Off-policy Model-based Learning under Unknown Factored Dynamics

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Assaf Hallak, Francois Schnitzler, Timothy Mann, Shie Mannor ;
Proceedings of the 32nd International Conference on Machine Learning, PMLR 37:711-719, 2015.

Abstract

Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we introduce the G-SCOPE algorithm that evaluates a new policy based on data generated by the existing policy. Our algorithm is both computationally and sample efficient because it greedily learns to exploit factored structure in the dynamics of the environment. We present a finite sample analysis of our approach and show through experiments that the algorithm scales well on high-dimensional problems with few samples.

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