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Register a new userGap-Increasing Policy Evaluation for Efficient and Noise-Tolerant Reinforcement Learning
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In real-world applications of reinforcement learning (RL), noise from inherent stochasticity of environments is inevitable. However, current policy evaluation algorithms, which plays a key role in many RL algorithms, are either prone to noise or inefficient. To solve this issue, we introduce a novel policy evaluation algorithm, which we call Gap-increasing RetrAce Policy Evaluation (GRAPE). It leverages two recent ideas: (1) gap-increasing value update operators in advantage learning for noise-tolerance and (2) off-policy eligibility trace in Retrace algorithm for efficient learning. We provide detailed theoretical analysis of the new algorithm that shows its efficiency and noise-tolerance inherited from Retrace and advantage learning. Furthermore, our analysis shows that GRAPEs learning is significantly efficient than that of a simple learning-rate-based approach while keeping the same level of noise-tolerance. We applied GRAPE to control problems and obtained experimental results supporting our theoretical analysis.
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Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms and theories for learning near-optimal policies in these two settings are rather different and disconnected. Towards bridging this gap, this paper initiates the theoretical study of policy finetuning, that is, online RL where the learner has additional access to a reference policy $mu$ close to the optimal policy $pi_star$ in a certain sense. We consider the policy finetuning problem in episodic Markov Decision Processes (MDPs) with $S$ states, $A$ actions, and horizon length $H$. We first design a sharp offline reduction algorithm -- which simply executes $mu$ and runs offline policy optimization on the collected dataset -- that finds an $varepsilon$ near-optimal policy within $widetilde{O}(H^3SC^star/varepsilon^2)$ episodes, where $C^star$ is the single-policy concentrability coefficient between $mu$ and $pi_star$. This offline result is the first that matches the sample complexity lower bound in this setting, and resolves a recent open question in offline RL. We then establish an $Omega(H^3Smin{C^star, A}/varepsilon^2)$ sample complexity lower bound for any policy finetuning algorithm, including those that can adaptively explore the environment. This implies that -- perhaps surprisingly -- the optimal policy finetuning algorithm is either offline reduction or a purely online RL algorithm that does not use $mu$. Finally, we design a new hybrid offline/online algorithm for policy finetuning that achieves better sample complexity than both vanilla offline reduction and purely online RL algorithms, in a relaxed setting where $mu$ only satisfies concentrability partially up to a certain time step.
Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they are hard to interpret within the application context, and lack measures of uncertainty for the learned policy value and its decisions. To overcome these issues, we propose an Expert-Supervised RL (ESRL) framework which uses uncertainty quantification for offline policy learning. In particular, we have three contributions: 1) the method can learn safe and optimal policies through hypothesis testing, 2) ESRL allows for different levels of risk averse implementations tailored to the application context, and finally, 3) we propose a way to interpret ESRLs policy at every state through posterior distributions, and use this framework to compute off-policy value function posteriors. We provide theoretical guarantees for our estimators and regret bounds consistent with Posterior Sampling for RL (PSRL). Sample efficiency of ESRL is independent of the chosen risk aversion threshold and quality of the behavior policy.
Off-policy evaluation in reinforcement learning offers the chance of using observational data to improve future outcomes in domains such as healthcare and education, but safe deployment in high stakes settings requires ways of assessing its validity. Traditional measures such as confidence intervals may be insufficient due to noise, limited data and confounding. In this paper we develop a method that could serve as a hybrid human-AI system, to enable human experts to analyze the validity of policy evaluation estimates. This is accomplished by highlighting observations in the data whose removal will have a large effect on the OPE estimate, and formulating a set of rules for choosing which ones to present to domain experts for validation. We develop methods to compute exactly the influence functions for fitted Q-evaluation with two different function classes: kernel-based and linear least squares, as well as importance sampling methods. Experiments on medical simulations and real-world intensive care unit data demonstrate that our method can be used to identify limitations in the evaluation process and make evaluation more robust.
We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when learning the $Q$-value from finite past experience data. Greedy policies or even constrained policy optimization algorithms which ignore these errors may suffer from an improvement penalty (i.e. a negative policy improvement). To minimize the improvement penalty, the RBI idea is to attenuate rapid policy changes of low probability actions which were less frequently sampled. This approach is shown to avoid catastrophic performance degradation and reduce regret when learning from a batch of past experience. Through a two-armed bandit with Gaussian distributed rewards example, we show that it also increases data efficiency when the optimal action has a high variance. We evaluate RBI in two tasks in the Atari Learning Environment: (1) learning from observations of multiple behavior policies and (2) iterative RL. Our results demonstrate the advantage of RBI over greedy policies and other constrained policy optimization algorithms as a safe learning approach and as a general data efficient learning algorithm. An anonymous Github repository of our RBI implementation is found at https://github.com/eladsar/rbi.
Model-agnostic meta-reinforcement learning requires estimating the Hessian matrix of value functions. This is challenging from an implementation perspective, as repeatedly differentiating policy gradient estimates may lead to biased Hessian estimates. In this work, we provide a unifying framework for estimating higher-order derivatives of value functions, based on off-policy evaluation. Our framework interprets a number of prior approaches as special cases and elucidates the bias and variance trade-off of Hessian estimates. This framework also opens the door to a new family of estimates, which can be easily implemented with auto-differentiation libraries, and lead to performance gains in practice.
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