See Corollary 2 in Appendixfordetail.

Neural Information Processing Systems http://nips.cc/

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace(λ), with three desired properties: (1) it has low variance; (2) it safely uses samples collected from any behaviour policy, whatever its degree of "off-policyness"; and (3) it is efficient as it makes the best use of samples collected from near on-policy behaviour policies. We analyze the contractive nature of the related operator under both off-policy policy evaluation and control settings and derive online sample-based algorithms. We believe this is the first return-based off-policy control algorithm converging a.s. to Q

We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal reasoning, and propose a new finite sample generalization error bound for value estimates from MDP models. Using this upper bound as an objective, we develop a learning algorithm of an MDP model with a balanced representation, and show that our approach can yield substantially lower MSE in common synthetic benchmarks and a HIV treatment simulation domain.

In order to make counterfactual evaluations possible, a standard assumption--albeit often overlooked and unstated--is to require that the behavior policy does not depend on any unobserved variables that also affect the future states/rewards (no unobserved confounding).

We study the problem of off-policy policy evaluation (OPPE) in RL. In contrast to prior work, we consider how to estimate both the individual policy value and average policy value accurately. We draw inspiration from recent work in causal reasoning, and propose a new finite sample generalization error bound for value estimates from MDP models. Using this upper bound as an objective, we develop a learning algorithm of an MDP model with a balanced representation, and show that our approach can yield substantially lower MSE in common synthetic benchmarks and a HIV treatment simulation domain.

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace(λ), with three desired properties: (1) it has low variance; (2) it safely uses samples collected from any behaviour policy, whatever its degree of "off-policyness"; and (3) it is efficient as it makes the best use of samples collected from near on-policy behaviour policies. We analyze the contractive nature of the related operator under both off-policy policy evaluation and control settings and derive online sample-based algorithms. We believe this is the first return-based off-policy control algorithm converging a.s. to Q

Our aim is to establish a framework where reinforcement learning (RL) of optimizing interventions retrospectively allows us a regulatory compliant pathway to prospective clinical testing of the learned policies in a clinical deployment. We focus on infections in intensive care units which are one of the major causes of death and difficult to treat because of the complex and opaque patient dynamics, and the clinically debated, highly-divergent set of intervention policies required by each individual patient, yet intensive care units are naturally data rich. In our work, we build on RL approaches in healthcare ("AI Clinicians"), and learn off-policy continuous dosing policy of pharmaceuticals for sepsis treatment using historical intensive care data under partially observable MDPs (POMDPs). POMPDs capture uncertainty in patient state better by taking in all historical information, yielding an efficient representation, which we investigate through ablations. We compensate for the lack of exploration in our retrospective data by evaluating each encountered state with a best-first tree search. We mitigate state distributional shift by optimizing our policy in the vicinity of the clinicians' compound policy. Crucially, we evaluate our model recommendations using not only conventional policy evaluations but a novel framework that incorporates human experts: a model-agnostic pre-clinical evaluation method to estimate the accuracy and uncertainty of clinician's decisions versus our system recommendations when confronted with the same individual patient history ("shadow mode").

When observed decisions depend only on observed features, off-policy policy evaluation (OPE) methods for sequential decision making problems can estimate the performance of evaluation policies before deploying them. This assumption is frequently violated due to unobserved confounders, unrecorded variables that impact both the decisions and their outcomes. We assess robustness of OPE methods under unobserved confounding by developing worst-case bounds on the performance of an evaluation policy. When unobserved confounders can affect every decision in an episode, we demonstrate that even small amounts of per-decision confounding can heavily bias OPE methods. Fortunately, in a number of important settings found in healthcare, policy-making, operations, and technology, unobserved confounders may primarily affect only one of the many decisions made. Under this less pessimistic model of one-decision confounding, we propose an efficient loss-minimization-based procedure for computing worst-case bounds, and prove its statistical consistency. On two simulated healthcare examples---management of sepsis patients and developmental interventions for autistic children---where this is a reasonable model of confounding, we demonstrate that our method invalidates non-robust results and provides meaningful certificates of robustness, allowing reliable selection of policies even under unobserved confounding.