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Expert-Supervised Reinforcement Learning for Offline Policy Learning and Evaluation

2020-06-23 · NeurIPS 2020 12 · Aaron Sonabend-W, Junwei Lu, Leo A. Celi, Tianxi Cai, Peter Szolovits

Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they are hard to interpret within the application context, and lack measures of uncertainty for the learned policy value and its decisions. To overcome these issues, we propose an Expert-Supervised RL (ESRL) framework which uses uncertainty quantification for offline policy learning. In particular, we have three contributions: 1) the method can learn safe and optimal policies through hypothesis testing, 2) ESRL allows for different levels of risk averse implementations tailored to the application context, and finally, 3) we propose a way to interpret ESRL's policy at every state through posterior distributions, and use this framework to compute off-policy value function posteriors. We provide theoretical guarantees for our estimators and regret bounds consistent with Posterior Sampling for RL (PSRL). Sample efficiency of ESRL is independent of the chosen risk aversion threshold and quality of the behavior policy.

📄 PDF Abstract BibTeX arXiv:2006.13189

Code (2)

asonabend/ESRL 공식 구현
asonabend/dtr_via_surrogate_loss pytorch

Tasks

reinforcement-learningReinforcement LearningReinforcement Learning (RL)Two-sample testingUncertainty Quantification

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