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Confident Natural Policy Gradient for Local Planning in $q_\pi$-realizable Constrained MDPs

NeurIPS 2024 · Reinforcement learning › MDPs and planning · approach: Offline RL sample complexity · 0 citations (OpenAlex)

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Proposes Confident-NPG-CMDP, a primal-dual natural policy gradient planner with off-policy evaluation in the local-access model that achieves polynomial sample complexity for CMDPs under q_pi-realizability.

Problem

Efficient planning in constrained MDPs with large or infinite state spaces under q_pi-realizable linear function approximation, where value functions of all policies are linearly representable but transitions are not assumed linear.

Approach

Combines a primal-dual scheme (Lagrangian with mirror descent on the dual) with a natural policy gradient (softmax) update, and reuses historical rollouts through per-trajectory importance-sampled off-policy evaluation with interval-based data collection, building on CAPI-QPI-Plan's core-set construction under the local-access model to reach eps^-3 query complexity.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use natural policy gradient with softmax policy structure and off-policy estimation instead of directly applying CAPI-QPI-PlanCMDP planning with qπ-realizability · qπ-realizable CMDP, local accesssample complexity: \tilde O(\epsilon^{-4}) -> \tilde O(\epsilon^{-3})Helped
Use periodic data collection and reuse data for off-policy policy updatesConfident-NPG-CMDP · qπ-realizable CMDP, local accesssample complexity: \tilde{O}(\epsilon^{-3})Helped
Require strict feasibility rather than relaxed feasibilityConfident-NPG-CMDP · qπ-realizable CMDP, local accesslocal-access queries: \tilde O(\epsilon^{-3} \zeta^{-3} d^2 (1-\gamma)^{-11}) -> \tilde O(\epsilon^{-3} \zeta^{-6}(1-\gamma)^{-14} d^2 )Hurt

Limitations

Experimental setup

Metrics: sample complexity (queries to local-access model) suboptimality constraint violation

Baselines: CAPI-QPI-Plan

Builds on: CAPI-QPI-Plan Confident-NPG Lagrangian primal-dual method for CMDPs

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