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Quantile Filtered Imitation Learning
David Brandfonbrener · Will Whitney · Rajesh Ranganath · Joan Bruna

We introduce quantile filtered imitation learning (QFIL), a novel policy improvement operator designed for offline reinforcement learning. QFIL performs policy improvement by running imitation learning on a filtered version of the experience dataset. The filtering process removes s,a pairs whose estimated Q values fall below a given quantile of the pushforward distribution over values induced by sampling actions from the behavior policy. The definitions of both the pushforward Q distribution and resulting value function quantile are key contributions of our method. We prove that QFIL gives us a safe policy improvement step with function approximation and that the choice of quantile provides a natural hyperparameter to trade off bias and variance of the improvement step. Empirically, we perform a synthetic experiment illustrating how QFIL effectively makes a bias-variance tradeoff and we see that QFIL performs well on the D4RL benchmark.

Author Information

David Brandfonbrener (New York University)
Will Whitney (DeepMind)
Rajesh Ranganath (New York University)
Joan Bruna (NYU)

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