Bridging the gap between complex scientific research and the curious minds eager to explore it.

Computer Science, Machine Learning

Unbiased Offline Policy Evaluation with Self-Normalized Estimators

Unbiased Offline Policy Evaluation with Self-Normalized Estimators

In this article, we present SCOPE-RL, a novel approach to offline reinforcement learning (RL) that efficiently manages multiple datasets and algorithms. By combining these elements into a single unified class, SCOPE-RL streamlines the entire offline RL process, making it more efficient and effective.
To understand how SCOPE-RL works, let’s first define some key terms:

  • Offline RL: This involves learning from pre-existing data, rather than collecting new data through trial and error.
  • Dataset: A collection of data used for training or testing an RL model.
  • Algorithm: A specific method for learning from the dataset.
    SCOPE-RL combines these elements in a clever way. It adopts a "model-based" approach to estimate the cumulative distribution function (CDF) of the target policy, which is essential for offline RL. This estimation process is done using importance sampling, which helps correct for any distribution shift between the training and target environments.
    One challenge with offline RL is that the approximation error can lead to bias in the estimated CDF. To address this issue, SCOPE-RL uses a technique called "Trajectory-wise Importance Sampling" (TIS), which applies importance sampling to the CDF estimation. TIS helps reduce the variance of the estimator and improve its accuracy.
    Another important aspect of SCOPE-RL is its ability to manage multiple datasets and algorithms within a single unified class. This makes it easy to switch between different datasets or algorithms without having to worry about managing separate classes for each one.
    SCOPE-RL also builds on the success of OpenBanditPipeline, which has been instrumental in facilitating flexible OPE experiments in contextual bandits and slate bandits. By drawing inspiration from this work, SCOPE-RL is poised to become a valuable tool for quick prototyping and benchmarking in the OPE of RL policies.
    In summary, SCOPE-RL is an efficient offline RL approach that streamlines the entire process by managing multiple datasets and algorithms within a single unified class. It uses importance sampling to correct for distribution shift and improve accuracy, and it builds on the success of OpenBanditPipeline to facilitate flexible OPE experiments. With its novel approach and practical applications, SCOPE-RL is set to make a significant impact in the field of reinforcement learning.