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24 June 2024
 
  » arxiv » 2302.00141

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Revisiting Bellman Errors for Offline Model Selection
Joshua P. Zitovsky ; Daniel de Marchi ; Rishabh Agarwal ; Michael R. Kosorok ;
Date 1 Feb 2023
AbstractOffline 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. Through theoretical and empirical analyses, 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 and obtains impressive OMS performance on diverse discrete control tasks, including Atari games. We open-source our data and code to enable researchers to conduct OMS experiments more easily.
Source arXiv, 2302.00141
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