An Empirical Risk Minimization Approach for Offline Inverse RL and Dynamic Discrete Choice Model
离线逆强化学习与动态离散选择模型的经验风险最小化方法
We study the problem of estimating Dynamic Discrete Choice (DDC) models, also known as offline Maximum Entropy-Regularized Inverse Reinforcement Learning (offline MaxEnt-IRL) in machine learning. The objective is to recover reward or $Q^*$ functions that govern agent behavior from offline behavior data. In this paper, we propose a globally convergent gradient-based method for solving these problems without the restrictive assumption of linearly parameterized rewards. The…