  When learning policies for real-world domains, two important questions arise:
(i) how to efficiently use pre-collected off-policy, non-optimal behavior data;
and (ii) how to mediate among different competing objectives and constraints.
We thus study the problem of batch policy learning under multiple constraints,
and offer a systematic solution. We first propose a flexible meta-algorithm
that admits any batch reinforcement learning and online learning procedure as
subroutines. We then present a specific algorithmic instantiation and provide
performance guarantees for the main objective and all constraints. To certify
constraint satisfaction, we propose a new and simple method for off-policy
policy evaluation (OPE) and derive PAC-style bounds. Our algorithm achieves
strong empirical results in different domains, including in a challenging
problem of simulated car driving subject to multiple constraints such as lane
keeping and smooth driving. We also show experimentally that our OPE method
outperforms other popular OPE techniques on a standalone basis, especially in a
high-dimensional setting.
