Deconfounding Reinforcement Learning in Observational Settings
Authors: Chaochao Lu, José Miguel Hernández Lobato
Keywords: confounder, causal inference, reinforcement learning
TL;DR: This is the first attempt to build a bridge between confounding and the full reinforcement learning problem.
Abstract: In this paper, we propose a general formulation to cope with a family of reinforcement learning tasks in observational settings, that is, learning good policies solely from the historical data produced by real environments with confounders (i.e., the factors affecting both actions and rewards). Based on the proposed approach, we extend one representative of reinforcement learning algorithms: the Actor-Critic method, to its deconfounding variant, which is also straightforward to be applied to other algorithms. In addition, due to lack of datasets in this direction, a benchmark is developed for deconfounding reinforcement learning algorithms by revising OpenAI Gym and MNIST. We demonstrate that the proposed algorithms are superior to traditional reinforcement learning algorithms in confounded environments. To the best of our knowledge, this is the first time that confounders are taken into consideration for addressing full reinforcement learning problems.