Batch Policy Learning under Constraints

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use existing off-line, off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We study the problem of batch policy learning under multiple constraints and offer a systematic solution. We first propose a flexible meta algorithm that admits any batch reinforcement learning and online learning procedure as subroutines. We then present a specific algorithmic instantiation and provide performance guarantees for the main objective and all constraints. To certify constraint satisfaction, we propose a new and simple method for off-policy policy evaluation (OPE) and derive PAC-style bounds. Our algorithm achieves strong empirical results in different domains, including in a challenging problem of simulated car driving subject to lane keeping and smooth driving constraints. We also show experimentally that our OPE method outperforms other popular OPE techniques on a standalone basis, especially in a high-dimensional setting.