arXiv Machine Learning

Soft Fitted Q-Iteration without Bellman Completeness: Occupancy Reweighting and Temperature Annealing

arXiv Machine Learning
4d ago

Fitted Q-Evaluation without Bellman Completeness via Occupancy Weighting

The paper introduces occupancy-weighted Fitted Q-Evaluation (FQE), a regression-based off‑policy evaluation method that replaces the standard offline distribution weights with a target‑policy discounted occupancy ratio. This weighting aligns the projection norm with the target policy’s dynamics, restoring contraction of the Bellman operator and eliminating the need for Bellman completeness. The authors provide finite‑sample guarantees that separate iteration, statistical, approximation, and ratio‑estimation errors, and show that exact occupancy weighting combined with fitted occupancy‑ratio evaluation yields consistent estimation under coverage without requiring critic‑side completeness.

By Lars van der Laan, Nathan Kallus