Adaptive Inverse Reinforcement Learning with Online Off-Policy Data Collection

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system data still remains unclear in the literature. Without prior knowledge of the system model parameters, an adaptive and direct learning rule for the cost parameter is proposed using online off-policy system data, which only needs to satisfy the mild persistently exciting condition in the general data-driven paradigm. The adaptive and online IRL algorithm is achieved by designing full Nesterov-Todd (NT)-step primal-dual interior-point iterations. Despite solving a nonlinear and time-varying semi-definite program (SDP), the influence of system noise is rigorously analyzed, and the proposed online algorithm is shown to achieve a sublinear convergence. The proposed method is further generalized to nonlinear IRL based on differential dynamic programming. The gradient of the loss function is directly obtained via a backward pass, which eliminates the need to repeatedly solve forward RL problems as in conventional bi-level IRL frameworks. Finally, the efficiency and effectiveness of the proposed algorithms are demonstrated by numerical examples.