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A Primal-Dual Algorithm for Offline Constrained Reinforcement Learning with Linear MDPs

ICML 2024 · Reinforcement learning › MDPs and planning · approach: Offline RL sample complexity · 1 citations (OpenAlex)

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Proposes a computationally efficient primal-dual algorithm for offline linear MDPs (infinite-horizon discounted) and offline constrained RL that achieves O(ε^-2) sample complexity under partial (feature) coverage, improving on the O(ε^-4) of prior work.

Problem

Offline RL and offline constrained RL with linear function approximation in the infinite-horizon discounted setting: prior computationally efficient methods under partial data coverage need O(ε^-4) samples, and none achieve O(ε^-2) in this setting.

Approach

Replaces the double-loop primal-dual scheme with a single-loop four-player (policy, Lagrange-multiplier-like zeta, lambda, and constraint weight w) method. Lambda is restricted to a confidence set spanned by dataset features (via barycentric spanners), which enables uniform concentration over policies and parameters so that gradients can be estimated from one dataset, giving O(ε^-2) sample complex

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed primal-dual algorithm instead of the prior Primal-Dual methodOffline RL with linear MDPs under partial data coverage · Linear MDPs, partial coveragesample complexity in ε: ε^{-4} -> ε^{-2}Helped
Use the proposed primal-dual algorithm instead of PSPIOffline RL with linear function approximation under partial data coverage · Linear, partial coveragesample complexity in ε: ε^{-5} -> ε^{-2}Helped
Extend the primal-dual algorithm with a w-player for constraint reward weightsOffline constrained linear MDPs · Offline constrained linear MDPssample complexityMixed

Surprising findings

Limitations

Experimental setup

Baselines: Gabbianelli et al. 2023 primal-dual PSPI (Xie et al. 2021)

Builds on: Gabbianelli et al. 2023 offline linear MDP primal-dual Zanette et al. 2021 provable offline actor-critic Jin et al. 2020 linear MDP Abbasi-Yadkori et al. 2011 linear bandits

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