2020

GradientDICE: Rethinking Generalized Offline Estimation of Stationary Values

Zhang, Shangtong, Liu, Bo, Whiteson, Shimon

Understand

We present GradientDICE for estimating the density ratio between the state distribution of the target policy and the sampling distribution in off-policy reinforcement learning.

  • GradientDICE fixes several problems of GenDICE (Zhang et al., 2020), the state-of-the-art for estimating such density ratios.
  • Namely, the optimization problem in GenDICE is not a convex-concave saddle-point problem once nonlinearity in optimization variable parameterization is introduced to ensure positivity, so any primal-dual algorithm is not guaranteed to converge or find the desired solution.
  • However, such nonlinearity is essential to ensure the consistency of GenDICE even with a tabular representation.

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