Model-Free Robust -Divergence Reinforcement Learning Using Both Offline and Online Data

The robust -regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings. This work makes two important contributions. First, we propose a model-free algorithm called Robust -regularized fitted Q-iteration (RPQ) for learning an -optimal robust policy that uses only the historical data collected by rolling out a behavior policy (with robust exploratory requirement) on the nominal model. To the best of our knowledge, we provide the first unified analysis for a class of -divergences achieving robust optimal policies in high-dimensional systems with general function approximation. Second, we introduce the hybrid robust -regularized reinforcement learning framework to learn an optimal robust policy using both historical data and online sampling. Towards this framework, we propose a model-free algorithm called Hybrid robust Total-variation-regularized Q-iteration (HyTQ: pronounced height-Q). To the best of our knowledge, we provide the first improved out-of-data-distribution assumption in large-scale problems with general function approximation under the hybrid robust -regularized reinforcement learning framework. Finally, we provide theoretical guarantees on the performance of the learned policies of our algorithms on systems with arbitrary large state space.