We consider the imitation learning problem of learning a policy in a Markov Decision Process (MDP) setting where the reward function is not given, but demonstrations from experts are available. Although the goal of imitation learning is to learn a policy that produces behaviors nearly as good as the experts' for a desired task, assumptions of consistent optimality for demonstrated behaviors are often violated in practice. Finding a policy that is distributionally robust against noisy demonstrations based on an adversarial construction potentially solves this problem by avoiding optimistic generalizations of the demonstrated data. This paper studies Distributionally Robust Imitation Learning (DRoIL) and establishes a close connection between DRoIL and Maximum Entropy Inverse Reinforcement Learning. We show that DRoIL can be seen as a framework that maximizes a generalized concept of entropy.

Reinforcement learning (RL) has gained increasing popularity for resource management in cloud services such as serverless computing. As self-interested users compete for shared resources in a cluster, the multi-tenancy nature of serverless platforms necessitates multi-agent reinforcement learning (MARL) solutions, which often suffer from severe scalability issues. In this paper, we propose a mean-field game (MFG) approach to cloud resource management that is scalable to a large number of users and applications and incorporates function approximation to deal with the large state-action spaces in real-world serverless platforms. Specifically, we present an online natural actor-critic algorithm for learning in MFGs compatible with various forms of function approximation. We theoretically establish its finite-time convergence to the regularized Nash equilibrium under linear function approximation and softmax parameterization.

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we derive results that scale with the eluder dimension of these classes. In contrast to the existing body of work that mainly establishes instance-independent regret guarantees, we focus on the instance-dependent setting and show that the regret scales logarithmically with the horizon T, provided that there is a gap between the best and the second best action in every state. In addition, we show that such a logarithmic regret bound is realizable by algorithms with O(\log T) switching cost (also known as adaptivity complexity). In other words, these algorithms rarely switch their policy during the course of their execution.

This paper explores the problem of simultaneously learning a value function and policy in deep actor-critic reinforcement learning models. We find that the common practice of learning these functions jointly is sub-optimal due to an order-of-magnitude difference in noise levels between the two tasks. Instead, we show that learning these tasks independently, but with a constrained distillation phase, significantly improves performance. Furthermore, we find that policy gradient noise levels decrease when using a lower \textit{variance} return estimate. Together these insights inform an extension to Proximal Policy Optimization we call \textit{Dual Network Architecture} (DNA), which significantly outperforms its predecessor.

Large and diverse datasets have been the cornerstones of many impressive advancements in artificial intelligence. Intelligent creatures, however, learn by interacting with the environment, which changes the input sensory signals and the state of the environment. In this work, we aim to bring the best of both worlds and propose an algorithm that exhibits an exploratory behavior whilst it utilizes large diverse datasets. Our key idea is to leverage deep generative models that are pretrained on static datasets and introduce a dynamic model in the latent space. The transition dynamics simply mixes an action and a random sampled latent.

The cooperative Multi-Agent Reinforcement Learning (MARL) with permutation invariant agents framework has achieved tremendous empirical successes in real-world applications. Unfortunately, the theoretical understanding of this MARL problem is lacking due to the curse of many agents and the limited exploration of the relational reasoning in existing works. In this paper, we verify that the transformer implements complex relational reasoning, and we propose and analyze model-free and model-based offline MARL algorithms with the transformer approximators. We prove that the suboptimality gaps of the model-free and model-based algorithms are independent of and logarithmic in the number of agents respectively, which mitigates the curse of many agents. These results are consequences of a novel generalization error bound of the transformer and a novel analysis of the Maximum Likelihood Estimate (MLE) of the system dynamics with the transformer.

A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an adversarial max-player that chooses confusing models leading to large regret. The most recent instantiation of this idea is the decision-estimation coefficient (DEC), which was shown to provide nearly tight lower and upper bounds on the worst-case expected regret in structured bandits and reinforcement learning. By re-parametrizing the offset DEC with the confidence radius and solving the corresponding min-max program, we derive an anytime variant of the Estimation-To-Decisions algorithm (Anytime-E2D). Our formulation leads to a practical algorithm for finite model classes and linear feedback models.

We present the problem of reinforcement learning with exogenous termination. We define the Termination Markov Decision Process (TerMDP), an extension of the MDP framework, in which episodes may be interrupted by an external non-Markovian observer. We learn the parameters of the TerMDP and leverage the structure of the estimation problem to provide state-wise confidence bounds. We use these to construct a provably-efficient algorithm, which accounts for termination, and bound its regret. Motivated by our theoretical analysis, we design and implement a scalable approach, which combines optimism (w.r.t.

Temporal Difference (TD) learning is ubiquitous in reinforcement learning, where it is often combined with off-policy sampling and function approximation. Unfortunately learning with this combination (known as the deadly triad), exhibits instability and unbounded error. To account for this, modern Reinforcement Learning methods often implicitly (or sometimes explicitly) assume that regularization is sufficient to mitigate the problem in practice; indeed, the standard deadly triad examples from the literature can be fixed'' via proper regularization. In this paper, we introduce a series of new counterexamples to show that the instability and unbounded error of TD methods is not solved by regularization. We demonstrate that, in the off-policy setting with linear function approximation, TD methods can fail to learn a non-trivial value function under any amount of regularization; we further show that regularization can induce divergence under common conditions; and we show that one of the most promising methods to mitigate this divergence (Emphatic TD algorithms) may also diverge under regularization.

In reinforcement learning (RL), it is easier to solve a task if given a good representation. While deep RL should automatically acquire such good representations, prior work often finds that learning representations in an end-to-end fashion is unstable and instead equip RL algorithms with additional representation learning parts (e.g., auxiliary losses, data augmentation). How can we design RL algorithms that directly acquire good representations? In this paper, instead of adding representation learning parts to an existing RL algorithm, we show (contrastive) representation learning methods are already RL algorithms in their own right. To do this, we build upon prior work and apply contrastive representation learning to action-labeled trajectories, in such a way that the (inner product of) learned representations exactly corresponds to a goal-conditioned value function.