Rates for Offline Reinforcement Learning with Adaptively Collected Data

Sunil Madhow, Dan Qiao, Ming Yin, Yuxiang Wang

Abstract: Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Such results tend to hinge on unrealistic assumptions about the data distribution — namely that it comprises a set of i.i.d. trajectories collected by a single logging policy. We propose a relaxation of the i.i.d. setting that allows logging policies to depend adaptively upon previous data. For tabular MDPs, we show that minimax-optimal bounds on the sample complexity of offline policy evaluation (OPE) and offline policy learning (OPL) can be recovered under this adaptive setting, and also derive instance-dependent bounds. Finally, we conduct simulations to empirically analyze the behavior of these estimators under adaptive and non-adaptive data. We find that, even while controlling for logging policies, adaptive data can change the signed behavior of estimation error.

External IDs:dblp:conf/l4dc/MadhowQYW25