Importance sampling-based estimators for off-policy evaluation (OPE) are valued for their simplicity, unbiasedness, and reliance on relatively few assumptions. However, the variance of these estimators is often high, especially when trajectories are
of different lengths. In this work, we introduce Omitting-States-Irrelevant-to-Return Importance Sampling (OSIRIS), an estimator which reduces variance by strategically omitting likelihood ratios associated with certain states. We formalize the conditions under which OSIRIS is unbiased and has lower variance than ordinary importance sampling, and we demonstrate these properties empirically.
Many reinforcement learning (RL) problems in practice are offline, learning purely from observational data. A key challenge is how to ensure the learned policy is safe, which requires quantifying the risk associated with different actions. In the onl
ine setting, distributional RL algorithms do so by learning the distribution over returns (i.e., cumulative rewards) instead of the expected return; beyond quantifying risk, they have also been shown to learn better representations for planning. We propose Conservative Offline Distributional Actor Critic (CODAC), an offline RL algorithm suitable for both risk-neutral and risk-averse domains. CODAC adapts distributional RL to the offline setting by penalizing the predicted quantiles of the return for out-of-distribution actions. We prove that CODAC learns a conservative return distribution -- in particular, for finite MDPs, CODAC converges to an uniform lower bound on the quantiles of the return distribution; our proof relies on a novel analysis of the distributional Bellman operator. In our experiments, on two challenging robot navigation tasks, CODAC successfully learns risk-averse policies using offline data collected purely from risk-neutral agents. Furthermore, CODAC is state-of-the-art on the D4RL MuJoCo benchmark in terms of both expected and risk-sensitive performance.
Forecasting complex vehicle and pedestrian multi-modal distributions requires powerful probabilistic approaches. Normalizing flows (NF) have recently emerged as an attractive tool to model such distributions. However, a key drawback is that independe
nt samples drawn from a flow model often do not adequately capture all the modes in the underlying distribution. We propose Likelihood-Based Diverse Sampling (LDS), a method for improving the quality and the diversity of trajectory samples from a pre-trained flow model. Rather than producing individual samples, LDS produces a set of trajectories in one shot. Given a pre-trained forecasting flow model, we train LDS using gradients from the model, to optimize an objective function that rewards high likelihood for individual trajectories in the predicted set, together with high spatial separation among trajectories. LDS outperforms state-of-art post-hoc neural diverse forecasting methods for various pre-trained flow models as well as conditional variational autoencoder (CVAE) models. Crucially, it can also be used for transductive trajectory forecasting, where the diverse forecasts are trained on-the-fly on unlabeled test examples. LDS is easy to implement, and we show that it offers a simple plug-in improvement over baselines on two challenging benchmarks. Code is at: https://github.com/JasonMa2016/LDS
