Information-Directed Pessimism for Offline Reinforcement Learning

Resolve Bottlenecks,
Find Innovative Solutions
Generate Solutions

Solution Overview

Problem

In offline reinforcement learning, conventional lower confidence-bound pessimism methods often result in overly conservative algorithms due to distribution mismatch between the training dataset and historical data.

Innovation Solution

The method employs information-directed pessimism by calculating Stein kernel values for individual state-action pairs, comparing them against a reference data distribution, and applying a pessimistic penalty to remove state-action pairs with significant distribution mismatch from the training dataset.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Reliability

If conventional lower confidence-bound pessimism is applied to correct distribution mismatch, then reliability is improved, but device complexity increases and manufacturing precision deteriorates

Engineering Contradiction:
Improvedistribution mismatch correctionVSAvoidalgorithm complexity
Core Design Contradiction:
ReliabilityVSDevice complexity

Solution Approach 1:

The patent changes the parameter basis for pessimism from probability-based lower confidence bounds to data-driven Stein kernel discrepancies. By computing Stein kernel values between training data distribution and historical data distribution, the method directly measures distribution mismatch in terms of relevant state-action pairs, avoiding overly conservative penalties while maintaining reliability.

Inventive Principle:
Principle #35Parameter changes

Solution Approach 2:

The patent substitutes the statistical mechanics approach (probability bounds and confidence intervals) with an information-theoretic approach using Stein kernels. This replacement allows for more precise measurement of distribution mismatch by focusing on actual data discrepancies rather than worst-case probability bounds, thereby reducing algorithmic complexity.

Inventive Principle:
Principle #28Mechanics substitution (Replace mechanical system)

2Reliability

If conventional probability-based pessimistic penalty is applied, then reliability is improved, but manufacturing precision deteriorates

Engineering Contradiction:
Improvedistribution mismatch correctionVSAvoidpenalty precision
Core Design Contradiction:
ReliabilityVSManufacturing precision

Solution Approach 1:

The patent applies local quality by computing Stein kernel discrepancies for individual state-action pairs rather than applying a global pessimistic penalty. This allows the penalty to be precisely targeted at specific regions of the state-action space where distribution mismatch occurs, improving the precision of the correction while maintaining reliability.

Inventive Principle:
Principle #3Local quality

Solution Approach 2:

The patent segments the distribution mismatch correction into individual state-action pair evaluations. By calculating Stein kernel values separately for each state-action pair and comparing against thresholds, the method achieves precise, localized penalties rather than applying a blanket conservative penalty across all transitions.

Inventive Principle:
Principle #1Segmentation

3Manufacturing precision

If Stein kernel-based information-directed pessimism is applied, then manufacturing precision is improved, but use of energy increases

Engineering Contradiction:
Improvepenalty precisionVSAvoidcomputational energy
Core Design Contradiction:
Manufacturing precisionVSUse of energy by moving object

Solution Approach 1:

The patent applies partial action by computing Stein kernel discrepancies only for state-action pairs that are relevant to the current policy evaluation, rather than exhaustively computing for all possible transitions. This selective computation maintains precision while reducing the computational energy required.

Inventive Principle:
Principle #16Partial or excessive action

Solution Approach 2:

The patent extracts only the necessary Stein kernel computations for identifying distribution mismatch in critical state-action pairs, rather than performing complete distributional comparisons. This extraction of essential information achieves precision with reduced computational overhead and energy consumption.

Inventive Principle:
Principle #2Taking out (Extraction)

Data Source

PatentUS20250124334A1System and method for providing information-directed pessimism for offline reinforcement learning
Publication Date: 2025.04.17 JPMORGAN CHASE BANK NA
  • US20250124334A1 patent drawing
  • US20250124334A1 patent drawing
  • US20250124334A1 patent drawing

AI summary

A method and system for performing information-directed pessimism in offline learning for reduction of distribution mismatch are disclosed. The method includes determining a first and second distribution for the ML model based on different datasets, and determining a presence of a distribution mismatch between the first distribution and the second distribution. The method further includes calculating a value for an individual state-action pair in a training dataset and comparing the calculated value against a reference data distribution, determining a difference between the calculated value and the reference data distribution and comparing the difference against a reference threshold. When the determined difference is greater than the reference threshold, removing the individual state-action pair from the training dataset as a pessimistic penalty, determining an offset value based on the modified training dataset, and generating a modified ML model based on the determined offset value without retraining the ML model.