Off-policy Policy Optimization
summary
Argues that naively optimizing importance-weighted expected reward is unstable and high-variance, and instead proposes entropy-regularized surrogate losses and reverse-KL surrogates that preserve global optima while making training tractable; combines those with a single unified model that outputs logits and reward estimates and uses doubly robust estimator style missing-data inference or simple top-layer Bayesian variance models; shows Monte Carlo policy iteration on logged trajectories (cart-pole up to ~400 steps) and warns that Bellman optimality with function approximation is the main source of instability.
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chapters (8)
- 0:00Intro
- 0:49The RL problem
- 4:59Batch policy optimization
- 10:14Optimization objectives
- 21:31Supervised vs reinforcement learning
- 33:44Missing data inference
- 43:44Sequential decision making
- 45:54Sequential RL
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