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Trajectory Data Suffices for Statistically Efficient Learning in Offline RL with Linear q-pi Realizability and Concentrability

Neural Information Processing Systems

The hope in this setting is that learning a good policy will be possible without requiring a sample size that scales with the number of states in the MDP . Foster et al. [ 2021 ] have shown this to be impossible even under concentrability, a data coverage assumption where a coefficient C





Weighted importance sampling for off-policy learning with linear function approximation

Neural Information Processing Systems

Importance sampling is an essential component of off-policy model-free reinforcement learning algorithms. However, its most effective variant, weighted importance sampling, does not carry over easily to function approximation and, because of this, it is not utilized in existing off-policy learning algorithms. In this paper, we take two steps toward bridging this gap. First, we show that weighted importance sampling can be viewed as a special case of weighting the error of individual training samples, and that this weighting has theoretical and empirical benefits similar to those of weighted importance sampling. Second, we show that these benefits extend to a new weighted-importance-sampling version of off-policy LSTD(). We show empirically that our new WIS-LSTD() algorithm can result in much more rapid and reliable convergence than conventional off-policy LSTD() (Y u 2010, Bertsekas & Y u 2009).