Settling the Sample Complexity of Model-Based Offline Reinforcement Learning

• URL: http://arxiv.org/abs/2204.05275v4
• Date: Fri, 8 Mar 2024 18:40:01 GMT
• Title: Settling the Sample Complexity of Model-Based Offline Reinforcement Learning
• Authors: Gen Li and Laixi Shi and Yuxin Chen and Yuejie Chi and Yuting Wei
• Abstract summary: offline reinforcement learning (RL) learns using pre-collected data without further exploration. Prior algorithms or analyses either suffer from suboptimal sample complexities or incur high burn-in cost to reach sample optimality. We demonstrate that the model-based (or "plug-in") approach achieves minimax-optimal sample complexity without burn-in cost.
• Score: 50.5790774201146
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However, prior algorithms or analyses either suffer from suboptimal sample complexities or incur high burn-in cost to reach sample optimality, thus posing an impediment to efficient offline RL in sample-starved applications. We demonstrate that the model-based (or "plug-in") approach achieves minimax-optimal sample complexity without burn-in cost for tabular Markov decision processes (MDPs). Concretely, consider a finite-horizon (resp. $\gamma$-discounted infinite-horizon) MDP with $S$ states and horizon $H$ (resp. effective horizon $\frac{1}{1-\gamma}$), and suppose the distribution shift of data is reflected by some single-policy clipped concentrability coefficient $C^{\star}_{\text{clipped}}$. We prove that model-based offline RL yields $\varepsilon$-accuracy with a sample complexity of \[ \begin{cases} \frac{H^{4}SC_{\text{clipped}}^{\star}}{\varepsilon^{2}} & (\text{finite-horizon MDPs}) \frac{SC_{\text{clipped}}^{\star}}{(1-\gamma)^{3}\varepsilon^{2}} & (\text{infinite-horizon MDPs}) \end{cases} \] up to log factor, which is minimax optimal for the entire $\varepsilon$-range. The proposed algorithms are "pessimistic" variants of value iteration with Bernstein-style penalties, and do not require sophisticated variance reduction. Our analysis framework is established upon delicate leave-one-out decoupling arguments in conjunction with careful self-bounding techniques tailored to MDPs.

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