Offline Reinforcement Learning from Heteroskedastic Data Via Support Constraints

Anikait Singh, Aviral Kumar, Quan Vuong, Yevgen Chebotar, Sergey Levine

Keywords: offline RL, support constraints, heteroskedastic data

TL;DR: We show that conventional distributional constraint RL algorithms are need with heteroskedatic datasets. We propose an offline RL method to handle such settings.

Abstract:

Offline reinforcement learning (RL) learns policies entirely from static datasets, thereby avoiding the challenges associated with online data collection. Practical applications of offline RL will inevitably require learning from datasets where the variability of demonstrated behaviors changes non-uniformly across the state space. For example, at a red light, nearly all human drivers behave similarly by stopping, but when merging onto a highway, some drivers merge quickly, efficiently, and safely, while many hesitate or merge dangerously.
We show that existing popular offline RL methods based on distribution constraints fail to learn from data with such non-uniform change in the variability of demonstrated behaviors, often due to the requirement to stay close to the behavior policy to the same extent across the state space. We demonstrate this failure mode both theoretically and experimentally. Ideally, the learned policy should be free to choose per-state how closely to follow the behavior policy to maximize long-term return, as long as the learned policy stays within the support of the behavior policy. To instantiate this principle, we reweight the data distribution in conservative Q-learning and show that support constraints emerge when doing so. The reweighted distribution is a mixture of the current policy and an additional policy trained to mine poor actions that are likely under the behavior policy. Our method CQL (ReDS) is simple, theoretically motivated, and improves performance across a wide range of offline RL problems in Atari games, navigation, and pixel-based manipulation.