Revisiting Bellman Errors for Offline Model Selection

Joshua P. Zitovsky
Daniel de Marchi
Michael R. Kosorok
ICML (2023)

Abstract

Offline model selection (OMS), that is, choosing the best policy from a set of many policies given only logged data, is crucial for applying offline RL in real-world settings. One idea that has been extensively explored is to select Q-functions based on their mean squared Bellman error (MSBE). However, previous work has struggled to obtain adequate OMS performance with Bellman errors, leading many researchers to abandon the idea. Through theoretical and empirical analyses, we elucidate why previous work has seen pessimistic results with Bellman errors and identify conditions under which OMS algorithms based on Bellman errors will perform well. Moreover, we develop a new OMS algorithm based on the MSBE that is more accurate than prior methods and obtains impressive performance on diverse discrete control tasks, including Atari games. We open-source our data and code to enable researchers to conduct OMS experiments more easily.

Research Areas