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1. Offline RLWithout Off-Policy Evaluation

   David Brandfonbrener; William F. Whitney; Rajesh Ranganath; Joan Bruna (December 2021, Advances in neural information processing systems)

   Most prior approaches to offline reinforcement learning (RL) have taken an iterative actor-critic approach involving off-policy evaluation. In this paper we show that simply doing one step of constrained/regularized policy improvement using an on-policy Q estimate of the behavior policy performs surprisingly well. This onestep algorithm beats the previously reported results of iterative algorithms on a large portion of the D4RL benchmark. The one-step baseline achieves this strong performance while being notably simpler and more robust to hyperparameters than previously proposed iterative algorithms. We argue that the relatively poor performance of iterative approaches is a result of the high variance inherent in doing off-policy evaluation and magnified by the repeated optimization of policies against those estimates. In addition, we hypothesize that the strong performance of the one-step algorithm is due to a combination of favorable structure in the environment and behavior policy. 

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2. A Lyapunov Theory for Finite-Sample Guarantees of Markovian Stochastic Approximation

   https://doi.org/10.1287/opre.2022.0249  

   Chen, Zaiwei; Maguluri, Siva T; Shakkottai, Sanjay; Shanmugam, Karthikeyan (October 2023, Operations Research)

   This paper develops a unified Lyapunov framework for finite-sample analysis of a Markovian stochastic approximation (SA) algorithm under a contraction operator with respect to an arbitrary norm. The main novelty lies in the construction of a valid Lyapunov function called the generalized Moreau envelope. The smoothness and an approximation property of the generalized Moreau envelope enable us to derive a one-step Lyapunov drift inequality, which is the key to establishing the finite-sample bounds. Our SA result has wide applications, especially in the context of reinforcement learning (RL). Specifically, we show that a large class of value-based RL algorithms can be modeled in the exact form of our Markovian SA algorithm. Therefore, our SA results immediately imply finite-sample guarantees for popular RL algorithms such as n-step temporal difference (TD) learning, TD(𝜆), off-policy V-trace, and Q-learning. As byproducts, by analyzing the convergence bounds of n-step TD and TD(𝜆), we provide theoretical insight into the problem about the efficiency of bootstrapping. Moreover, our finite-sample bounds of off-policy V-trace explicitly capture the tradeoff between the variance of the stochastic iterates and the bias in the limit. 

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3. Control Regularization for Reduced Variance Reinforcement Learning

   Cheng, Richard Cheng; Verma, Abhinav; Orosz, Gabor; Chaudhuri, Swarat; Yue, Yisong; Burdick, Joel (January 2019, Proceedings of Machine Learning Research)

   Dealing with high variance is a significant challenge in model-free reinforcement learning (RL). Existing methods are unreliable, exhibiting high variance in performance from run to run using different initializations/seeds. Focusing on problems arising in continuous control, we propose a functional regularization approach to augmenting model-free RL. In particular, we regularize the behavior of the deep policy to be similar to a control prior, i.e., we regularize in function space. We show that functional regularization yields a bias-variance trade-off, and propose an adaptive tuning strategy to optimize this trade-off. When the prior policy has control-theoretic stability guarantees, we further show that this regularization approximately preserves those stability guarantees throughout learning. We validate our approach empirically on a wide range of settings, and demonstrate significantly reduced variance, guaranteed dynamic stability, and more efficient learning than deep RL alone. 

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4. Reinforcement Learning with Sparse Rewards using Guidance from Offline Demonstration

   Rengarajan, D.; Vaidya, G.; Sarvesh, A.; Kalathil, D.; Shakkottai, S (April 2022, International Conference on Learning Representations (ICLR))

   A major challenge in real-world reinforcement learning (RL) is the sparsity of reward feedback. Often, what is available is an intuitive but sparse reward function that only indicates whether the task is completed partially or fully. However, the lack of carefully designed, fine grain feedback implies that most existing RL algorithms fail to learn an acceptable policy in a reasonable time frame. This is because of the large number of exploration actions that the policy has to perform before it gets any useful feedback that it can learn from. In this work, we address this challenging problem by developing an algorithm that exploits the offline demonstration data generated by a sub-optimal behavior policy for faster and efficient online RL in such sparse reward settings. The proposed algorithm, which we call the Learning Online with Guidance Offline (LOGO) algorithm, merges a policy improvement step with an additional policy guidance step by using the offline demonstration data. The key idea is that by obtaining guidance from - not imitating - the offline data, LOGO orients its policy in the manner of the sub-optimal policy, while yet being able to learn beyond and approach optimality. We provide a theoretical analysis of our algorithm, and provide a lower bound on the performance improvement in each learning episode. We also extend our algorithm to the even more challenging incomplete observation setting, where the demonstration data contains only a censored version of the true state observation. We demonstrate the superior performance of our algorithm over state-of-the-art approaches on a number of benchmark environments with sparse rewards and censored state. Further, we demonstrate the value of our approach via implementing LOGO on a mobile robot for trajectory tracking and obstacle avoidance, where it shows excellent performance. 

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5. Offline Reinforcement Learning with Closed-Form Policy Improvement Operators

   Li, Jiachen and; Zhang, Edwin; Yin, Ming; Bai, Qinxun; Wang, Yu-Xiang; Wang, William Yang (July 2023, Proceedings of Machine Learning Research)

   Krause, Andreas and; Brunskill, Emma; Cho, Kyunghyun; Engelhardt, Barbara; Sabato, Sivan; Scarlett, Jonathan (Ed.)

   Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while constrained by the behavior policy to avoid a significant distributional shift. In this paper, we propose our closed-form policy improvement operators. We make a novel observation that the behavior constraint naturally motivates the use of first-order Taylor approximation, leading to a linear approximation of the policy objective. Additionally, as practical datasets are usually collected by heterogeneous policies, we model the behavior policies as a Gaussian Mixture and overcome the induced optimization difficulties by leveraging the LogSumExp’s lower bound and Jensen’s Inequality, giving rise to a closed-form policy improvement operator. We instantiate both one-step and iterative offline RL algorithms with our novel policy improvement operators and empirically demonstrate their effectiveness over state-of-the-art algorithms on the standard D4RL benchmark. Our code is available at https://cfpi-icml23.github.io/. 

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