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1. Leveraging Factored Action Spaces for Efficient Offline Reinforcement Learning in Healthcare

   Tang, Shengpu ; Makar, Maggie ; Sjoding, Michael ; Doshi-Velez, Finale ; Wiens, Jenna ( January 2022 , Advances in neural information processing systems)

   Many reinforcement learning (RL) applications have combinatorial action spaces, where each action is a composition of sub-actions. A standard RL approach ignores this inherent factorization structure, resulting in a potential failure to make meaningful inferences about rarely observed sub-action combinations; this is particularly problematic for offline settings, where data may be limited. In this work, we propose a form of linear Q-function decomposition induced by factored action spaces. We study the theoretical properties of our approach, identifying scenarios where it is guaranteed to lead to zero bias when used to approximate the Q-function. Outside the regimes with theoretical guarantees, we show that our approach can still be useful because it leads to better sample efficiency without necessarily sacrificing policy optimality, allowing us to achieve a better bias-variance trade-off. Across several offline RL problems using simulators and real-world datasets motivated by healthcare, we demonstrate that incorporating factored action spaces into valuebased RL can result in better-performing policies. Our approach can help an agent make more accurate inferences within underexplored regions of the state-action space when applying RL to observational datasets. 

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2. Oracle Inequalities for Model Selection in Offline Reinforcement Learning

   Lee, J. ; Tucker, G. ; Nachum, O. ; Dai, B. ; Brunskill, E. ( January 2022 , Advances in neural information processing systems)

   In offline reinforcement learning (RL), a learner leverages prior logged data to learn a good policy without interacting with the environment. A major challenge in applying such methods in practice is the lack of both theoretically principled and practical tools for model selection and evaluation. To address this, we study the problem of model selection in offline RL with value function approximation. The learner is given a nested sequence of model classes to minimize squared Bellman error and must select among these to achieve a balance between approximation and estimation error of the classes. We propose the first model selection algorithm for offline RL that achieves minimax rate-optimal oracle inequalities up to logarithmic factors. The algorithm, MODBE, takes as input a collection of candidate model classes and a generic base offline RL algorithm. By successively eliminating model classes using a novel one-sided generalization test, MODBE returns a policy with regret scaling with the complexity of the minimally complete model class. In addition to its theoretical guarantees, it is conceptually simple and computationally efficient, amounting to solving a series of square loss regression problems and then comparing relative square loss between classes. We conclude with several numerical simulations showing it is capable of reliably selecting a good model class. 

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3. Towards Hyperparameter-free Policy Selection for Offline Reinforcement Learning

   Zhang, Siyuan ; Jiang, Nan ( December 2021 , Advances in neural information processing systems)

   How to select between policies and value functions produced by different training algorithms in offline reinforcement learning (RL)—which is crucial for hyperparameter tuning—is an important open question. Existing approaches based on off-policy evaluation (OPE) often require additional function approximation and hence hyperparameters, creating a chicken-and-egg situation. In this paper, we design hyperparameter-free algorithms for policy selection based on BVFT [XJ21], a recent theoretical advance in value-function selection, and demonstrate their effectiveness in discrete-action benchmarks such as Atari. To address performance degradation due to poor critics in continuous-action domains, we further combine BVFT with OPE to get the best of both worlds, and obtain a hyperparameter-tuning method for Q-function based OPE with theoretical guarantees as a side product. 

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4. Towards instance-optimal offline reinforcement learning with pessimism

   Yin, Ming ; Wang, Yu-Xiang ( December 2021 , Advances in neural information processing systems)

   We study the \emph{offline reinforcement learning} (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown \emph{Markov Decision Process} (MDP) using the data coming from a policy $\mu$. In particular, we consider the sample complexity problems of offline RL for the finite horizon MDPs. Prior works derive the information-theoretical lower bounds based on different data-coverage assumptions and their upper bounds are expressed by the covering coefficients which lack the explicit characterization of system quantities. In this work, we analyze the \emph{Adaptive Pessimistic Value Iteration} (APVI) algorithm and derive the suboptimality upper bound that nearly matches $ O\left(\sum_{h=1}^H\sum_{s_h,a_h}d^{\pi^\star}_h(s_h,a_h)\sqrt{\frac{\mathrm{Var}_{P_{s_h,a_h}}{(V^\star_{h+1}+r_h)}}{d^\mu_h(s_h,a_h)}}\sqrt{\frac{1}{n}}\right). $ We also prove an information-theoretical lower bound to show this quantity is required under the weak assumption that $d^\mu_h(s_h,a_h)>0$ if $d^{\pi^\star}_h(s_h,a_h)>0$. Here $\pi^\star$ is a optimal policy, $\mu$ is the behavior policy and $d(s_h,a_h)$ is the marginal state-action probability. We call this adaptive bound the \emph{intrinsic offline reinforcement learning bound} since it directly implies all the existing optimal results: minimax rate under uniform data-coverage assumption, horizon-free setting, single policy concentrability, and the tight problem-dependent results. Later, we extend the result to the \emph{assumption-free} regime (where we make no assumption on $ \mu$) and obtain the assumption-free intrinsic bound. Due to its generic form, we believe the intrinsic bound could help illuminate what makes a specific problem hard and reveal the fundamental challenges in offline RL. 

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5. Learning Off-policy for Online Planning

   Sikchi, Harshit ; Zhou, Wenxuan ; Held, David ( January 2021 , Conference on Robot Learning (CoRL))

   Reinforcement learning (RL) in low-data and risk-sensitive domains requires performant and flexible deployment policies that can readily incorporate constraints during deployment. One such class of policies are the semi-parametric H-step lookahead policies, which select actions using trajectory optimization over a dynamics model for a fixed horizon with a terminal value function. In this work, we investigate a novel instantiation of H-step lookahead with a learned model and a terminal value function learned by a model-free off-policy algorithm, named Learning Off-Policy with Online Planning (LOOP). We provide a theoretical analysis of this method, suggesting a tradeoff between model errors and value function errors and empirically demonstrate this tradeoff to be beneficial in deep reinforcement learning. Furthermore, we identify the "Actor Divergence" issue in this framework and propose Actor Regularized Control (ARC), a modified trajectory optimization procedure. We evaluate our method on a set of robotic tasks for Offline and Online RL and demonstrate improved performance. We also show the flexibility of LOOP to incorporate safety constraints during deployment with a set of navigation environments. We demonstrate that LOOP is a desirable framework for robotics applications based on its strong performance in various important RL settings. 

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