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arXiv · 2310.18715

Robust Offline Reinforcement learning with Heavy-Tailed Rewards

Jin Zhu·Runzhe Wan·Zhengling Qi·Shikai Luo·Chengchun Shi
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Abstract

This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applications. We propose two algorithmic frameworks, ROAM and ROOM, for robust off-policy evaluation and offline policy optimization (OPO), respectively. Central to our frameworks is the strategic incorporation of the median-of-means method with offline RL, enabling straightforward uncertainty estimation for the value function estimator. This not only adheres to the principle of pessimism in OPO but also adeptly manages heavy-tailed rewards. Theoretical results and extensive experiments demonstrate that our two frameworks outperform existing methods on the logged dataset exhibits heavy-tailed reward distributions. The implementation of the proposal is available at https://github.com/Mamba413/ROOM.

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Jin Zhu, Runzhe Wan, Zhengling Qi, Shikai Luo, Chengchun Shi. 2023-10-28. Robust Offline Reinforcement learning with Heavy-Tailed Rewards. https://arxiv.org/abs/2310.18715

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