lecture 12: batch rl - stanford university€¦ · empirical results: digital marketing 0.002715...
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Lecture 12: Batch RL
Emma Brunskill
CS234 Reinforcement Learning.
Winter 2018Slides drawn from Philip Thomas with modifications
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 1
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Class Structure
• Last time: Fast Reinforcement Learning / Exploration and Exploitation• This time: Batch RL• Next time: Monte Carlo Tree Search
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 2
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Table of Contents
1 What makes an RL algorithm safe?
2 Notation
3 Create a safe batch reinforement learning algorithmOff-policy policy evaluation (OPE)High-confidence off-policy policy evaluation (HCOPE)Safe policy improvement (SPI)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 3
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What does it mean to for a reinforcement learning algorithmto be safe?
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 4
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Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 5
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Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 6
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Changing the objective
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 7
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Changing the objective
• Policy 1:• Reward = 0 with probability 0.999999• Reward = 109 with probability 1-0.999999• Expected reward approximately 1000
• Policy 2:• Reward = 999 with probability 0.5• Reward = 1000 with probability 0.5• Expected reward 999.5
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 8
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Another notion of safety
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 9
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Another notion of safety (Munos et. al)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 10
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Another notion of safety
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 11
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Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 12
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The Problem
• If you apply an existing method, do you have confidence that it willwork?
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 13
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Reinforcement learning success
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 14
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A property of many real applications
• Deploying "bad" policies can be costly or dangerous
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 15
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Deploying bad policies can be costly
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 16
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Deploying bad policies can be dangerous
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 17
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What property should a safe batch reinforcement learningalgorithm have?
• Given past experience from current policy/policies, produce a new policy• “Guarantee that with probability at least 1− δ, will not change
your policy to one that is worse than the current policy.”• You get to choose δ• Guarantee not contingent on the tuning of any hyperparameters
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 18
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Table of Contents
1 What makes an RL algorithm safe?
2 Notation
3 Create a safe batch reinforement learning algorithmOff-policy policy evaluation (OPE)High-confidence off-policy policy evaluation (HCOPE)Safe policy improvement (SPI)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 19
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Notation
• Policy π: π(a) = P(at = a∣∣ st = s)
• History: H = (s1, a1, r1, s2, a2, r2, · · · , sL, aL, rL)
• Historical data: D = {H1,H2, · · · ,Hn}• Historical data from behavior policy, πb• Objective:
V π = E[L∑
t=1
γtRt
∣∣π]
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 20
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Safe batch reinforement learning algorithm
• Reinforcement learning algorithm, A• Historical data, D, which is a random variable• Policy produced by the algorithm, A(D), which is a random variable• a safe batch reinforement learning algorithm, A, satisfies:
Pr(VA(D) ≥ V πb ≥ 1− δ
or, in general
Pr(VA(D) ≥ Vmin) ≥ 1− δ
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 21
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Table of Contents
1 What makes an RL algorithm safe?
2 Notation
3 Create a safe batch reinforement learning algorithmOff-policy policy evaluation (OPE)High-confidence off-policy policy evaluation (HCOPE)Safe policy improvement (SPI)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 22
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Create a safe batch reinforement learning algorithm
• Off-policy policy evaluation (OPE)• For any evaluation policy, πe , Convert historical data, D, into n
independent and unbiased estimates of V πe
• High-confidence off-policy policy evaluation (HCOPE)• Use a concentration inequality to convert the n independent and
unbiased estimates of V πe into a 1− δ confidence lower bound onV πe
• Safe policy improvement (SPI)• Use HCOPE method to create a safe batch reinforement learning
algorithm, a
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 23
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Off-policy policy evaluation (OPE)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 24
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Importance Sampling (Reminder)
IS(D) =1n
n∑i=1
(L∏
t=1
πe(at∣∣ st)
πb(at∣∣ st)
)(L∑
t=1
γtR it
)E[IS(D)] = V πe
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 25
/ 68
Create a safe batch reinforement learning algorithm
• Off-policy policy evaluation (OPE)• For any evaluation policy, πe , Convert historical data, D, into n
independent and unbiased estimates of V πe
• High-confidence off-policy policy evaluation (HCOPE)• Use a concentration inequality to convert the n independent and
unbiased estimates of V πe into a 1− δ confidence lower bound onV πe
• Safe policy improvement (SPI)• Use HCOPE method to create a safe batch reinforement learning
algorithm, a
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 26
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High-confidence off-policy policy evaluation (HCOPE)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 27
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Hoeffding’s inequality
• Let X1, · · · ,Xn be n independent identically distributed randomvariables such that Xi ∈ [0, b]
• Then with probability at least 1− δ:
E[Xi ] ≥1n
n∑i=1
Xi − b
√ln(1/δ)
2n,
where Xi = 1n
∑ni=1(wi
∑Lt=1 γ
tR it) in our case.
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 28
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Safe policy improvement (SPI)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 29
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Safe policy improvement (SPI)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 30
/ 68
Create a safe batch reinforement learning algorithm
• Off-policy policy evaluation (OPE)• For any evaluation policy, πe , Convert historical data, D, into n
independent and unbiased estimates of V πe
• High-confidence off-policy policy evaluation (HCOPE)• Use a concentration inequality to convert the n independent and
unbiased estimates of V πe into a 1− δ confidence lower bound onV πe
• Safe policy improvement (SPI)• Use HCOPE method to create a safe batch reinforement learning
algorithm, a
WON’T WORK!
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 31
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Off-policy policy evaluation (revisited)
• Importance sampling (IS):
IS(D) =1n
n∑i=1
(L∏
t=1
πe(at∣∣ st)
πb(at∣∣ st)
)(L∑
t=1
γtR it
)
• Per-decision importance sampling (PDIS)
PSID(D) =L∑
t=1
γt1n
n∑i=1
(t∏
τ=1
πe(aτ∣∣ sτ )
πb(aτ∣∣ sτ )
)R it
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 32
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Off-policy policy evaluation (revisited)
• Importance sampling (IS):
IS(D) =1n
n∑i=1
wi
(L∑
t=1
γtR it
)
• Weighted importance sampling (WIS)
WIS(D) =1∑n
i=1 wi
n∑i=1
wi
(L∑
t=1
γtR it
)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 33
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Off-policy policy evaluation (revisited)
• Weighted importance sampling (WIS)
WIS(D) =1∑n
i=1 wi
n∑i=1
wi
(L∑
t=1
γtR it
)
• NOT unbiased. When n = 1,E[WIS ] = J(πb)
• Strongly consistent estimator of V πe
• i.e. Pr(limn→∞WIS(D) = V πe ) = 1• If• Finite horizon• One beahvior policy, or bounded rewards
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 34
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Off-policy policy evaluation (revisited)
• Weighted per-decision importance sampling• Also called consistent weighted per-decision importance sampling• A fun exercise!
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 35
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Control variates
• Given: X• Estimate: µ = E[X ]
• µ̂ = X
• Unbiased: E[µ̂] = E[X ] = µ
• Variance: Var(µ̂) = Var(X )
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 36
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Control variates
• Given: X ,Y ,E[Y ]
• Estimate: µ = E[X ]
• µ̂ = X − Y + E[Y ]
• Unbiased:E[µ̂] = E[X − Y + E[Y ]] = E[X ]− E[Y ] + E[Y ] = E[X ] = µ
• Variance:
Var(µ̂) = Var(X − Y + E[Y ]) = Var(X − Y )
= Var(X ) + Var(Y )− 2Cov(X ,Y )
• Lower variance if 2Cov(X ,Y ) > Var(Y )
• We call Y a control variate• We saw this idea before: baseline term in policy gradient estimation
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 37
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Off-policy policy evaluation (revisited)
• Idea: add a control variate to importance sampling estimators• X is the importance sampling estimator• Y is a control variate build from an approximate model of the
MDP• E[Y ] = 0 in this case
• PDISCV (D) = PDIS(D)− CV (D)
• Called the doubly robust estimator (Jiang and Li, 2015)• Robust to (1) poor approximate model, and (2) error in estimates
of πb• If the model is poor,the estimates are still unbiased• If the sampling policy is unknown, but the model is good,
MSE will still be low• DR(D) = PDISCV (D)
• Non-recursive and weighted forms, as well as control variate viewprovided by Thomas and Brunskill (2016)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 38
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Off-policy policy evaluation (revisited)
DR(πe∣∣D) =
1n
n∑i=1
∞∑t=0
γtw it (R i
t − q̂πe (S it ,A
it)) + γtρit−1v̂
πe (S it),
where w it =
∏tτ1
πe(aτ
∣∣ sτ )πb(aτ
∣∣ sτ )• Recall: we want the control variate Y to cancel with X :
R − q(S ,A) + γv(S ′)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 39
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Empirical Results (Gridworld)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 40
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Empirical Results (Gridworld)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 41
/ 68
Empirical Results (Gridworld)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 42
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Empirical Results (Gridworld)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 43
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Empirical Results (Gridworld)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 44
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Off-policy policy evaluation (revisited): Blending
• Importance sampling is unbiased but high variance• Model based estimate is biased but low variance• Doubly robust is one way to combine the two• Can also trade between importance sampling and model based estimatewithin a trajectory• MAGIC estimator (Thomas and Brunskill 2016)• Can be particularly useful when part of the world is non-Markovian in
the given model, and other parts of the world are Markov
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 45
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Off-policy policy evaluation (revisited)
• What if supp(πe ⊂ supp(πb))• There is a state-action pair, (s, a), such that πe(a
∣∣ s) = 0, butπb(a
∣∣ s) 6= 0.• If we see a history where (s, a) occurs, what weight should we give it?
• IS(D) = 1n
∑ni=1
(∏Lt=1
πe(at
∣∣ st)πb(at
∣∣ st))(∑L
t=1 γtR i
t
)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 46
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Off-policy policy evaluation (revisited)
• What if there are zero samples (n = 0)?• The importance sampling estimate is undefined
• What if no samples are in supp(πe) (or supp(p) in general)?• Importance sampling says: the estimate is zero• Alternate approach: undefined
• Importance sampling estimator is unbiased if n > 0• Alternate approach will be unbiased given that at least one sample is in
the support of p• Alternate approach detailed in Importance Sampling with Unequal
Support (Thomas and Brunskill, AAAI 2017)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 47
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Off-policy policy evaluation (revisited)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 48
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Off-policy policy evaluation (revisited)
• Thomas et. al. Predictive Off-Policy Policy Evaluation forNonstationary Decision Problems, with Applications to DigitalMarketing (AAAI 2017)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 49
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Off-policy policy evaluation (revisited)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 50
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Create a safe batch reinforement learning algorithm
• Off-policy policy evaluation (OPE)• For any evaluation policy, πe , Convert historical data, D, into n
independent and unbiased estimates of V πe
• High-confidence off-policy policy evaluation (HCOPE)• Use a concentration inequality to convert the n independent and
unbiased estimates of V πe into a 1− δ confidence lower bound onV πe
• Safe policy improvement (SPI)• Use HCOPE method to create a safe batch reinforement learning
algorithm, a
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 51
/ 68
High-confidence off-policy policy evaluation (revisited)
• Consider using IS + Hoeffding’s inequality for HCOPE on mountain car
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 52
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High-confidence off-policy policy evaluation (revisited)
• Using 100,000 trajectories• Evaluation policy’s true performance is 0.19 ∈ [0, 1]
• We get a 95% cconfidence lower bound of: -5,8310,000
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 53
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What went wrong
wi =L∏
t=1
πe(at∣∣ st)
πb(at∣∣ st)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 54
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High-confidence off-policy policy evaluation (revisited)
• Removing the upper tail only decreases the expected value.
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 55
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High-confidence off-policy policy evaluation (revisited)
• Thomas et. al, High confidence off-policy evaluation, AAAI 2015
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 56
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High-confidence off-policy policy evaluation (revisited)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 57
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High-confidence off-policy policy evaluation (revisited)
• Use 20% of the data to optimize c
• Use 80% to compute lower bound with optimized c
• Mountain car results:
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 58
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High-confidence off-policy policy evaluation (revisited)
Digital marketing:
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 59
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High-confidence off-policy policy evaluation (revisited)
Cognitive dissonance:
E[Xi ] ≥1n
n∑i=1
Xi − b
√ln(1/δ)
2n
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 60
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High-confidence off-policy policy evaluation (revisited)
• Student’s t-test• Assumes that IS(D) is normally distributed• By the central limit theorem, it (is as n→∞)
Pr
(E[
1n
n∑i=1
Xi ] ≥1n
n∑i=1
Xi
)=
√1
n−1∑n
i=1(Xi − X̄n)2
√n
t1−δ,n−1
≥ 1− δ
• Efron’s Bootstrap methods (e.g., BCa)• Also, without importance sampling: Hanna, Stone, and
Niekum, AAMAS 2017
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 61
/ 68
High-confidence off-policy policy evaluation (revisited)
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 62
/ 68
Create a safe batch reinforcement learning algorithm
• Off-policy policy evaluation (OPE)• For any evaluation policy, πe , Convert historical data, D, into n
independent and unbiased estimates of V πe
• High-confidence off-policy policy evaluation (HCOPE)• Use a concentration inequality to convert the n independent and
unbiased estimates of V πe into a 1− δ confidence lower bound onV πe
• Safe policy improvement (SPI)• Use HCOPE method to create a safe batch reinforcement learning
algorithm, a
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 63
/ 68
Safe policy improvement (revisited)
Thomas et. al, ICML 2015
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 64
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Empirical Results: Digital Marketing
Agent
Environment
Action, 𝑎
State, 𝑠 Reward, 𝑟
Empirical Results: Digital Marketing
0.002715
0.003832
n=10000 n=30000 n=60000 n=100000
Expecte
d N
orm
aliz
ed R
etu
rn
None, CUT None, BCa k-Fold, CUT k-Fold, Bca
Empirical Results: Digital Marketing
Empirical Results: Digital Marketing
Example Results : Diabetes Treatment
80
Blood Glucose (sugar)
Eat Carbohydrates Release Insulin
Example Results : Diabetes Treatment
81
Blood Glucose (sugar)
Eat Carbohydrates Release Insulin
Hyperglycemia
Example Results : Diabetes Treatment
82
Blood Glucose (sugar)
Eat Carbohydrates Release Insulin
Hypoglycemia
Hyperglycemia
Example Results : Diabetes Treatment
83
injection =bloodglucose − targetbloodglucose
𝐶𝐹+
mealsize
𝐶𝑅
Example Results : Diabetes Treatment
84
Intelligent Diabetes Management
Example Results : Diabetes Treatment
85
Pro
bab
ility
Po
licy
Ch
ange
d
Pro
bab
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Po
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Wo
rse
Other Relevant Work
• How to deal with long horizons? (Guo, Thomas, Brunskill NIPS 2017)• How to deal with importance sampling being “unfair”? (Doroudi,Thomas and Brunskill, best paper UAI 2017)• What to do when the behavior policy is not known?• What to do when the behavior policy is deterministic?• What to do when care about doing safe exploration?• What to do when care about performance on a single trajectory• For last two, see great work by Marco Pavone’s group, Pieter Abbeel’s
group, Shie Mannor’s group and Claire Tomlin’s group, amongst others
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 65
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Off Policy Policy Evaluation and Selection
• Very important topic: healthcare, education, marketing, ...• Insights are relevant to on policy learning• Big focus of my lab• A number of others on campus also working in this area (e.g. StefanWager, Susan Athey...)• Very interesting area at the intersection of causality and control
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 66
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What You Should Know: Off Policy Policy Evaluation andSelection
• Be able to define and apply importance sampling for off policy policyevaluation• Define some limitations of IS (variance)• List a couple alternatives (weighted IS, doubly robust)• Define why we might want safe reinforcement learning• Define the scope of the guarantees implied by safe policy improvement
as defined in this lecture
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 67
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Class Structure
• Last time: Exploration and Exploitation• This time: Batch RL• Next time: Monte Carlo Tree Search
Emma Brunskill (CS234 Reinforcement Learning. )Lecture 12: Batch RLWinter 2018 Slides drawn from Philip Thomas with modifications 68
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