Counterfactual Bootstrap for Robust Meta-Reinforcement Learning

Meta-Reinforcement Learning (Meta-RL) focuses on training policies using data collected from a variety of diverse environments. This approach enables the policy to adapt to new settings with only a few training steps. While many Meta-RL methods have demonstrated success, they often rely on the assumption that unobserved confounders can be excluded a priori. This paper investigates robust Meta-RL in sequential decision-making, given confounded observational data collected across multiple heterogeneous environments. We introduce a novel augmentation procedure for standard Meta-RL algorithms (e.g., MAML), which employs partial identification methods to generate posterior counterfactual trajectories from candidate environments that align with the confounded observations. These counterfactual trajectories are then used to find a policy initialization that produces strong generalization performance in the target domain. Theoretical analysis reveals that our causal Meta-RL approach is guaranteed to yield a solution that minimizes generalization loss in future inference tasks.

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