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Poster

Optimal Uniform OPE and Model-based Offline Reinforcement Learning in Time-Homogeneous, Reward-Free and Task-Agnostic Settings

Ming Yin · Yu-Xiang Wang

Keywords: [ Theory ] [ Reinforcement Learning and Planning ]


Abstract: This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated offline tasks. Uniform OPE supΠ|QπQ^π|<ϵ is a stronger measure than the point-wise OPE and ensures offline learning when Π contains all policies (the global class). In this paper, we establish an Ω(H2S/dmϵ2) lower bound (over model-based family) for the global uniform OPE and our main result establishes an upper bound of O~(H2/dmϵ2) for the \emph{local} uniform convergence that applies to all \emph{near-empirically optimal} policies for the MDPs with \emph{stationary} transition. Here dm is the minimal marginal state-action probability. Critically, the highlight in achieving the optimal rate O~(H2/dmϵ2) is our design of \emph{singleton absorbing MDP}, which is a new sharp analysis tool that works with the model-based approach. We generalize such a model-based framework to the new settings: offline task-agnostic and the offline reward-free with optimal complexity O~(H2log(K)/dmϵ2) (K is the number of tasks) and O~(H2S/dmϵ2) respectively. These results provide a unified solution for simultaneously solving different offline RL problems.

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