Policies learned through Reinforcement Learning (RL) and Imitation Learning (IL) have demonstrated significant potential in achieving advanced performance in continuous control tasks. However, in real-world environments, it is often necessary to further customize a trained policy when there are additional requirements that were unforeseen during the original training phase. It is possible to fine-tune the policy to meet the new requirements, but this often requires collecting new data with the added requirements and access to the original training metric and policy parameters. In contrast, an online planning algorithm, if capable of meeting the additional requirements, can eliminate the necessity for extensive training phases and customize the policy without knowledge of the original training scheme or task. In this work, we propose a generic online planning algorithm for customizing continuous-control policies at the execution time which we call Residual-MPPI. It is able to customize a given prior policy on new performance metrics in few-shot and even zero-shot online settings. Also, Residual-MPPI only requires access to the action distribution produced by the prior policy, without additional knowledge regarding the original task. Through our experiments, we demonstrate that the proposed Residual-MPPI algorithm can accomplish the few-shot/zero-shot online policy customization task effectively, including customizing the champion-level racing agent, Gran Turismo Sophy (GT Sophy) 1.0, in the challenging car racing scenario, Gran Turismo Sport (GTS) environment. Demo videos are available on our website: https://sites.google.com/view/residual-mppi
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