The current work on reinforcement learning (RL) from demonstrations often assumes the demonstrations are samples from an optimal policy, an unrealistic assumption in practice. When demonstrations are generated by sub-optimal policies or have sparse state-action pairs, policy learned from sub-optimal demonstrations may mislead an agent with incorrect or non-local action decisions. We propose a new method called Local Ensemble and Reparameterization with Split and Merge of expert policies (LEARN-SAM) to improve efficiency and make better use of the sub-optimal demonstrations. First, LEARN-SAM employs a new concept, the lambda-function, based on a discrepancy measure between the current state to demonstrated states to "localize" the weights of the expert policies during learning. Second, LEARN-SAM employs a split-and-merge (SAM) mechanism by separating the helpful parts in each expert demonstration and regrouping them into new expert policies to use the demonstrations selectively. Both the lambda-function and SAM mechanism help boost the learning speed. Theoretically, we prove the invariant property of reparameterized policy before and after the SAM mechanism, providing theoretical guarantees for the convergence of the employed policy gradient method. We demonstrate the superiority of the LEARN-SAM method and its robustness with varying demonstration quality and sparsity in six experiments on complex continuous control problems of low to high dimensions, compared to existing methods on RL from demonstration.