Reward-Relevance-Filtered Linear Offline Reinforcement Learning

Angela Zhou
Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, PMLR 238:3025-3033, 2024.

Abstract

This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions factor into a sparse component that affects the reward and could affect additional exogenous dynamics that do not affect the reward. Although the minimally sufficient adjustment set for estimation of full-state transition properties depends on the whole state, the optimal policy and therefore state-action value function depends only on the sparse component: we call this causal/decision-theoretic sparsity. We develop a method for reward-filtering the estimation of the state-action value function to the sparse component by a modification of thresholded lasso in least-squares policy evaluation. We provide theoretical guarantees for our reward-filtered linear fitted-Q-iteration, with sample complexity depending only on the size of the sparse component.

Cite this Paper

BibTeX
@InProceedings{pmlr-v238-zhou24b, title = { Reward-Relevance-Filtered Linear Offline Reinforcement Learning }, author = {Zhou, Angela}, booktitle = {Proceedings of The 27th International Conference on Artificial Intelligence and Statistics}, pages = {3025--3033}, year = {2024}, editor = {Dasgupta, Sanjoy and Mandt, Stephan and Li, Yingzhen}, volume = {238}, series = {Proceedings of Machine Learning Research}, month = {02--04 May}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v238/zhou24b/zhou24b.pdf}, url = {https://proceedings.mlr.press/v238/zhou24b.html}, abstract = { This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions factor into a sparse component that affects the reward and could affect additional exogenous dynamics that do not affect the reward. Although the minimally sufficient adjustment set for estimation of full-state transition properties depends on the whole state, the optimal policy and therefore state-action value function depends only on the sparse component: we call this causal/decision-theoretic sparsity. We develop a method for reward-filtering the estimation of the state-action value function to the sparse component by a modification of thresholded lasso in least-squares policy evaluation. We provide theoretical guarantees for our reward-filtered linear fitted-Q-iteration, with sample complexity depending only on the size of the sparse component. } }
Endnote
%0 Conference Paper %T Reward-Relevance-Filtered Linear Offline Reinforcement Learning %A Angela Zhou %B Proceedings of The 27th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2024 %E Sanjoy Dasgupta %E Stephan Mandt %E Yingzhen Li %F pmlr-v238-zhou24b %I PMLR %P 3025--3033 %U https://proceedings.mlr.press/v238/zhou24b.html %V 238 %X This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions factor into a sparse component that affects the reward and could affect additional exogenous dynamics that do not affect the reward. Although the minimally sufficient adjustment set for estimation of full-state transition properties depends on the whole state, the optimal policy and therefore state-action value function depends only on the sparse component: we call this causal/decision-theoretic sparsity. We develop a method for reward-filtering the estimation of the state-action value function to the sparse component by a modification of thresholded lasso in least-squares policy evaluation. We provide theoretical guarantees for our reward-filtered linear fitted-Q-iteration, with sample complexity depending only on the size of the sparse component.
APA
Zhou, A.. (2024). Reward-Relevance-Filtered Linear Offline Reinforcement Learning . Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 238:3025-3033 Available from https://proceedings.mlr.press/v238/zhou24b.html.

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