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Poster

On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correction

Jiawei Huang · Nan Jiang


Abstract: In this paper, we study the convergence properties of off-policy policy optimization algorithms with state-action density ratio correction under function approximation setting, where the objective function is formulated as a max-max-min problem. We first clearly characterize the bias of the learning objective, and then present two strategies with finite-time convergence guarantees. In our first strategy, we propose an algorithm called P-SREDA with convergence rate $O(\epsilon^{-3})$, whose dependency on $\epsilon$ is optimal. Besides, in our second strategy, we design a new off-policy actor-critic style algorithm named O-SPIM. We prove that O-SPIM converges to a stationary point with total complexity $O(\epsilon^{-4})$, which matches the convergence rate of some recent actor-critic algorithms in the on-policy setting.

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