Minimax Weight and Q-Function Learning for Off-Policy Evaluation

Jul 12, 2020

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We provide theoretical investigations into off-policy evaluation in reinforcement learning using function approximators for (marginalized) importance weights and value functions. Our contributions include: (1) A new estimator, MWL, that directly estimates importance ratios over the state-action distributions, removing the reliance on knowledge of the behavior policy as in prior work (Liu et.al, 2018), (2) Another new estimator, MQL, obtained by swapping the roles of importance weights and value-functions in MWL. MQL has an intuitive interpretation of minimizing average Bellman errors and can be combined with MWL in a doubly robust manner, (3) Several additional results that offer further insights, including the sample complexities of MWL and MQL, their asymptotic optimality in the tabular setting, how the learned importance weights depend the choice of the discriminator class, and how our methods provide a unified view of some old and new algorithms in RL.

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About ICML 2020

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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