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Model-Based Offline Reinforcement Learning with Pessimism-Modulated Dynamics Belief

2022-10-13 03:14:36
Kaiyang Guo, Yunfeng Shao, Yanhui Geng

Abstract

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While learned through reuse of static dataset, the dynamics model's generalization ability hopefully promotes policy learning if properly utilized. To that end, several works propose to quantify the uncertainty of predicted dynamics, and explicitly apply it to penalize reward. However, as the dynamics and the reward are intrinsically different factors in context of MDP, characterizing the impact of dynamics uncertainty through reward penalty may incur unexpected tradeoff between model utilization and risk avoidance. In this work, we instead maintain a belief distribution over dynamics, and evaluate/optimize policy through biased sampling from the belief. The sampling procedure, biased towards pessimism, is derived based on an alternating Markov game formulation of offline RL. We formally show that the biased sampling naturally induces an updated dynamics belief with policy-dependent reweighting factor, termed Pessimism-Modulated Dynamics Belief. To improve policy, we devise an iterative regularized policy optimization algorithm for the game, with guarantee of monotonous improvement under certain condition. To make practical, we further devise an offline RL algorithm to approximately find the solution. Empirical results show that the proposed approach achieves state-of-the-art performance on a wide range of benchmark tasks.

Abstract (translated)

URL

https://arxiv.org/abs/2210.06692

PDF

https://arxiv.org/pdf/2210.06692.pdf


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