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Risk-Averse Offline Reinforcement Learning

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arxiv 2102.05371 v1 pith:LNUPY4HR submitted 2021-02-10 cs.LG

classification cs.LG
keywords risk-averseofflinepoliciesaverageo-raacperformancecriteriacvar
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Training Reinforcement Learning (RL) agents in high-stakes applications might be too prohibitive due to the risk associated to exploration. Thus, the agent can only use data previously collected by safe policies. While previous work considers optimizing the average performance using offline data, we focus on optimizing a risk-averse criteria, namely the CVaR. In particular, we present the Offline Risk-Averse Actor-Critic (O-RAAC), a model-free RL algorithm that is able to learn risk-averse policies in a fully offline setting. We show that O-RAAC learns policies with higher CVaR than risk-neutral approaches in different robot control tasks. Furthermore, considering risk-averse criteria guarantees distributional robustness of the average performance with respect to particular distribution shifts. We demonstrate empirically that in the presence of natural distribution-shifts, O-RAAC learns policies with good average performance.

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Cited by 1 Pith paper

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  1. Distributional Inverse Reinforcement Learning

    cs.LG 2025-10 unverdicted novelty 6.0 of 10

    DistIRL recovers reward distributions and risk-aware policies from offline demonstrations by minimizing first-order stochastic dominance violations between agent and expert returns.

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