arXiv · 2609.34593
Deep Weighted Bellman Residual Minimization for $Q^*$ Estimation
Abstract
Off-policy evaluation is a foundational component of offline reinforcement learning, aiming to assess and optimize policy performance using pre-collected datasets. However, such datasets often suffer from pronounced challenges, including distribution shift, $Q$-value overestimation, and low sample utilization efficiency. To address these issues, this paper introduces a weighted Bellman residual minimization framework that incorporates density ratio weighting by effectively integrating expert demonstrations with behavioral data. The proposed weighting scheme departs from the conventional completeness assumption commonly imposed in the theoretical analysis of deep reinforcement learning. We establish a sharp convergence rate for density ratio estimation and derive the convergence rate for the excess risk of resulting deep $Q^*$ estimator. Extensive empirical evaluations demonstrate that, compared to existing methods, our method achieves significant improvements in numerical performance and policy generalization, providing specific guidance for the rational utilization of expert demonstrations.
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Lican Kang, Jerry Zhijian Yang, Cheng Yuan, Chen Zhong. 2026-09-28. Deep Weighted Bellman Residual Minimization for $Q^*$ Estimation. https://arxiv.org/abs/2609.34593
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