Scaling Online Distributionally Robust Reinforcement Learning: Sample-Efficient Guarantees with General Function Approximation
- URL: http://arxiv.org/abs/2512.18957v1
- Date: Mon, 22 Dec 2025 02:12:04 GMT
- Title: Scaling Online Distributionally Robust Reinforcement Learning: Sample-Efficient Guarantees with General Function Approximation
- Authors: Debamita Ghosh, George K. Atia, Yue Wang,
- Abstract summary: Distributionally robust RL (DR-RL) addresses this issue by optimizing worst-case performance over an uncertainty set of transition dynamics.<n>We propose an online DR-RL algorithm with general function approximation that learns an optimal robust policy purely through interaction with the environment.<n>We provide a theoretical analysis establishing a near-optimal sublinear regret bound under a total variation uncertainty set, demonstrating the sample efficiency and effectiveness of our method.
- Score: 18.596128578766958
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The deployment of reinforcement learning (RL) agents in real-world applications is often hindered by performance degradation caused by mismatches between training and deployment environments. Distributionally robust RL (DR-RL) addresses this issue by optimizing worst-case performance over an uncertainty set of transition dynamics. However, existing work typically relies on substantial prior knowledge-such as access to a generative model or a large offline dataset-and largely focuses on tabular methods that do not scale to complex domains. We overcome these limitations by proposing an online DR-RL algorithm with general function approximation that learns an optimal robust policy purely through interaction with the environment, without requiring prior models or offline data, enabling deployment in high-dimensional tasks. We further provide a theoretical analysis establishing a near-optimal sublinear regret bound under a total variation uncertainty set, demonstrating the sample efficiency and effectiveness of our method.
Related papers
- Policy Regularized Distributionally Robust Markov Decision Processes with Linear Function Approximation [10.35045003737115]
Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ.<n>We propose DR-RPO, a model-free online policy optimization method that learns robust policies with sublinear regret.<n>We show that DR-RPO can achieve suboptimality bounds and sample efficiency in robust RL, matching the performance of value-based approaches.
arXiv Detail & Related papers (2025-10-16T02:56:58Z) - Provably Near-Optimal Distributionally Robust Reinforcement Learning in Online Settings [10.983897709591885]
Reinforcement learning (RL) faces significant challenges in real-world deployments due to the sim-to-real gap.<n>We study the more realistic and challenging setting of online distributionally robust RL, where the agent interacts only with a single unknown training environment.<n>We propose a computationally efficient algorithm with sublinear regret guarantees under minimal assumptions.
arXiv Detail & Related papers (2025-08-05T03:36:50Z) - Unsupervised Data Generation for Offline Reinforcement Learning: A Perspective from Model [57.20064815347607]
offline reinforcement learning (RL) recently gains growing interests from RL researchers.<n>The performance of offline RL suffers from the out-of-distribution problem, which can be corrected by feedback in online RL.<n>In this paper, we first build a bridge over the batch data and the performance of offline RL algorithms theoretically.<n>We show that in task-agnostic settings, a series of policies trained by unsupervised RL can minimize the worst-case regret in the performance gap.
arXiv Detail & Related papers (2025-06-24T14:08:36Z) - Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processes [37.15580574143281]
offline reinforcement learning (RL)
This paper considers the sample complexity of distributionally robust linear Markov decision processes (MDPs) with an uncertainty set characterized by the total variation distance using offline data.
We develop a pessimistic model-based algorithm and establish its sample complexity bound under minimal data coverage assumptions.
arXiv Detail & Related papers (2024-03-19T17:48:42Z) - Minimax Optimal and Computationally Efficient Algorithms for Distributionally Robust Offline Reinforcement Learning [6.969949986864736]
Distributionally robust offline reinforcement learning (RL) seeks robust policy training against environment perturbation by modeling dynamics uncertainty.<n>We propose minimax optimal and computationally efficient algorithms realizing function approximation.<n>Our results uncover that function approximation in robust offline RL is essentially distinct from and probably harder than that in standard offline RL.
arXiv Detail & Related papers (2024-03-14T17:55:10Z) - Hybrid Reinforcement Learning for Optimizing Pump Sustainability in
Real-World Water Distribution Networks [55.591662978280894]
This article addresses the pump-scheduling optimization problem to enhance real-time control of real-world water distribution networks (WDNs)
Our primary objectives are to adhere to physical operational constraints while reducing energy consumption and operational costs.
Traditional optimization techniques, such as evolution-based and genetic algorithms, often fall short due to their lack of convergence guarantees.
arXiv Detail & Related papers (2023-10-13T21:26:16Z) - Offline Policy Optimization in RL with Variance Regularizaton [142.87345258222942]
We propose variance regularization for offline RL algorithms, using stationary distribution corrections.
We show that by using Fenchel duality, we can avoid double sampling issues for computing the gradient of the variance regularizer.
The proposed algorithm for offline variance regularization (OVAR) can be used to augment any existing offline policy optimization algorithms.
arXiv Detail & Related papers (2022-12-29T18:25:01Z) - Optimal Conservative Offline RL with General Function Approximation via
Augmented Lagrangian [18.2080757218886]
offline reinforcement learning (RL) refers to decision-making from a previously-collected dataset of interactions.
We present the first set of offline RL algorithms that are statistically optimal and practical under general function approximation and single-policy concentrability.
arXiv Detail & Related papers (2022-11-01T19:28:48Z) - False Correlation Reduction for Offline Reinforcement Learning [115.11954432080749]
We propose falSe COrrelation REduction (SCORE) for offline RL, a practically effective and theoretically provable algorithm.
We empirically show that SCORE achieves the SoTA performance with 3.1x acceleration on various tasks in a standard benchmark (D4RL)
arXiv Detail & Related papers (2021-10-24T15:34:03Z) - OptiDICE: Offline Policy Optimization via Stationary Distribution
Correction Estimation [59.469401906712555]
We present an offline reinforcement learning algorithm that prevents overestimation in a more principled way.
Our algorithm, OptiDICE, directly estimates the stationary distribution corrections of the optimal policy.
We show that OptiDICE performs competitively with the state-of-the-art methods.
arXiv Detail & Related papers (2021-06-21T00:43:30Z) - Behavioral Priors and Dynamics Models: Improving Performance and Domain
Transfer in Offline RL [82.93243616342275]
We introduce Offline Model-based RL with Adaptive Behavioral Priors (MABE)
MABE is based on the finding that dynamics models, which support within-domain generalization, and behavioral priors, which support cross-domain generalization, are complementary.
In experiments that require cross-domain generalization, we find that MABE outperforms prior methods.
arXiv Detail & Related papers (2021-06-16T20:48:49Z) - Critic Regularized Regression [70.8487887738354]
We propose a novel offline RL algorithm to learn policies from data using a form of critic-regularized regression (CRR)
We find that CRR performs surprisingly well and scales to tasks with high-dimensional state and action spaces.
arXiv Detail & Related papers (2020-06-26T17:50:26Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.