Moderator : Yutian Chen

Tue 20 Jul 5 a.m. PDT
— 6 a.m. PDT

Abstract:

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Tue 20 July 5:00 - 5:20 PDT

(Oral)

Chengchun Shi · Runzhe Wan · Victor Chernozhukov · Rui Song

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would benefit significantly from having a confidence interval (CI) that quantifies the uncertainty of the point estimate. In this paper, we propose a novel procedure to construct an efficient, robust, and flexible CI on a target policy's value. Our method is justified by theoretical results and numerical experiments. A Python implementation of the proposed procedure is available at https://github.com/ RunzheStat/D2OPE.

Tue 20 July 5:20 - 5:25 PDT

(Spotlight)

David Brandfonbrener · William Whitney · Rajesh Ranganath · Joan Bruna

Recent results in supervised learning suggest that while overparameterized models have the capacity to overfit, they in fact generalize quite well. We ask whether the same phenomenon occurs for offline contextual bandits. Our results are mixed. Value-based algorithms benefit from the same generalization behavior as overparameterized supervised learning, but policy-based algorithms do not. We show that this discrepancy is due to the \emph{action-stability} of their objectives. An objective is action-stable if there exists a prediction (action-value vector or action distribution) which is optimal no matter which action is observed. While value-based objectives are action-stable, policy-based objectives are unstable. We formally prove upper bounds on the regret of overparameterized value-based learning and lower bounds on the regret for policy-based algorithms. In our experiments with large neural networks, this gap between action-stable value-based objectives and unstable policy-based objectives leads to significant performance differences.

Tue 20 July 5:25 - 5:30 PDT

(Spotlight)

Christopher Dance · Perez Julien · Théo Cachet

In few-shot imitation, an agent is given a few demonstrations of a previously unseen task, and must then successfully perform that task. We propose a novel approach to learning few-shot-imitation agents that we call demonstration-conditioned reinforcement learning (DCRL). Given a training set consisting of demonstrations, reward functions and transition distributions for multiple tasks, the idea is to work with a policy that takes demonstrations as input, and to train this policy to maximize the average of the cumulative reward over the set of training tasks. Relative to previously proposed few-shot imitation methods that use behaviour cloning or infer reward functions from demonstrations, our method has the disadvantage that it requires reward functions at training time. However, DCRL also has several advantages, such as the ability to improve upon suboptimal demonstrations, to operate given state-only demonstrations, and to cope with a domain shift between the demonstrator and the agent. Moreover, we show that DCRL outperforms methods based on behaviour cloning by a large margin, on navigation tasks and on robotic manipulation tasks from the Meta-World benchmark.

Tue 20 July 5:30 - 5:35 PDT

(Spotlight)

Majid Abdolshah · Hung Le · Thommen Karimpanal George · Sunil Gupta · Santu Rana · Svetha Venkatesh

Transfer in reinforcement learning is usually achieved through generalisation across tasks. Whilst many studies have investigated transferring knowledge when the reward function changes, they have assumed that the dynamics of the environments remain consistent. Many real-world RL problems require transfer among environments with different dynamics. To address this problem, we propose an approach based on successor features in which we model successor feature functions with Gaussian Processes permitting the source successor features to be treated as noisy measurements of the target successor feature function. Our theoretical analysis proves the convergence of this approach as well as the bounded error on modelling successor feature functions with Gaussian Processes in environments with both different dynamics and rewards. We demonstrate our method on benchmark datasets and show that it outperforms current baselines.

Tue 20 July 5:35 - 5:40 PDT

(Spotlight)

Nishanth Anand · Doina Precup

Temporal-Difference (TD) learning is a general and very useful tool for estimating the value function of a given policy, which in turn is required to find good policies. Generally speaking, TD learning updates states whenever they are visited. When the agent lands in a state, its value can be used to compute the TD-error, which is then propagated to other states. However, it may be interesting, when computing updates, to take into account other information than whether a state is visited or not. For example, some states might be more important than others (such as states which are frequently seen in a successful trajectory). Or, some states might have unreliable value estimates (for example, due to partial observability or lack of data), making their values less desirable as targets. We propose an approach to re-weighting states used in TD updates, both when they are the input and when they provide the target for the update. We prove that our approach converges with linear function approximation and illustrate its desirable empirical behaviour compared to other TD-style methods.

Tue 20 July 5:40 - 5:45 PDT

(Spotlight)

Chenjun Xiao · Yifan Wu · Jincheng Mei · Bo Dai · Tor Lattimore · Lihong Li · Csaba Szepesvari · Dale Schuurmans

Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain under-developed. To advance the understanding of this problem, we provide three results that characterize the limits and possibilities of batch policy optimization in the finite-armed stochastic bandit setting. First, we introduce a class of confidence-adjusted index algorithms that unifies optimistic and pessimistic principles in a common framework, which enables a general analysis. For this family, we show that any confidence-adjusted index algorithm is minimax optimal, whether it be optimistic, pessimistic or neutral. Our analysis reveals that instance-dependent optimality, commonly used to establish optimality of on-line stochastic bandit algorithms, cannot be achieved by any algorithm in the batch setting. In particular, for any algorithm that performs optimally in some environment, there exists another environment where the same algorithm suffers arbitrarily larger regret. Therefore, to establish a framework for distinguishing algorithms, we introduce a new weighted-minimax criterion that considers the inherent difficulty of optimal value prediction. We demonstrate how this criterion can be used to justify commonly used pessimistic principles for batch policy optimization.