Towards Optimal Policy Improvement

Abstract

Practical Reinforcement Learning (RL) algorithms learn to solve Markov Decision Processes (MDPs) through iterative policy improvement in the presence of approximate evaluation. We study policy improvement from first principles, defining optimal policy improvement as producing the best policy attainable in a single update under specified constraints. We show that optimal improvement restricted to a set of states is equivalent to solving an induced MDP, characterizing planning with an explicit or implicit model as a path towards optimal policy improvement. Because practical methods commonly solve such induced problems through iterative improvement in the form of greedification, we take steps towards optimal greedification under the central practical constraint of approximate evaluation. We formulate greedification under this constraint as probabilistic decision-making under uncertainty and derive a novel operator that is optimal with respect to the resulting objective. Empirically, the operator and its practical gradient-based approximations improve aggregate performance across GumbelAlphaZero, SAC, ReBRAC and Generalized Policy Iteration, in experiments spanning discrete and continuous actions, model-based and model-free, online and offline RL.