Abstract:
We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs,
where the goal is to estimate both the reward rate and the differential value function.
For this problem, bootstrapping is necessary and, along with off-policy learning and FA, results in the deadly triad (Sutton & Barto, 2018).
To address the deadly triad, we propose
two novel algorithms,
reproducing the celebrated success of Gradient TD algorithms in the average-reward setting.
In terms of estimating the differential value function, the algorithms are the first convergent off-policy linear function approximation algorithms.
In terms of estimating the reward rate,
the algorithms are the first convergent off-policy linear function approximation algorithms that do not require estimating the density ratio.
We demonstrate empirically the advantage of the proposed algorithms,
as well as their nonlinear variants,
over a competitive density-ratio-based approach,
in a simple domain as well as challenging robot simulation tasks.