We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose **N**on**e**pisodic **O**ptistmic **RL** (NeoRL), an approach based on the principle of optimism in the face of uncertainty. NeoRL uses well-calibrated probabilistic models and plans optimistically w.r.t. the epistemic uncertainty about the unknown dynamics. Under continuity and bounded energy assumptions on the system, weprovide a first-of-its-kind regret bound of $\mathcal{O}(\beta_T \sqrt{T \Gamma_T})$ for general nonlinear systems with Gaussian process dynamics. We compare NeoRL to other baselines on several deep RL environments and empirically demonstrate that NeoRL achieves the optimal average cost while incurring the least regret.

Offline reinforcement learning (RL) aims at learning effective policies from historical data without extra environment interactions. During our experience of applying offline RL, we noticed that previous offline RL benchmarks commonly involve significant reality gaps, which we have identified include rich and overly exploratory datasets, degraded baseline, and missing policy validation. In many real-world situations, to ensure system safety, running an overly exploratory policy to collect various data is prohibited, thus only a narrow data distribution is available. The resulting policy is regarded as effective if it is better than the working behavior policy; the policy model can be deployed only if it has been well validated, rather than accomplished the training. In this paper, we present a Near real-world offline RL benchmark, named NeoRL, to reflect these properties. NeoRL datasets are collected with a more conservative strategy. Moreover, NeoRL contains the offline training and offline validation pipeline before the online test, corresponding to real-world situations.

We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose **N**on**e**pisodic **O**ptistmic **RL** (NeoRL), an approach based on the principle of optimism in the face of uncertainty. NeoRL uses well-calibrated probabilistic models and plans optimistically w.r.t. the epistemic uncertainty about the unknown dynamics. Under continuity and bounded energy assumptions on the system, weprovide a first-of-its-kind regret bound of \mathcal{O}(\beta_T \sqrt{T \Gamma_T}) for general nonlinear systems with Gaussian process dynamics. We compare NeoRL to other baselines on several deep RL environments and empirically demonstrate that NeoRL achieves the optimal average cost while incurring the least regret.

Offline reinforcement learning (RL) aims at learning effective policies from historical data without extra environment interactions. During our experience of applying offline RL, we noticed that previous offline RL benchmarks commonly involve significant reality gaps, which we have identified include rich and overly exploratory datasets, degraded baseline, and missing policy validation. In many real-world situations, to ensure system safety, running an overly exploratory policy to collect various data is prohibited, thus only a narrow data distribution is available. The resulting policy is regarded as effective if it is better than the working behavior policy; the policy model can be deployed only if it has been well validated, rather than accomplished the training. In this paper, we present a Near real-world offline RL benchmark, named NeoRL, to reflect these properties.