Optimal Conservative Offline RL with General Function Approximation via Augmented Lagrangian

TL;DR

This paper introduces a practical, statistically optimal offline RL algorithm using augmented Lagrangian methods within the marginalized importance sampling framework, effectively handling general function approximation without conservative regularization.

Contribution

It presents the first offline RL algorithm that is both statistically optimal and practical under general function approximation, bypassing the need for uncertainty quantification and conservative regularization.

Findings

Achieves statistical optimality in offline RL with general function approximation.

Uses augmented Lagrangian to enforce occupancy constraints effectively.

Eliminates the need for conservative regularization, improving practicality.

Abstract

Offline reinforcement learning (RL), which refers to decision-making from a previously-collected dataset of interactions, has received significant attention over the past years. Much effort has focused on improving offline RL practicality by addressing the prevalent issue of partial data coverage through various forms of conservative policy learning. While the majority of algorithms do not have finite-sample guarantees, several provable conservative offline RL algorithms are designed and analyzed within the single-policy concentrability framework that handles partial coverage. Yet, in the nonlinear function approximation setting where confidence intervals are difficult to obtain, existing provable algorithms suffer from computational intractability, prohibitively strong assumptions, and suboptimal statistical rates. In this paper, we leverage the marginalized importance sampling (MIS) formulation of RL and present the first set of offline RL algorithms that are statistically optimal and practical under general function approximation and single-policy concentrability, bypassing the need for uncertainty quantification. We identify that the key to successfully solving the sample-based approximation of the MIS problem is ensuring that certain occupancy validity constraints are nearly satisfied. We enforce these constraints by a novel application of the augmented Lagrangian method and prove the following result: with the MIS formulation, augmented Lagrangian is enough for statistically optimal offline RL. In stark contrast to prior algorithms that induce additional conservatism through methods such as behavior regularization, our approach provably eliminates this need and reinterprets regularizers as "enforcers of occupancy validity" than "promoters of conservatism."