Offline Reinforcement Learning: Tutorial, Review, and Perspectives on Open Problems
arxiv:2005.01643
Reinforcement learning · 2020-05-04
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Contents
- Offline Reinforcement Learning: Tutorial, Review, and Perspectives on Open Problems
- Abstract
- 1 Introduction
- 2 Offline Reinforcement Learning Problem Statement and Overview
- 2.1 Reinforcement Learning Preliminaries
- Definition 2.1 (Markov decision process) .
- Definition 2.2 (Partially observed Markov decision process) .
- Policy gradients.
- Approximate dynamic programming.
- Actor-critic algorithms.
- Model-based reinforcement learning.
- 2.2 Offline Reinforcement Learning
- 2.3 Example Scenarios
- Decision making in health care.
- Learning goal-directed dialogue policies.
- Learning robotic manipulation skills.
- 2.4 What Makes Offline Reinforcement Learning Difficult?
- Theorem 2.1 (Behavioral cloning error bound) .
- Proof.
- Theorem 2.2 (DAgger error bound) .
- Proof.
- 3 Offline Evaluation and Reinforcement Learning via Importance Sampling
- 3.1 Off-Policy Evaluation via Importance Sampling
- 3.2 The Off-Policy Policy Gradient
- 3.3 Approximate Off-Policy Policy Gradients
- 3.4 Marginalized Importance Sampling
- Forward Bellman equation based approaches.
- Backward Bellman equation based approaches via convex duality.
- 3.5 Challenges and Open Problems
- 4 Offline Reinforcement Learning via Dynamic Programming
- 4.1 Off-Policy Value Function Estimation with Linear Value Functions
- Bellman residual minimization.
- Least-squares fixed point approximation.
- Least squares temporal difference Q-learning (LSTD-Q).
- Least squares policy iteration (LSPI).
- 4.2 Distributional Shift in Offline Reinforcement Learning via Dynamic Programming
- 4.3 Policy Constraints for Off-Policy Evaluation and Improvement
- Explicit f f -divergence constraints.
- Implicit f f -divergence constraints.
- Integral probability metrics (IPMs).
- Tradeoffs between different constraint types.
- 4.4 Offline Approximate Dynamic Programming with Uncertainty Estimation
- 4.5 Conservative Q-Learning and Pessimistic Value Functions
- 4.6 Challenges and Open Problems
- 5 Offline Model-Based Reinforcement Learning
- 5.1 Model Exploitation and Distribution Shift
- 5.2 Brief Survey of Model-Based Offline Reinforcement Learning
- Offline RL with standard model-based RL methods.
- Off-policy evaluation with models.
- Distribution and safe region constraints.
- Conservative model-based RL algorithms.
- 5.3 Challenges and Open Problems
- 6 Applications and Evaluation
- 6.1 Evaluation and Benchmarks
- 6.2 Applications in Robotics
- 6.3 Applications in Healthcare
- 6.4 Applications in Autonomous Driving
- 6.5 Applications in Advertising and Recommender Systems
- 6.6 Applications in Language and Dialogue
- 7 Discussion and Perspectives