Oracle-Efficient Reinforcement Learning for Max Value Ensembles
Marcel Hussing, Michael Kearns, Aaron Roth, Sikata Bela Sengupta, Jessica Sorrell
TL;DR
The paper tackles reinforcement learning in large state spaces by leveraging an ensemble of $K$ constituent policies and aiming to beat the max-following benchmark. It presents MaxIteration, an oracle-efficient algorithm that uses a squared-error regression oracle for constituent value functions defined on samplable distributions to iteratively build a max-following-competitive policy over a horizon $H$. The authors prove guarantees with $O(HK)$ oracle calls, introducing an approximate max-following benchmark and bounding bad trajectories to ensure performance close to the best constituent policy within $O(\\varepsilon)$. Empirical results on CompoSuite and DM Control demonstrate that MaxIteration can outperform individual constituents and is robust to limited data budgets, highlighting its practical potential for scalable policy improvement from existing skills. Overall, the work provides a principled, regression-oracle-based path to ensemble-based RL that scales with state space size while maintaining competitive performance.
Abstract
Reinforcement learning (RL) in large or infinite state spaces is notoriously challenging, both theoretically (where worst-case sample and computational complexities must scale with state space cardinality) and experimentally (where function approximation and policy gradient techniques often scale poorly and suffer from instability and high variance). One line of research attempting to address these difficulties makes the natural assumption that we are given a collection of heuristic base or $\textit{constituent}$ policies upon which we would like to improve in a scalable manner. In this work we aim to compete with the $\textit{max-following policy}$, which at each state follows the action of whichever constituent policy has the highest value. The max-following policy is always at least as good as the best constituent policy, and may be considerably better. Our main result is an efficient algorithm that learns to compete with the max-following policy, given only access to the constituent policies (but not their value functions). In contrast to prior work in similar settings, our theoretical results require only the minimal assumption of an ERM oracle for value function approximation for the constituent policies (and not the global optimal policy or the max-following policy itself) on samplable distributions. We illustrate our algorithm's experimental effectiveness and behavior on several robotic simulation testbeds.
