Model-free deep reinforcement learning (RL) algorithms have been widely used for a range of complex control tasks. However, slow convergence and sample inefficiency remain challenging problems in RL, especially when handling continuous and high-dimensional state spaces. To tackle this problem, we propose a general acceleration method for model-free, off-policy deep RL algorithms by drawing the idea underlying regularized Anderson acceleration (RAA), which is an effective approach to accelerating the solving of fixed point problems with perturbations. Specifically, we first explain how policy iteration can be applied directly with Anderson acceleration. Then we extend RAA to the case of deep RL by introducing a regularization term to control the impact of perturbation induced by function approximation errors. We further propose two strategies, i.e., progressive update and adaptive restart, to enhance the performance.

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition probabilities---which is usually constructed as a multi-dimensional confidence region. Existing methods construct ambiguity sets as confidence regions using concentration inequalities which leads to overly conservative solutions. This paper proposes a new paradigm that can achieve better solutions with the same robustness guarantees without using confidence regions as ambiguity sets. To incorporate prior knowledge, our algorithms optimize the size and position of ambiguity sets using Bayesian inference.

Inverse reinforcement learning (IRL) aims to recover the reward function and the associated optimal policy that best fits observed sequences of states and actions implemented by an expert. Many algorithms for IRL have an inherent nested structure: the inner loop finds the optimal policy given parametrized rewards while the outer loop updates the estimates towards optimizing a measure of fit. For high dimensional environments such nested-loop structure entails a significant computational burden. To reduce the computational burden of a nested loop, novel methods such as SQIL \cite{reddy2019sqil} and IQ-Learn \cite{garg2021iq} emphasize policy estimation at the expense of reward estimation accuracy. However, without accurate estimated rewards, it is not possible to do counterfactual analysis such as predicting the optimal policy under different environment dynamics and/or learning new tasks.

Thompson Sampling is one of the most effective methods for contextual bandits and has been generalized to posterior sampling for certain MDP settings. However, existing posterior sampling methods for reinforcement learning are limited by being model-based or lack worst-case theoretical guarantees beyond linear MDPs. This paper proposes a new model-free formulation of posterior sampling that applies to more general episodic reinforcement learning problems with theoretical guarantees. We introduce novel proof techniques to show that under suitable conditions, the worst-case regret of our posterior sampling method matches the best known results of optimization based methods. In the linear MDP setting with dimension, the regret of our algorithm scales linearly with the dimension as compared to a quadratic dependence of the existing posterior sampling-based exploration algorithms.

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in the continuous approach to RL, we develop a notion of occupation time (specifically for a discounted objective), and show how it can be effectively used to derive performance difference and local approximation formulas. We further extend these results to illustrate their applications in the PG (policy gradient) and TRPO/PPO (trust region policy optimization/ proximal policy optimization) methods, which have been familiar and powerful tools in the discrete RL setting but under-developed in continuous RL. Through numerical experiments, we demonstrate the effectiveness and advantages of our approach.

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment. However, comparing models in a real-world environment for the purposes of early stopping or hyperparameter tuning is costly and often practically infeasible. This leads us to examine off-policy policy evaluation (OPE) in such settings. We focus on OPE of value-based methods, which are of particular interest in deep RL with applications like robotics, where off-policy algorithms based on Q-function estimation can often attain better sample complexity than direct policy optimization. Furthermore, existing OPE metrics either rely on a model of the environment, or the use of importance sampling (IS) to correct for the data being off-policy.

Reinforcement learning (RL) agents have long sought to approach the efficiency of human learning. Humans are great observers who can learn by aggregating external knowledge from various sources, including observations from others' policies of attempting a task. Prior studies in RL have incorporated external knowledge policies to help agents improve sample efficiency. However, it remains non-trivial to perform arbitrary combinations and replacements of those policies, an essential feature for generalization and transferability. We propose a new actor architecture for KGRL, Knowledge-Inclusive Attention Network (KIAN), which allows free knowledge rearrangement due to embedding-based attentive action prediction.

In real-world decision making tasks, it is critical for data-driven reinforcement learning methods to be both stable and sample efficient. On-policy methods typically generate reliable policy improvement throughout training, while off-policy methods make more efficient use of data through sample reuse. In this work, we combine the theoretically supported stability benefits of on-policy algorithms with the sample efficiency of off-policy algorithms. We develop policy improvement guarantees that are suitable for the off-policy setting, and connect these bounds to the clipping mechanism used in Proximal Policy Optimization. This motivates an off-policy version of the popular algorithm that we call Generalized Proximal Policy Optimization with Sample Reuse.

Adversarial Imitation Learning alternates between learning a discriminator -- which tells apart expert's demonstrations from generated ones -- and a generator's policy to produce trajectories that can fool this discriminator. This alternated optimization is known to be delicate in practice since it compounds unstable adversarial training with brittle and sample-inefficient reinforcement learning. We propose to remove the burden of the policy optimization steps by leveraging a novel discriminator formulation. Specifically, our discriminator is explicitly conditioned on two policies: the one from the previous generator's iteration and a learnable policy. When optimized, this discriminator directly learns the optimal generator's policy. Consequently, our discriminator's update solves the generator's optimization problem for free: learning a policy that imitates the expert does not require an additional optimization loop.

One of the common ways children learn is by mimicking adults. Imitation learning focuses on learning policies with suitable performance from demonstrations generated by an expert, with an unspecified performance measure, and unobserved reward signal. Popular methods for imitation learning start by either directly mimicking the behavior policy of an expert (behavior cloning) or by learning a reward function that prioritizes observed expert trajectories (inverse reinforcement learning). However, these methods rely on the assumption that covariates used by the expert to determine her/his actions are fully observed. In this paper, we relax this assumption and study imitation learning when sensory inputs of the learner and the expert differ. First, we provide a non-parametric, graphical criterion that is complete (both necessary and sufficient) for determining the feasibility of imitation from the combinations of demonstration data and qualitative assumptions about the underlying environment, represented in the form of a causal model.