Practical Marginalized Importance Sampling with the Successor Representation

Scott Fujimoto, David Meger, Doina Precup

Keywords: marginalized importance sampling, off-policy evaluation, deep reinforcement learning, successor representation

Abstract: Marginalized importance sampling (MIS), which measures the density ratio between the state-action occupancy of a target policy and that of a sampling distribution, is a promising approach for off-policy evaluation. However, current state-of-the-art MIS methods rely on complex optimization tricks and succeed mostly on simple toy problems. We bridge the gap between MIS and deep reinforcement learning by observing that the density ratio can be computed from the successor representation of the target policy. The successor representation can be trained through deep reinforcement learning methodology and decouples the reward optimization from the dynamics of the environment, making the resulting algorithm stable and applicable to high-dimensional domains. We evaluate the empirical performance of our approach on a variety of challenging Atari and MuJoCo environments.

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One-sentence Summary: We develop an approach for MIS that can be computed from the successor representation and scales to high-dimensional systems.

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