Revisiting Bellman Errors for Offline Model Selection
Joshua P Zitovsky, Daniel de Marchi, Rishabh Agarwal, Michael Rene Kosorok
Abstract
Offline model selection (OMS), that is, choosing the best policy from a set of many policies given only logged data, is crucial for applying offline RL in real-world settings. One idea that has been extensively explored is to select policies based on the mean squared Bellman error (MSBE) of the associated Q-functions. However, previous work has struggled to obtain adequate OMS performance with Bellman errors, leading many researchers to abandon the idea. To this end, we elucidate why previous work has seen pessimistic results with Bellman errors and identify conditions under which OMS algorithms based on Bellman errors will perform well. Moreover, we develop a new estimator of the MSBE that is more accurate than prior methods. Our estimator obtains impressive OMS performance on diverse discrete control tasks, including Atari games.
BibTeX
@inproceedings{icml2023_revisitingbellma,
title = {Revisiting Bellman Errors for Offline Model Selection},
author = {Joshua P Zitovsky and Daniel de Marchi and Rishabh Agarwal and Michael Rene Kosorok},
booktitle = {ICML 2023},
year = {2023}
}