Research Post
Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical properties are poorly understood. In this paper, we study the use of bootstrapping in off-policy evaluation (OPE), and in particular, we focus on the fitted Q-evaluation (FQE) that is known to be minimax-optimal in the tabular and linear-model cases. We propose a bootstrapping FQE method for inferring the distribution of the policy evaluation error and show that this method is asymptotically efficient and distributionally consistent for off-policy statistical inference. To overcome the computation limit of bootstrapping, we further adapt a subsampling procedure that improves the runtime by an order of magnitude. We numerically evaluate the bootrapping method in classical RL environments for confidence interval estimation, estimating the variance of off-policy evaluator, and estimating the correlation between multiple off-policy evaluators.
Feb 15th 2022
Research Post
Read this research paper, co-authored by Amii Fellow and Canada CIFAR AI Chair Adam White: Learning Expected Emphatic Traces for Deep RL
Feb 15th 2022
Research Post
Read this research paper, co-authored by Canada CIFAR AI Chair Kevin Leyton-Brown: The Perils of Learning Before Optimizing
Feb 14th 2022
Research Post
Read this research paper, co-authored by Amii Fellows and Canada CIFAR AI Chairs Osmar Zaïane,and Lili Mou, Non-Autoregressive Translation with Layer-Wise Prediction and Deep Supervision
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