Provably Efficient Neural Offline Reinforcement Learning via Perturbed Rewards

We propose a novel offline reinforcement learning (RL) algorithm, namely Value Iteration with Perturbed Rewards (VIPeR) which amalgamates the randomized value function idea with the pessimism principle. Most current offline RL algorithms explicitly construct statistical confidence regions to obtain pessimism via lower confidence bounds (LCB), which cannot easily scale to complex problems where a neural network is used to estimate the value functions. Instead, VIPeR implicitly obtains pessimism by simply perturbing the offline data multiple times with carefully-designed i.i.d Gaussian noises to learn an ensemble of estimated state-action values and acting greedily to the minimum of the ensemble. The estimated state-action values are obtained by fitting a parametric model (e.g. neural networks) to the perturbed datasets using gradient descent. As a result, VIPeR only needs $\mathcal{O}(1)$ time complexity for action selection while LCB-based algorithms require at least $\Omega(K^2)$, where $K$ is the total number of trajectories in the offline data. We also propose a novel data splitting technique that helps remove the potentially large log covering number in the learning bound. We prove that VIPeR yields a provable uncertainty quantifier with overparameterized neural networks and achieves an $\tilde{\mathcal{O}}\left( \frac{ \kappa H^{5/2} \tilde{d} }{\sqrt{K}} \right)$ sub-optimality where $\tilde{d}$ is the effective dimension, $H$ is the horizon length and $\kappa$ measures the distributional shift. We corroborate the statistical and computational efficiency of VIPeR with an empirical evaluation in a wide set of synthetic and real-world datasets. To the best of our knowledge, VIPeR is the first offline RL algorithm that is both provably and computationally efficient in general Markov decision processes (MDPs) with neural network function approximation.