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Appendix Algorithm 2 Vanilla Pessimistic Value Iteration
Absolute Constant C, failure probability ฮด. 2: Initialization: Set bVH+1() 0. 3: for time h= H,H 1,...,1 do 4: Set bQh(,) brh(,) + ( bPh bVh+1)(,) 5: sh,ah, set ฮh(sh,ah) = The upper bound of OPE comes from Yin and Wang [2020], Duan et al. [2020] and the Cramer-Rao lower bound comes from Jiang and Li [2016]. Table A shows the statistical optimality for offline policy learning and offline policy evaluation (OPE) in the non-stationary tabular MDPs. By Cauchy-Schwartz inequality, it can be checked that the rate between the two bounds (roughly) deviate by a factor of H (in terms of sample complexity), and this reveals that offline learning is inherently harder than OPE from the statistical aspect. Our analysis of the intrinsic learning bound in Section 4 leverage the key design feature of APVI that bVh+1 only depends on the transition data from time h+ 1 to H while bPh only uses transition pairs at time h. This enables concentration inequalities due the conditional independence.7 Especially, to recover the q VarP(V?h+1) structure to we Next, we use (3) as the intermediate step to crude bounding ||bVh+1 V?h+1|| . Lastly, we can combine this with the extended value difference lemma in Cai et al. [2020] to bound V?1 bV1 and leverage the pessimistic design for bounding bV1 Vbฯ1 .
Towards Instance-Optimal Offline Reinforcement Learning with Pessimism
We study the offline reinforcement learning (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown Markov Decision Process (MDP) using the data coming from a policy ยต. In particular, we consider the sample complexity problems of offline RL for finite-horizon MDPs. Prior works study this problem based on different data-coverage assumptions, and their learning guarantees are expressed by the covering coefficients which lack the explicit characterization of system quantities.
Efficient and Modular Implicit Differentiation
Automatic differentiation (autodiff) has revolutionized machine learning. It allows to express complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently, differentiation of optimization problem solutions has attracted widespread attention with applications such as optimization layers, and in bi-level problems such as hyper-parameter optimization and meta-learning. However, so far, implicit differentiation remained difficult to use for practitioners, as it often required case-by-case tedious mathematical derivations and implementations. In this paper, we propose automatic implicit differentiation, an efficient and modular approach for implicit differentiation of optimization problems.
Contextually Affinitive Neighborhood Refinery for Deep Clustering
Previous endeavors in self-supervised learning have enlightened the research of deep clustering from an instance discrimination perspective. Built upon this foundation, recent studies further highlight the importance of grouping semantically similar instances. One effective method to achieve this is by promoting the semantic structure preserved by neighborhood consistency. However, the samples in the local neighborhood may be limited due to their close proximity to each other, which may not provide substantial and diverse supervision signals. Inspired by the versatile re-ranking methods in the context of image retrieval, we propose to employ an efficient online re-ranking process to mine more informative neighbors in a Contextually Affinitive (ConAff) Neighborhood, and then encourage the cross-view neighborhood consistency. To further mitigate the intrinsic neighborhood noises near cluster boundaries, we propose a progressively relaxed boundary filtering strategy to circumvent the issues brought by noisy neighbors. Our method can be easily integrated into the generic self-supervised frameworks and outperforms the state-of-the-art methods on several popular benchmarks.