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Towards Instance-Optimal Offline Reinforcement Learning with Pessimism

NeurIPS 2021 · Reinforcement learning › MDPs and planning · approach: Offline RL sample complexity · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use an empirical-variance Bernstein penalty instead of a uniform O(H/√n_{s_h,a_h}) penalty (ablation)Pessimistic value iteration · Finite-horizon tabular MDPs; optimal policy covered by behavior policysuboptimality gap: C'H\sum_{h=1}^H\sum_{(s_h,a_h)\in\mathcal{C}_h}d^{\pi^\star}_h(s_h,a_h)\cdot\sqrt{\frac{\iota}{ n\cdot d^\mu_h{(s_h,a_h)Helped
Use a pessimistic augmented MDP that maps unsupported state-action pairs to a zero-reward absorbing stateAPVI · Finite-horizon tabular MDPs with arbitrary behavior policysuboptimality gap: The paper gives the resulting bound as \sum_{h=2}^{H+1}d^{\dagger\pi^\star}_h(s^\dagger_h) plus the covered-region variaHelped
Use APVI's instance-dependent variance bound under uniform data coverageAPVI · Uniform data coveragesample complexity: The APVI bound implies \widetilde{O}(H^3/d_m\epsilon^2), matching the stated optimal rate.Helped
Adapt the pessimistic penalty to transition and reward varianceAPVI · Fully deterministic systemssuboptimality gap: \frac{H^3}{n\bar{d}_m}; the paper contrasts this with existing non-adaptive results of order \frac{1}{\sqrt{n}}.Helped

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