Sample-efficiency guarantees for offline reinforcement learning (RL) often rely on strong assumptions on both the function classes (e.g., Bellman-completeness) and the data coverage (e.g., all-policy concentrability). Despite the recent efforts on relaxing these assumptions, existing works are only able to relax one of the two factors, leaving the strong assumption on the other factor intact. As an important open problem, can we achieve sample-efficient offline RL with weak assumptions on both factors? In this paper we answer the question in the positive. We analyze a simple algorithm based on the primal-dual formulation of MDPs, where the dual variables (discounted occupancy) are modeled using a density-ratio function against offline data. With proper regularization, the algorithm enjoys polynomial sample complexity, under only realizability and single-policy concentrability. We also provide alternative analyses based on different assumptions to shed light on the nature of primal-dual algorithms for offline RL.
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This content will become publicly available on March 25, 2025
Neural Network Approximation for Pessimistic Offline Reinforcement Learning
Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial settings, such as linear MDP or general function approximation with strong assumptions and independent data, which lack guidance for practical use. The coupling of deep learning and Bellman residuals makes this problem challenging, in addition to the difficulty of data dependence. In this paper, we establish a non-asymptotic estimation error of pessimistic offline RL using general neural network approximation with C-mixing data regarding the structure of networks, the dimension of datasets, and the concentrability of data coverage, under mild assumptions. Our result shows that the estimation error consists of two parts: the first converges to zero at a desired rate on the sample size with partially controllable concentrability, and the second becomes negligible if the residual constraint is tight. This result demonstrates the explicit efficiency of deep adversarial offline RL frameworks. We utilize the empirical process tool for C-mixing sequences and the neural network approximation theory for the Holder class to achieve this. We also develop methods to bound the Bellman estimation error caused by function approximation with empirical Bellman constraint perturbations. Additionally, we present a result that lessens the curse of dimensionality using data with low intrinsic dimensionality and function classes with low complexity. Our estimation provides valuable insights into the development of deep offline RL and guidance for algorithm model design.
more » « less- NSF-PAR ID:
- 10509696
- Publisher / Repository:
- AAAI Press, Washington, DC, USA
- Date Published:
- Journal Name:
- Proceedings of the AAAI Conference on Artificial Intelligence
- Volume:
- 38
- Issue:
- 14
- ISSN:
- 2159-5399
- Page Range / eLocation ID:
- 15868 to 15877
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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