LGJun 18, 2021
Active Offline Policy SelectionKsenia Konyushkova, Yutian Chen, Tom Le Paine et al.
This paper addresses the problem of policy selection in domains with abundant logged data, but with a restricted interaction budget. Solving this problem would enable safe evaluation and deployment of offline reinforcement learning policies in industry, robotics, and recommendation domains among others. Several off-policy evaluation (OPE) techniques have been proposed to assess the value of policies using only logged data. However, there is still a big gap between the evaluation by OPE and the full online evaluation. Yet, large amounts of online interactions are often not possible in practice. To overcome this problem, we introduce active offline policy selection - a novel sequential decision approach that combines logged data with online interaction to identify the best policy. We use OPE estimates to warm start the online evaluation. Then, in order to utilize the limited environment interactions wisely we decide which policy to evaluate next based on a Bayesian optimization method with a kernel that represents policy similarity. We use multiple benchmarks, including real-world robotics, with a large number of candidate policies to show that the proposed approach improves upon state-of-the-art OPE estimates and pure online policy evaluation.
AIFeb 8, 2021
Discovering a set of policies for the worst case rewardTom Zahavy, Andre Barreto, Daniel J Mankowitz et al.
We study the problem of how to construct a set of policies that can be composed together to solve a collection of reinforcement learning tasks. Each task is a different reward function defined as a linear combination of known features. We consider a specific class of policy compositions which we call set improving policies (SIPs): given a set of policies and a set of tasks, a SIP is any composition of the former whose performance is at least as good as that of its constituents across all the tasks. We focus on the most conservative instantiation of SIPs, set-max policies (SMPs), so our analysis extends to any SIP. This includes known policy-composition operators like generalized policy improvement. Our main contribution is a policy iteration algorithm that builds a set of policies in order to maximize the worst-case performance of the resulting SMP on the set of tasks. The algorithm works by successively adding new policies to the set. We show that the worst-case performance of the resulting SMP strictly improves at each iteration, and the algorithm only stops when there does not exist a policy that leads to improved performance. We empirically evaluate our algorithm on a grid world and also on a set of domains from the DeepMind control suite. We confirm our theoretical results regarding the monotonically improving performance of our algorithm. Interestingly, we also show empirically that the sets of policies computed by the algorithm are diverse, leading to different trajectories in the grid world and very distinct locomotion skills in the control suite.