Off-Policy Evaluation in Partially Observable Environments
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This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large errors. We define the problem of off-policy evaluation for Partially Observable Markov Decision Processes (POMDPs) and establish what we believe is the first off-policy evaluation result for POMDPs. In addition, we formulate a model in which observed and unobserved variables are decoupled into two dynamic processes, called a Decoupled POMDP. We show how off-policy evaluation can be performed under this new model, mitigating estimation errors inherent to the procedure we provided for general POMDPs. We demonstrate the pitfalls of off-policy evaluation in POMDPs using a well-known off-policy method, importance sampling, and compare with our result on synthetic medical data.
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