STITCH-OPE: Trajectory Stitching with Guided Diffusion for Off-Policy Evaluation

Journal: arXiv
Published Date:

Abstract

Off-policy evaluation (OPE) estimates the performance of a target policy using offline data collected from a behavior policy, and is crucial in domains such as robotics or healthcare where direct interaction with the environment is costly or unsafe. Existing OPE methods are ineffective for high-dimensional, long-horizon problems, due to exponential blow-ups in variance from importance weighting or compounding errors from learned dynamics models. To address these challenges, we propose STITCH-OPE, a model-based generative framework that leverages denoising diffusion for long-horizon OPE in high-dimensional state and action spaces. Starting with a diffusion model pre-trained on the behavior data, STITCH-OPE generates synthetic trajectories from the target policy by guiding the denoising process using the score function of the target policy. STITCH-OPE proposes two technical innovations that make it advantageous for OPE: (1) prevents over-regularization by subtracting the score of the behavior policy during guidance, and (2) generates long-horizon trajectories by stitching partial trajectories together end-to-end. We provide a theoretical guarantee that under mild assumptions, these modifications result in an exponential reduction in variance versus long-horizon trajectory diffusion. Experiments on the D4RL and OpenAI Gym benchmarks show substantial improvement in mean squared error, correlation, and regret metrics compared to state-of-the-art OPE methods.

Authors

  • Hossein Goli
  • Michael Gimelfarb
  • Nathan Samuel de Lara
  • Haruki Nishimura
  • Masha Itkina
  • Florian Shkurti