Offline Policy Optimization with Variance Regularization
Authors: Riashat Islam, Samarth Sinha, Homanga Bharadhwaj, Samin Yeasar Arnob, Zhuoran Yang, Zhaoran Wang, Animesh Garg, Lihong Li, Doina Precup
Keywords: reinforcement learning, offline batch RL, off-policy, policy optimization, variance regularization
Abstract: Learning policies from fixed offline datasets is a key challenge to scale up reinforcement learning (RL) algorithms towards practical applications. This is often because off-policy RL algorithms suffer from distributional shift, due to mismatch between dataset and the target policy, leading to high variance and over-estimation of value functions. In this work, we propose variance regularization for offline RL algorithms, using stationary distribution corrections. We show that by using Fenchel duality, we can avoid double sampling issues for computing the gradient of the variance regularizer. The proposed algorithm for offline variance regularization can be used to augment  any existing offline policy optimization algorithms. We  show that the regularizer leads to a lower bound to the offline policy optimization objective, which can help avoid over-estimation errors, and explains the benefits of our approach  across a range of continuous control domains when compared to existing algorithms.