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We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

Machine Learning · Statistics 2017-03-09 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

We present a scalable and effective exploration strategy based on Thompson sampling for reinforcement learning (RL). One of the key shortcomings of existing Thompson sampling algorithms is the need to perform a Gaussian approximation of the…

Machine Learning · Computer Science 2024-03-19 Haque Ishfaq , Qingfeng Lan , Pan Xu , A. Rupam Mahmood , Doina Precup , Anima Anandkumar , Kamyar Azizzadenesheli

Offline model-based reinforcement learning (MBRL) serves as a competitive framework that can learn well-performing policies solely from pre-collected data with the help of learned dynamics models. To fully unleash the power of offline MBRL,…

Machine Learning · Computer Science 2025-02-18 Yu-Wei Yang , Yun-Ming Chan , Wei Hung , Xi Liu , Ping-Chun Hsieh

Despite the close connection between exploration and sample efficiency, most state of the art reinforcement learning algorithms include no considerations for exploration beyond maximizing the entropy of the policy. In this work we address…

Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, engineering, physics, and experimental design. We introduce BoTorch, a modern programming framework…

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

In many environmental monitoring scenarios, the sampling robot needs to simultaneously explore the environment and exploit features of interest with limited time. We present an anytime multi-objective informative planning method called…

Robotics · Computer Science 2021-11-04 Weizhe Chen , Lantao Liu

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of…

Data Analysis, Statistics and Probability · Physics 2018-03-14 Ryo Tamura , Koji Hukushima

Finite-horizon lookahead policies are abundantly used in Reinforcement Learning and demonstrate impressive empirical success. Usually, the lookahead policies are implemented with specific planning methods such as Monte Carlo Tree Search…

Machine Learning · Computer Science 2019-02-19 Yonathan Efroni , Gal Dalal , Bruno Scherrer , Shie Mannor

Monte Carlo Tree Search (MCTS), most famously used in game-play artificial intelligence (e.g., the game of Go), is a well-known strategy for constructing approximate solutions to sequential decision problems. Its primary innovation is the…

Optimization and Control · Mathematics 2017-04-21 Daniel R. Jiang , Lina Al-Kanj , Warren B. Powell

Current methods for end-to-end constructive neural combinatorial optimization usually train a policy using behavior cloning from expert solutions or policy gradient methods from reinforcement learning. While behavior cloning is…

Machine Learning · Computer Science 2024-11-05 Jonathan Pirnay , Dominik G. Grimm

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

Machine Learning · Computer Science 2020-01-22 Philippe Morere , Gilad Francis , Tom Blau , Fabio Ramos

Model-based Bayesian Reinforcement Learning (BRL) allows a found formalization of the problem of acting optimally while facing an unknown environment, i.e., avoiding the exploration-exploitation dilemma. However, algorithms explicitly…

Artificial Intelligence · Computer Science 2012-06-22 Mauricio Araya , Olivier Buffet , Vincent Thomas

Planning problems are among the most important and well-studied problems in artificial intelligence. They are most typically solved by tree search algorithms that simulate ahead into the future, evaluate future states, and back-up those…

Artificial Intelligence · Computer Science 2018-07-18 Arthur Guez , Théophane Weber , Ioannis Antonoglou , Karen Simonyan , Oriol Vinyals , Daan Wierstra , Rémi Munos , David Silver

Deep reinforcement learning (RL) approaches have been broadly applied to a large number of robotics tasks, such as robot manipulation and autonomous driving. However, an open problem in deep RL is learning policies that are robust to…

Robotics · Computer Science 2023-12-19 Rohan Banerjee , Prishita Ray , Mark Campbell

Bayesian inverse reinforcement learning (IRL) methods are ideal for safe imitation learning, as they allow a learning agent to reason about reward uncertainty and the safety of a learned policy. However, Bayesian IRL is computationally…

Machine Learning · Computer Science 2019-12-11 Daniel S. Brown , Scott Niekum

In meta reinforcement learning (meta RL), an agent seeks a Bayes-optimal policy -- the optimal policy when facing an unknown task that is sampled from some known task distribution. Previous approaches tackled this problem by inferring a…

Machine Learning · Computer Science 2023-06-06 Era Choshen , Aviv Tamar

Contextual policy search allows adapting robotic movement primitives to different situations. For instance, a locomotion primitive might be adapted to different terrain inclinations or desired walking speeds. Such an adaptation is often…

Machine Learning · Statistics 2015-11-17 Jan Hendrik Metzen

Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…

Machine Learning · Computer Science 2025-01-29 Javier Garcia-Barcos , Ruben Martinez-Cantin

The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are…

Machine Learning · Statistics 2015-03-13 Philipp Hennig
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