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Fitted Occupancy-Ratio Evaluation without Bellman Completeness

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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.

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arXiv Machine Learning
Sep 1

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
arXiv Machine Learning
Sep 24

Limiting-Kernel Q($\lambda$): Bridging Short and Long Horizons

Limiting‑Kernel Q(λ) (LKQL) is an off‑policy value estimator that blends n‑step truncation with a long‑horizon approximation based on the limiting kernel. It maintains the computational efficiency of n‑step methods while improving policy evaluation accuracy, especially for long‑horizon tasks. The authors prove faster convergence of LKQL’s operator under aperiodicity and near‑on‑policy conditions, and demonstrate empirical gains on MuJoCo continuous‑control benchmarks.

By Tolga Ok, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Mohamad Amin Sharifi Kolarijani