Inverse Reinforcement Learning recovers reward functions from expert demonstrations, but standard formulations assume that all demonstrations come from a single expert. When demonstrations are pooled from multiple experts with distinct preferences, parametric methods recover an averaged reward that fits no individual expert well. We implement Nonparametric Bayesian Inverse Reinforcement Learning with a Dirichlet Process prior over reward functions, allowing the number of latent reward types to be inferred jointly with the rewards themselves. Inference uses a collapsed Gibbs sampler combining a Chinese Restaurant Process update for cluster assignments with a Metropolis-Hastings update for reward weights, and soft value iteration as the inner planning routine. We evaluate on a 10x10 ObjectWorld grid with two and three ground-truth reward types. The serial sampler recovers K=2 with Adjusted Rand Index of 1.000, substantially outperforming a Maximum Entropy IRL baseline (ARI=0.000). Extension to K=3 shows that the sampler correctly identifies the number of clusters in all runs; assignment ARI of 0.48-0.58 reflects behavioral overlap between expert types that persists across grid instantiations, revealing that reliable K=3 evaluation on ObjectWorld requires controlled object placement rather than random seeding. We further parallelize the sampler across CPU cores using Ray on HPC hardware, achieving a peak speedup of 4.79x at 8 workers, and characterize a throughput-versus-accuracy tradeoff arising from the consensus merge heuristic used during state aggregation. Code and a containerized environment are available at https://github.com/dasashreeya/np_bayes_irl.
Inverse reinforcement learning (IRL) typically assumes demonstrations from a single optimal demonstrator, but in many applications data come from multiple imperfect demonstrators with heterogeneous suboptimality levels. We study reward learning in this setting through a feasible-reward-set framework: for each demonstrator, we encode its declared suboptimality level as a linear constraint and intersect the resulting feasible sets across demonstrators. Our theoretical analysis shows that the joint feasible set shrinks monotonically as data are added, and we give an exact characterization of when a new demonstrator strictly tightens it. We further establish two recovery guarantees for the feasible reward set of the ground-truth optimal demonstrator: one bound depends on closeness to the optimal occupancy, while the other requires only sufficient coverage and no near-optimal demonstrator. On the practical side, we introduce strategies to address the inherent reward ambiguity in the obtained reward set and provide an offline algorithm with function approximation for high-dimensional environments. Experiments in tabular grid-world and large language model (LLM) fine-tuning settings are consistent with the theoretical predictions and demonstrate the effectiveness of the proposed framework over baselines.
In the forward reinforcement-learning problem, the reward is fixed and known; the learner is asked to find a good policy or value function. Here we turn the question around. Given offline data generated by an expert, can we recover the reward the expert was optimizing? This is the inverse reinforcement learning problem, and remarkably, two communities, structural econometricians studying dynamic discrete choice (DDC) and machine learners studying entropy-regularized IRL, have been working on exactly the same probabilistic model under different names. We begin by proving their equivalence. We then develop the classical identification result of Magnac and Thesmar and the classical computational paradigms that grew out of it: Rust's nested fixed-point algorithm, the conditional-choice-probability approach of Hotz and Miller, and the two temporal-difference approaches of Adusumilli and Eckardt: linear semi-gradient TD and approximate value iteration. Each route has its limits: dimensionality, transition-kernel estimation, the deadly triad, or projected fixed-point bias. We then walk through the modern ML/IRL strand: adversarial IRL, occupancy matching, IQ-Learn, and offline ML-IRL, deriving each method's actual objective and stating precisely what it does and does not identify. We close with the empirical-risk-minimization framework of Kang et al., which yields a gradient-based estimator for offline IRL/DDC.
Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward: many reward functions can induce the same optimal policy, rendering the inverse problem ill-posed. In this paper, we develop a statistical framework for Inverse Entropy-regularized Reinforcement Learning that resolves this ambiguity by combining entropy regularization with a least-squares reconstruction of the reward from the soft Bellman residual. This combination yields a unique and well-defined so-called least-squares reward consistent with the expert policy. We model the expert demonstrations as a Markov chain with the invariant distribution defined by an unknown expert policy π⋆ and estimate the policy by a penalized maximum-likelihood procedure over a class of conditional distributions on the action space. We establish high-probability bounds for the excess Kullback--Leibler divergence between the estimated policy and the expert policy, accounting for statistical complexity through covering numbers of the policy class. These results lead to non-asymptotic minimax optimal convergence rates for the least-squares reward function, revealing the interplay between smoothing (entropy regularization), model complexity, and sample size. Our analysis bridges the gap between behavior cloning, inverse reinforcement learning, and modern statistical learning theory.