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Poster
Tue Dec 08 09:00 AM -- 11:00 AM (PST) @ Poster Session 1 #540
A Maximum-Entropy Approach to Off-Policy Evaluation in Average-Reward MDPs
Nevena Lazic · Dong Yin · Mehrdad Farajtabar · Nir Levine · Dilan Gorur · Chris Harris · Dale Schuurmans
[ Paper ]

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known features), we provide the first finite-sample OPE error bound, extending the existing results beyond the episodic and discounted cases. In a more general setting, when the feature dynamics are approximately linear and for arbitrary rewards, we propose a new approach for estimating stationary distributions with function approximation. We formulate this problem as finding the maximum-entropy distribution subject to matching feature expectations under empirical dynamics. We show that this results in an exponential-family distribution whose sufficient statistics are the features, paralleling maximum-entropy approaches in supervised learning. We demonstrate the effectiveness of the proposed OPE approaches in multiple environments.