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SaVeR: Optimal Data Collection Strategy for Safe Policy Evaluation in Tabular MDP

ICML 2024 · Reinforcement learning › MDPs and planning · approach: Robust MDP policy gradient · 1 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SaVeR instead of SEPEC or safe on-policy data collectionBandit with A=11 · BanditMSEHelped
Use SaVeR instead of safe on-policy or SEPEC data collectionMovielens 1M, A=30 · Movielens 1MMSEHelped
Use SaVeR instead of safe on-policy data collection4-depth, 2-action deterministic tree MDP · Tree MDPMSEHelped
Use SaVeR instead of safe on-policy data collection4×4 stochastic gridworld · GridworldMSEHelped
Use the oracle data-collection strategy instead of safe on-policy data collection4×4 stochastic gridworld · GridworldMSEHelped
Apply the tested safe data-collection algorithmsOracle, SaVeR, safe on-policy, and SEPEC · Experimentsconstraint satisfactionHelped

Limitations

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

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