Selective Uncertainty Propagation in Offline RL

Sanath Kumar Krishnamurthy, Tanmay Gangwani, Sumeet Katariya, Branislav Kveton, Anshuka Rangi

We study the finite-horizon offline reinforcement learning (RL) problem. Since actions at any state can affect next-state distributions, the related distributional shift challenges can make this problem far more statistically complex than offline policy learning for a finite sequence of stochastic contextual bandit environments. We formalize this insight by showing that the statistical hardness of offline RL instances can be measured by estimating the size of actions' impact on next-state distributions. Furthermore, this estimated impact allows us to propagate just enough value function uncertainty from future steps to avoid model exploitation, enabling us to develop algorithms that improve upon traditional pessimistic approaches for offline RL on statistically simple instances. Our approach is supported by theory and simulations.

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