A pessimistic lower-confidence-bound algorithm achieves suboptimality bounds for offline combinatorial multi-armed bandits with probabilistically triggered arms, under coverage conditions requiring observation of each arm of the optimal action.
BAIL: Best-Action Imitation Learning for Batch Deep Reinforcement Learning
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abstract
There has recently been a surge in research in batch Deep Reinforcement Learning (DRL), which aims for learning a high-performing policy from a given dataset without additional interactions with the environment. We propose a new algorithm, Best-Action Imitation Learning (BAIL), which strives for both simplicity and performance. BAIL learns a V function, uses the V function to select actions it believes to be high-performing, and then uses those actions to train a policy network using imitation learning. For the MuJoCo benchmark, we provide a comprehensive experimental study of BAIL, comparing its performance to four other batch Q-learning and imitation-learning schemes for a large variety of batch datasets. Our experiments show that BAIL's performance is much higher than the other schemes, and is also computationally much faster than the batch Q-learning schemes.
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cs.LG 1years
2025 1verdicts
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Offline Learning for Combinatorial Multi-armed Bandits
A pessimistic lower-confidence-bound algorithm achieves suboptimality bounds for offline combinatorial multi-armed bandits with probabilistically triggered arms, under coverage conditions requiring observation of each arm of the optimal action.