16823

Uniform Offline Policy Evaluation and Offline Learning in Tabular RL

APA

(2020). Uniform Offline Policy Evaluation and Offline Learning in Tabular RL. The Simons Institute for the Theory of Computing. https://simons.berkeley.edu/talks/tbd-243

MLA

Uniform Offline Policy Evaluation and Offline Learning in Tabular RL. The Simons Institute for the Theory of Computing, Dec. 01, 2020, https://simons.berkeley.edu/talks/tbd-243

BibTex

          @misc{ scivideos_16823,
            doi = {},
            url = {https://simons.berkeley.edu/talks/tbd-243},
            author = {},
            keywords = {},
            language = {en},
            title = {Uniform Offline Policy Evaluation and Offline Learning in Tabular RL},
            publisher = {The Simons Institute for the Theory of Computing},
            year = {2020},
            month = {dec},
            note = {16823 see, \url{https://scivideos.org/Simons-Institute/16823}}
          }
          
Yu-Xiang Wang (UC Santa Barbara)
Talk number16823
Source RepositorySimons Institute

Abstract

The problem of Offline Policy Evaluation (OPE) in Reinforcement Learning (RL) is a critical step towards applying RL in real-life applications. Existing work on OPE mostly focus on evaluating a fixed target policy π, which does not provide useful bounds for offline policy learning as π will then be data-dependent. We address this problem by simultaneously evaluating all policies in a policy class Π -- uniform convergence in OPE -- and obtain nearly optimal error bounds for a number of global / local policy classes. Our results imply that the model-based planning achieves an optimal episode complexity of O˜(H3/dmϵ2) in identifying an ϵ-optimal policy under the time-inhomogeneous episodic MDP model (H is the planning horizon, dm is a quantity that reflects the exploration of the logging policy μ). To the best of our knowledge, this is the first time the optimal rate is shown to be possible for the offline RL setting and the paper is the first that systematically investigates the uniform convergence in OPE.