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SaVeR: Optimal Data Collection Strategy for Safe Policy Evaluation in Tabular MDP
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Studies safe behavior-policy selection for minimum-variance off-policy-style policy evaluation in tabular/tree MDPs under a cumulative cost constraint, proving lower bounds and proposing the SaVeR algorithm with O~(n^{-3/2}) regret.
Problem
Collecting data for accurate policy evaluation of a target policy in tabular MDPs while keeping the cumulative cost of behavior policies above a fraction of a known safe baseline's cost throughout learning.
Approach
Extends variance-minimizing adaptive sampling (optimal proportions proportional to policy weight times reward standard deviation, propagated through the tree) with a safety budget: run the baseline when the budget is negative, use forced exploration early, and otherwise follow a plug-in UCB-style variance-reduction sampling rule; shows a tractability condition under which safe collection is feasib
Key results
- On a bandit (A=11), SaVeR achieves lower MSE than SEPEC and safe on-policy as rounds increase while respecting the safety constraint.
- Theory: SaVeR's regret scales as O(log(n)/n^{3/2}) and its constraint regret as O(log(n)/n^{1/2}).
- Proves a lower bound of Omega(sqrt(SAL^2)/n^{3/2}) for tree MDPs and a bandit lower bound of A^{1/3}/n^{3/2} under the tractability condition.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SaVeR instead of SEPEC or safe on-policy data collection | Bandit with A=11 · Bandit | MSE | Helped |
| Use SaVeR instead of safe on-policy or SEPEC data collection | Movielens 1M, A=30 · Movielens 1M | MSE | Helped |
| Use SaVeR instead of safe on-policy data collection | 4-depth, 2-action deterministic tree MDP · Tree MDP | MSE | Helped |
| Use SaVeR instead of safe on-policy data collection | 4×4 stochastic gridworld · Gridworld | MSE | Helped |
| Use the oracle data-collection strategy instead of safe on-policy data collection | 4×4 stochastic gridworld · Gridworld | MSE | Helped |
| Apply the tested safe data-collection algorithms | Oracle, SaVeR, safe on-policy, and SEPEC · Experiments | constraint satisfaction | Helped |
Limitations
- Theory is for tree-structured MDPs; DAG extension is approximate and gridworld violates tree assumptions.
- Requires a sufficiently large budget and a tractability condition on the MDP.
- Assumes known transition model and deterministic baseline policy.
Experimental setup
Datasets: MovieLens 1M
Benchmarks: MovieLens 1M bandit synthetic bandit tree MDP gridworld
Metrics: MSE cumulative constraint violation
Baselines: SEPEC safe on-policy unconstrained oracle
Builds on: optimal sampling proportions for MSE (Hanna et al.) SEPEC MC-UCB PEDEL
Closest papers by meaning
- Near-Optimal Sample Complexity for Online Constrained MDPs (NeurIPS 2025 · similarity 0.86)
- Soft Robust MDPs and Risk-Sensitive MDPs: Equivalence, Policy Gradient, and Sample Complexity (ICLR 2024 · similarity 0.86)
- Finding good policies in average-reward Markov Decision Processes without prior knowledge (NeurIPS 2024 · similarity 0.86)
- Efficient and Sharp Off-Policy Evaluation in Robust Markov Decision Processes (NeurIPS 2024 · similarity 0.85)
- Solving Robust Markov Decision Processes: Generic, Reliable, Efficient (AAAI 2025 · similarity 0.85)
- Flipping-based Policy for Chance-Constrained Markov Decision Processes (NeurIPS 2024 · similarity 0.85)
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