Bellman Calibration for Marginalized Importance Weighting in Offline Reinforcement Learning
Read the original on arXiv Machine Learning →The Flow has not summarised this story yet — read it at arXiv Machine Learning.
The Flow has not summarised this story yet — read it at arXiv Machine Learning.
Marginalized importance weighting evaluates a target policy by reweighting offline state-action samples with its discounted occupancy ratio, characterized by an adjoint Bellman equation. Existing mini...
arXiv:2607. 05375v1 Announce Type: cross Abstract: Occupancy ratios correct distribution shift in offline reinforcement learning and are central to off-policy evaluation.
Occupancy ratios correct distribution shift in offline reinforcement learning and are central to off-policy evaluation. Existing primal-dual and minimax methods typically estimate these ratios by enforcing occupancy-balance moments over a critic class.
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.
arXiv:2512.23927v3 Announce Type: replace-cross Abstract: Fitted \(Q\)-iteration (FQI) is a standard regression-based method for optimal control in offline reinforcement learning, but its stability u...
arXiv:2608. 03108v1 Announce Type: new Abstract: Offline reinforcement learning (offline RL) can benefit from nearby out-of-distribution (OOD) actions, but estimation errors at these actions may be amplified by bootstrapping.