We propose a new offline RL method that never needs to evaluate actions outside of the dataset, but still enables the learned policy to improve substantially over the best behavior in the data through generalization. The main insight in our work is that, instead of evaluating unseen actions from the latest policy, we can approximate the policy improvement step implicitly by treating the state value function as a random variable, with randomness determined by the action (while still integrating over the dynamics to avoid excessive optimism), and then taking a state conditional upper expectile of this random variable to estimate the value of the best actions in that state. This leverages the generalization capacity of the function approximator to estimate the value of the best available action at a given state without ever directly querying a Q-function with this unseen action. Our algorithm alternates between fitting this upper expectile value function and backing it up into a Q-function, without any explicit policy. Then, we extract the policy via advantage-weighted behavioral cloning, which also avoids querying out-of-sample actions.
