In decision-making problems with limited training data, policy functions approximated using deep neural networks often exhibit suboptimal performance. An alternative approach involves learning a world model from the limited data and determining actions through online search. However, the performance is adversely affected by compounding errors arising from inaccuracies in the learned world model. While methods like TreeQN have attempted to address these inaccuracies by incorporating algorithmic inductive biases into the neural network architectures, the biases they introduce are often weak and insufficient for complex decision-making tasks. In this work, we introduce Differentiable Tree Search Network (D-TSN), a novel neural network architecture that significantly strengthens the inductive bias by embedding the algorithmic structure of a best-first online search algorithm. D-TSN employs a learned world model to conduct a fully differentiable online search. The world model is jointly optimized with the search algorithm, enabling the learning of a robust world model and mitigating the effect of prediction inaccuracies. Further, we note that a naive incorporation of best-first search could lead to a discontinuous loss function in the parameter space. We address this issue by adopting a stochastic tree expansion policy, formulating search tree expansion as another decision-making task, and introducing an effective variance reduction technique for the gradient computation. We evaluate D-TSN in an offline-RL setting with a limited training data scenario on Procgen games and grid navigation task, and demonstrate that D-TSN outperforms popular model-free and model-based baselines.

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