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Summary by Robert Müller 1 month ago
Kumar et al. propose an algorithm to learn in batch reinforcement learning (RL), a setting where an agent learns purely form a fixed batch of data, $B$, without any interactions with the environments. The data in the batch is collected according to a batch policy $\pi_b$. Whereas most previous methods (like BCQ) constrain the learned policy to stay close to the behavior policy, Kumar et al. propose bootstrapping error accumulation reduction (BEAR), which constrains the newly learned policy to place some probability mass on every non negligible action.
The difference is illustrated in the picture from the BEAR blog post:
https://i.imgur.com/zUw7XNt.png
The behavior policy is in both images the dotted red line, the left image shows the policy matching where the algorithm is constrained to the purple choices, while the right image shows the support matching.
**Theoretical Contribution:**
The paper analysis formally how the use of out-of-distribution actions to compute the target in the Bellman equation influences the back-propagated error.
Firstly a distribution constrained backup operator is defined as
$T^{\Pi}Q(s,a) = \mathbb{E}[R(s,a) + \gamma \max_{\pi \in \Pi} \mathbb{E}_{P(s' \vert s,a)} V(s')]$ and $V(s) = \max_{\pi \in \Pi} \mathbb{E}_{\pi}[Q(s,a)]$
which considers only policies $\pi \in \Pi$.
It is possible that the optimal policy $\pi^*$ is not contained in the policy set $\Pi$, thus there is a suboptimallity constant $\alpha (\Pi) = \max_{s,a} \vert \mathcal{T}^{\Pi}Q^{*}(s,a) - \mathcal{T}Q^{*}(s,a) ]\vert $ which captures how far $\pi^{*}$ is from $\Pi$.
Letting $P^{\pi_i}$ be the transition-matrix when following policy $\pi_i$, $\rho_0$ the state marginal distribution of the training data in the batch and $\pi_1, \dots, \pi_k \in \Pi $. The error analysis relies upon a concentrability assumption $\rho_0 P^{\pi_1} \dots P^{\pi_k} \leq c(k)\mu(s)$, with $\mu(s)$ the state marginal. Note that $c(k)$ might be infinite if the support of $\Pi$ is not contained in the state marginal of the batch. Using the coefficients $c(k)$ a concentrability coefficient is defined as:
$C(\Pi) = (1-\gamma)^2\sum_{k=1}^{\infty}k \gamma^{k-1}c(k).$
The concentrability takes values between 1 und $\infty$, where 1 corresponds to the case that the batch data were collected by $\pi$ and $\Pi = \{\pi\}$ and $\infty$ to cases where $\Pi$ has support outside of $\pi$.
Combining this Kumar et a. get a bound of the Bellman error for distribution constrained value iteration with the constrained Bellman operator $T^{\Pi}$:
$\lim_{k \rightarrow \infty} \mathbb{E}_{\rho_0}[\vert V^{\pi_k}(s)- V^{*}(s)] \leq \frac{\gamma}{(1-\gamma^2)} [C(\Pi) \mathbb{E}_{\mu}[\max_{\pi \in \Pi}\mathbb{E}_{\pi}[\delta(s,a)] + \frac{1-\gamma}{\gamma}\alpha(\Pi) ] ]$, where $\delta(s,a)$ is the Bellman error.
This presents the inherent batch RL trade-off between keeping policies close to the behavior policy of the batch (captured by $C(\Pi)$ and keeping $\Pi$ sufficiently large (captured by $\alpha(\Pi)$).
It is finally proposed to use support sets to construct $\Pi$, that is $\Pi_{\epsilon} = \{\pi \vert \pi(a \vert s)=0 \text{ whenever } \beta(a \vert s) < \epsilon \}$. This amounts to the set of all policies that place probability on all non-negligible actions of the behavior policy. For this particular choice of $\Pi = \Pi_{\epsilon}$ the concentrability coefficient can be bounded.
**Algorithm**:
The algorithm has an actor critic style, where the Q-value to update the policy is taken to be the minimum over the ensemble. The support constraint to place at least some probability mass on every non negligible action from the batch is enforced via sampled MMD. The proposed algorithm is a member of the policy regularized algorithms as the policy is updated to optimize:
$\pi_{\Phi} = \max_{\pi} \mathbb{E}_{s \sim B} \mathbb{E}_{a \sim \pi(\cdot \vert s)} [min_{j = 1 \dots, k} Q_j(s,a)] s.t. \mathbb{E}_{s \sim B}[MMD(D(s), \pi(\cdot \vert s))] \leq \epsilon$
The Bellman target to update the Q-functions is computed as the convex combination of minimum and maximum of the ensemble.
**Experiments**
The experiments use the Mujoco environments Halfcheetah, Walker, Hopper and Ant. Three scenarios of batch collection, always consisting of 1Mio. samples, are considered:
- completely random behavior policy
- partially trained behavior policy
- optimal policy as behavior policy
The experiments confirm that BEAR outperforms other off-policy methods like BCQ or KL-control. The ablations show further that the choice of MMD is crucial as it is sometimes on par and sometimes substantially better than choosing KL-divergence.

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