P. Amortila
Publications
When Does On-Policy Interaction Help? Representational Tradeoffs in Value-Based Imitation Learning
Imitation learning (IL)---training an agent to replicate expert behavior from demonstrations---underpins applications from robotics to language model training. Standard approaches such as Behavior Cloning (BC) are known to suffer from compounding errors and performance plateaus, particularly when the learner cannot perfectly represent the expert's policy (as is typical, e.g., in distillation). Two interventions are widely understood empirically to improve performance: querying the expert interactively along the learner's own trajectories, and using value function estimation en route to generating a policy rather than directly fitting the expert's full action distribution. We investigate the nature of these improvements and their potentially surprising interplay. Our main finding is that expert interaction relaxes the representational demands on the learner: one only needs a model capable of realizing the expert's value function, bypassing the (often stricter) requirement of realizing the expert's policy itself. Concretely, we introduce OVI, an interactive on-policy IL algorithm that is statistically efficient whenever the learner can represent the expert's value function and computationally efficient given access to a linear maximization oracle. We complement this with a negative result showing that interaction is necessary. Namely, without stronger assumptions beyond expert-value realizability alone, any offline IL algorithm must scale with the complexity of the expert policy class. Our findings bear out empirically. OVI outperforms offline policy-based (BC), interactive policy-based (DAgger), and offline value-based IL methods, with the largest gains when the learner network is substantially less expressive than the expert's.
Post-Training at the Edge of Detectability: A Game-Theoretic Approach to Fine-Tuning
Reinforcement learning (RL) fine-tuning is widely used in language model training to improve model performance on a target task while limiting drift from a reference policy. A standard way to balance this trade-off is via a KL-regularized RL objective, although this formulation does not by itself provide a principled way to set the regularization coefficient. In practice, the coefficient is typically chosen heuristically or via hyperparameter search, which can lead to unnecessary overhead in training cost or undesirable reward-retention trade-offs. We instead propose a game-theoretic framework that gives this trade-off an explicit statistical interpretation. Specifically, we study a sequential game in which an agent chooses a policy to maximize cumulative reward while a monitor observes policy outputs over time and tests for deviations from the reference policy. Although not originating from the same perspective, we show that the resulting equilibrium policy can nonetheless be expressed as the solution to a KL-regularized RL problem for an optimal regularization parameter that can be viewed as maximizing reward per unit of statistical distinguishability. Drawing on classical results from concave-convex fractional programming, we provide a principled method for learning this equilibrium coefficient via reduction to the KL-regularized RL objective, thus allowing for flexible integration into standard fine-tuning pipelines. In experiments with Qwen3-8B and Llama-3.2-1B, we demonstrate that our methods result in competitive reward-retention trade-offs in a continual learning setting, and illustrate how our framework may be used to audit API providers serving open-source models.
A Unifying View of Coverage in Linear Off-Policy Evaluation
Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^π, d, 1/n,\log(1/δ)), $$ where $d$ is the dimension of the features and $C^π$ is a coverage parameter that characterizes the degree to which the visited features lie in the span of the data distribution. While such guarantees are well-understood for several popular algorithms under stronger assumptions (e.g. Bellman completeness), the understanding is lacking and fragmented in the minimal setting where only the target value function is linearly realizable in the features. Despite recent interest in tight characterizations of the statistical rate in this setting, the right notion of coverage remains unclear, and candidate definitions from prior analyses have undesirable properties and are starkly disconnected from more standard definitions in the literature. We provide a novel finite-sample analysis of a canonical algorithm for this setting, LSTDQ. Inspired by an instrumental-variable view, we develop error bounds that depend on a novel coverage parameter, the feature-dynamics coverage, which can be interpreted as linear coverage in an induced dynamical system for feature evolution. With further assumptions -- such as Bellman-completeness -- our definition successfully recovers the coverage parameters specialized to those settings, finally yielding a unified understanding for coverage in linear OPE.