dataset_size)
-
-        for i in range(dataset_size):
-            replay_buffer.add(
-                Batch(
-                    obs=dataset["observations"][i],
-                    act=dataset["actions"][i],
-                    rew=dataset["rewards"][i],
-                    done=dataset["terminals"][i],
-                    obs_next=dataset["next_observations"][i],
-                )
-            )
-        print("dataset loaded")
+        replay_buffer = load_buffer_d4rl(args.expert_data_task)
         # trainer
         result = offline_trainer(
             policy,
diff --git a/examples/offline/utils.py b/examples/offline/utils.py
new file mode 100644
index 0000000..757baf6
--- /dev/null
+++ b/examples/offline/utils.py
@@ -0,0 +1,29 @@
+import d4rl
+import gym
+import h5py
+
+from tianshou.data import ReplayBuffer
+
+
+def load_buffer_d4rl(expert_data_task: str) -> ReplayBuffer:
+    dataset = d4rl.qlearning_dataset(gym.make(expert_data_task))
+    replay_buffer = ReplayBuffer.from_data(
+        obs=dataset["observations"],
+        act=dataset["actions"],
+        rew=dataset["rewards"],
+        done=dataset["terminals"],
+        obs_next=dataset["next_observations"]
+    )
+    return replay_buffer
+
+
+def load_buffer(buffer_path: str) -> ReplayBuffer:
+    with h5py.File(buffer_path, "r") as dataset:
+        buffer = ReplayBuffer.from_data(
+            obs=dataset["observations"],
+            act=dataset["actions"],
+            rew=dataset["rewards"],
+            done=dataset["terminals"],
+            obs_next=dataset["next_observations"]
+        )
+    return buffer
diff --git a/test/base/test_buffer.py b/test/base/test_buffer.py
index 83ef975..edbf539 100644
--- a/test/base/test_buffer.py
+++ b/test/base/test_buffer.py
@@ -1019,6 +1019,31 @@ def test_multibuf_hdf5():
         os.remove(path)
 
 
+def test_from_data():
+    obs_data = np.ndarray((10, 3, 3), dtype="uint8")
+    for i in range(10):
+        obs_data[i] = i * np.ones((3, 3), dtype="uint8")
+    obs_next_data = np.zeros_like(obs_data)
+    obs_next_data[:-1] = obs_data[1:]
+    f, path = tempfile.mkstemp(suffix='.hdf5')
+    os.close(f)
+    with h5py.File(path, "w") as f:
+        obs = f.create_dataset("obs", data=obs_data)
+        act = f.create_dataset("act", data=np.arange(10, dtype="int32"))
+        rew = f.create_dataset("rew", data=np.arange(10, dtype="float32"))
+        done = f.create_dataset("done", data=np.zeros(10, dtype="bool"))
+        obs_next = f.create_dataset("obs_next", data=obs_next_data)
+        buf = ReplayBuffer.from_data(obs, act, rew, done, obs_next)
+    assert len(buf) == 10
+    batch = buf[3]
+    assert np.array_equal(batch.obs, 3 * np.ones((3, 3), dtype="uint8"))
+    assert batch.act == 3
+    assert batch.rew == 3.0
+    assert not batch.done
+    assert np.array_equal(batch.obs_next, 4 * np.ones((3, 3), dtype="uint8"))
+    os.remove(path)
+
+
 if __name__ == '__main__':
     test_replaybuffer()
     test_ignore_obs_next()
@@ -1032,3 +1057,4 @@ if __name__ == '__main__':
     test_cachedbuffer()
     test_multibuf_stack()
     test_multibuf_hdf5()
+    test_from_data()
diff --git a/tianshou/data/buffer/base.py b/tianshou/data/buffer/base.py
index c9aafc7..9ef99cd 100644
--- a/tianshou/data/buffer/base.py
+++ b/tianshou/data/buffer/base.py
@@ -99,6 +99,22 @@ class ReplayBuffer:
             buf.__setstate__(from_hdf5(f, device=device))  # type: ignore
         return buf
 
+    @classmethod
+    def from_data(
+        cls, obs: h5py.Dataset, act: h5py.Dataset, rew: h5py.Dataset,
+        done: h5py.Dataset, obs_next: h5py.Dataset
+    ) -> "ReplayBuffer":
+        size = len(obs)
+        assert all(len(dset) == size for dset in [obs, act, rew, done, obs_next]), \
+            "Lengths of all hdf5 datasets need to be equal."
+        buf = cls(size)
+        if size == 0:
+            return buf
+        batch = Batch(obs=obs, act=act, rew=rew, done=done, obs_next=obs_next)
+        buf.set_batch(batch)
+        buf._size = size
+        return buf
+
     def reset(self, keep_statistics: bool = False) -> None:
         """Clear all the data in replay buffer and episode statistics."""
         self.last_index = np.array([0])