Epistemic Robust Offline Reinforcement Learning
- URL: http://arxiv.org/abs/2604.07072v1
- Date: Wed, 08 Apr 2026 13:26:00 GMT
- Title: Epistemic Robust Offline Reinforcement Learning
- Abstract summary: We propose a unified framework that replaces discrete ensembles with compact uncertainty sets over Q-values.<n>We also introduce a benchmark for evaluating offline RL algorithms under risk-sensitive behavior policies.
- Score: 5.915633148484684
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Offline reinforcement learning learns policies from fixed datasets without further environment interaction. A key challenge in this setting is epistemic uncertainty, arising from limited or biased data coverage, particularly when the behavior policy systematically avoids certain actions. This can lead to inaccurate value estimates and unreliable generalization. Ensemble-based methods like SAC-N mitigate this by conservatively estimating Q-values using the ensemble minimum, but they require large ensembles and often conflate epistemic with aleatoric uncertainty. To address these limitations, we propose a unified and generalizable framework that replaces discrete ensembles with compact uncertainty sets over Q-values. %We further introduce an Epinet based model that directly shapes the uncertainty sets to optimize the cumulative reward under the robust Bellman objective without relying on ensembles. We also introduce a benchmark for evaluating offline RL algorithms under risk-sensitive behavior policies, and demonstrate that our method achieves improved robustness and generalization over ensemble-based baselines across both tabular and continuous state domains.
Related papers
- Rectified Robust Policy Optimization for Model-Uncertain Constrained Reinforcement Learning without Strong Duality [53.525547349715595]
We propose a novel primal-only algorithm called Rectified Robust Policy Optimization (RRPO)<n>RRPO operates directly on the primal problem without relying on dual formulations.<n>We show convergence to an approximately optimal feasible policy with complexity matching the best-known lower bound.
arXiv Detail & Related papers (2025-08-24T16:59:38Z) - Likelihood Ratio Confidence Sets for Sequential Decision Making [51.66638486226482]
We revisit the likelihood-based inference principle and propose to use likelihood ratios to construct valid confidence sequences.
Our method is especially suitable for problems with well-specified likelihoods.
We show how to provably choose the best sequence of estimators and shed light on connections to online convex optimization.
arXiv Detail & Related papers (2023-11-08T00:10:21Z) - Bi-Level Offline Policy Optimization with Limited Exploration [1.8130068086063336]
We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset.
We propose a bi-level structured policy optimization algorithm that models a hierarchical interaction between the policy (upper-level) and the value function (lower-level)
We evaluate our model using a blend of synthetic, benchmark, and real-world datasets for offline RL, showing that it performs competitively with state-of-the-art methods.
arXiv Detail & Related papers (2023-10-10T02:45:50Z) - Offline Policy Evaluation and Optimization under Confounding [35.778917456294046]
We map out the landscape of offline policy evaluation for confounded MDPs.
We characterize settings where consistent value estimates are provably not achievable.
We present new algorithms for offline policy improvement and prove local convergence guarantees.
arXiv Detail & Related papers (2022-11-29T20:45:08Z) - Distributionally Robust Model-Based Offline Reinforcement Learning with
Near-Optimal Sample Complexity [39.886149789339335]
offline reinforcement learning aims to learn to perform decision making from history data without active exploration.
Due to uncertainties and variabilities of the environment, it is critical to learn a robust policy that performs well even when the deployed environment deviates from the nominal one used to collect the history dataset.
We consider a distributionally robust formulation of offline RL, focusing on robust Markov decision processes with an uncertainty set specified by the Kullback-Leibler divergence in both finite-horizon and infinite-horizon settings.
arXiv Detail & Related papers (2022-08-11T11:55:31Z) - Conformal Off-Policy Prediction in Contextual Bandits [54.67508891852636]
Conformal off-policy prediction can output reliable predictive intervals for the outcome under a new target policy.
We provide theoretical finite-sample guarantees without making any additional assumptions beyond the standard contextual bandit setup.
arXiv Detail & Related papers (2022-06-09T10:39:33Z) - Non-asymptotic Confidence Intervals of Off-policy Evaluation: Primal and
Dual Bounds [21.520045697447372]
Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies.
This work considers the problem of constructing non-asymptotic confidence intervals in infinite-horizon off-policy evaluation.
We develop a practical algorithm through a primal-dual optimization-based approach.
arXiv Detail & Related papers (2021-03-09T22:31:20Z) - Reliable Off-policy Evaluation for Reinforcement Learning [53.486680020852724]
In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy.
We propose a novel framework that provides robust and optimistic cumulative reward estimates using one or multiple logged data.
arXiv Detail & Related papers (2020-11-08T23:16:19Z) - GenDICE: Generalized Offline Estimation of Stationary Values [108.17309783125398]
We show that effective estimation can still be achieved in important applications.
Our approach is based on estimating a ratio that corrects for the discrepancy between the stationary and empirical distributions.
The resulting algorithm, GenDICE, is straightforward and effective.
arXiv Detail & Related papers (2020-02-21T00:27:52Z) - Confounding-Robust Policy Evaluation in Infinite-Horizon Reinforcement
Learning [70.01650994156797]
Off- evaluation of sequential decision policies from observational data is necessary in batch reinforcement learning such as education healthcare.
We develop an approach that estimates the bounds of a given policy.
We prove convergence to the sharp bounds as we collect more confounded data.
arXiv Detail & Related papers (2020-02-11T16:18:14Z)
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.