English

Model-Based Reinforcement Learning Under Confounding

Machine Learning 2025-12-09 v1 Artificial Intelligence

Abstract

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are fundamentally inconsistent, as the transition and reward mechanisms generated under a behavioral policy do not correspond to the interventional quantities required for evaluating a state-based policy. To address this issue, we adapt a proximal off-policy evaluation approach that identifies the confounded reward expectation using only observable state-action-reward trajectories under mild invertibility conditions on proxy variables. When combined with a behavior-averaged transition model, this construction yields a surrogate MDP whose Bellman operator is well defined and consistent for state-based policies, and which integrates seamlessly with the maximum causal entropy (MaxCausalEnt) model-learning framework. The proposed formulation enables principled model learning and planning in confounded environments where contextual information is unobserved, unavailable, or impractical to collect.

Keywords

Cite

@article{arxiv.2512.07528,
  title  = {Model-Based Reinforcement Learning Under Confounding},
  author = {Nishanth Venkatesh and Andreas A. Malikopoulos},
  journal= {arXiv preprint arXiv:2512.07528},
  year   = {2025}
}

Comments

9 pages, 2 figures - decompressed draft

R2 v1 2026-07-01T08:14:49.379Z