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Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learning

NeurIPS 2024 · Reinforcement learning › Offline RL · approach: Pessimism and uncertainty in offline RL

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Proposes computationally efficient offline algorithms (DRPVI and variance-aware VA-DRPVI) for distributionally robust offline RL under d-rectangular linear DRMDPs with TV uncertainty, with instance-dependent suboptimality bounds and a matching information-theoretic lower bound.

Problem

Robust offline RL with function approximation under dynamics uncertainty: nonlinearity and computational burden of the robust Bellman operator, and distribution shift between nominal data and perturbed models.

Approach

Uses d-rectangular linear DRMDPs with factor-wise TV uncertainty sets so the robust Bellman update decouples into d separate ridge regressions; adds variance-weighted regression exploiting range shrinkage of robust value functions to get sharper, near-minimax bounds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
incorporate variance information into the function approximation mechanism (ablation)DRPVI · d-rectangular linear DRMDPsinstance-dependent upper bound on suboptimality gap: $\bSigma_h^{\star-1} \preceq H^2\bLambda_h^{-1}$Helped
use the range-shrinkage property for variance-aware analysisVA-DRPVI · d-rectangular linear DRMDPs with $\rho=O(1)$instance-dependent upper bound on suboptimality gap: by an order of $H$Helped
use variance information and range shrinkage instead of the DRPVI boundVA-DRPVI versus DRPVI · simulated linear DRMDPpolicy performanceHelped
use robust training rather than non-robust PEVIDRPVI and VA-DRPVI · simulated linear DRMDP under environmental perturbationpolicy robustnessHelped
estimate variance of the untruncated robust value instead of separate truncated values for each α (ablation)VA-DRPVI · d-rectangular linear DRMDPscomputation costHelped
estimate variance of the untruncated robust value instead of separate truncated values for each α (ablation)VA-DRPVI · d-rectangular linear DRMDPsinstance-dependent upper bound on suboptimality gapNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: simulated linear DRMDP offline dataset

Benchmarks: simulated linear DRMDP environment

Metrics: policy performance under perturbation level

Baselines: PEVI

Builds on: pessimistic value iteration PEVI variance-weighted ridge regression reference-advantage decomposition d-rectangular DRMDP

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