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Related papers: Monte Carlo Bayesian Reinforcement Learning

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Robot learning is often difficult due to the expense of gathering data. The need for large amounts of data can, and should, be tackled with effective algorithms and leveraging expert information on robot dynamics. Bayesian reinforcement…

Robotics · Computer Science 2023-07-25 Hai Nguyen , Sammie Katt , Yuchen Xiao , Christopher Amato

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

Voltage control is crucial to large-scale power system reliable operation, as timely reactive power support can help prevent widespread outages. However, there is currently no built in mechanism for power systems to ensure that the voltage…

Machine Learning · Computer Science 2023-05-29 Abhijeet Sahu , Katherine Davis

While reinforcement learning (RL) has made great advances in scalability, exploration and partial observability are still active research topics. In contrast, Bayesian RL (BRL) provides a principled answer to both state estimation and the…

Machine Learning · Computer Science 2022-02-21 Sammie Katt , Hai Nguyen , Frans A. Oliehoek , Christopher Amato

Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…

Machine Learning · Computer Science 2026-01-28 Jiayu Chen , Le Xu , Wentse Chen , Jeff Schneider

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

Reinforcement learning (RL) provides a principled framework for decision-making in partially observable environments, which can be modeled as Markov decision processes and compactly represented through dynamic decision Bayesian networks.…

Quantum Physics · Physics 2025-07-25 Gilberto Cunha , Alexandra Ramôa , André Sequeira , Michael de Oliveira , Luís Barbosa

We introduce a Bayesian (deep) model-based reinforcement learning method (RoMBRL) that can capture model uncertainty to achieve sample-efficient policy optimisation. We propose to formulate the model-based policy optimisation problem as a…

Robotics · Computer Science 2021-01-06 Tai Hoang , Ngo Anh Vien

Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an agent needs to learn short-term memories of relevant…

Artificial Intelligence · Computer Science 2007-05-23 Ivo Kwee , Marcus Hutter , Juergen Schmidhuber

In this paper, we propose a Model-Based Reinforcement Learning (MBRL) algorithm for Partially Measurable Systems (PMS), i.e., systems where the state can not be directly measured, but must be estimated through proper state observers. The…

Robotics · Computer Science 2021-01-22 Fabio Amadio , Alberto Dalla Libera , Ruggero Carli , Daniel Nikovski , Diego Romeres

Model-based reinforcement learning (MBRL) approaches rely on discrete-time state transition models whereas physical systems and the vast majority of control tasks operate in continuous-time. To avoid time-discretization approximation of the…

Machine Learning · Computer Science 2021-06-14 Çağatay Yıldız , Markus Heinonen , Harri Lähdesmäki

Model-based Reinforcement Learning (MBRL) allows data-efficient learning which is required in real world applications such as robotics. However, despite the impressive data-efficiency, MBRL does not achieve the final performance of…

Machine Learning · Computer Science 2019-08-19 Zhang-Wei Hong , Joni Pajarinen , Jan Peters

In the Bayesian Reinforcement Learning (BRL) setting, agents try to maximise the collected rewards while interacting with their environment while using some prior knowledge that is accessed beforehand. Many BRL algorithms have already been…

Artificial Intelligence · Computer Science 2016-09-28 Michael Castronovo , Damien Ernst , Adrien Couetoux , Raphael Fonteneau

Bilevel reinforcement learning (BRL) has emerged as a powerful framework for aligning generative models, yet its theoretical foundations, especially sample complexity bounds, remain underexplored. In this work, we present the first sample…

Machine Learning · Computer Science 2026-02-17 Mudit Gaur , Utsav Singh , Amrit Singh Bedi , Raghu Pasupathu , Vaneet Aggarwal

Applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about the latent states of the controlled system, that is, they act under partial observability of the…

Machine Learning · Computer Science 2022-05-26 Qinghua Liu , Alan Chung , Csaba Szepesvári , Chi Jin

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

The POMDP is a powerful framework for reasoning under outcome and information uncertainty, but constructing an accurate POMDP model is difficult. Bayes-Adaptive Partially Observable Markov Decision Processes (BA-POMDPs) extend POMDPs to…

Artificial Intelligence · Computer Science 2018-06-15 Sammie Katt , Frans A. Oliehoek , Christopher Amato

Bayesian reinforcement learning (BRL) offers a decision-theoretic solution for reinforcement learning. While "model-based" BRL algorithms have focused either on maintaining a posterior distribution on models or value functions and combining…

Machine Learning · Computer Science 2020-07-03 Hannes Eriksson , Emilio Jorge , Christos Dimitrakakis , Debabrota Basu , Divya Grover

In this paper, we present a Model-Based Reinforcement Learning (MBRL) algorithm named \emph{Monte Carlo Probabilistic Inference for Learning COntrol} (MC-PILCO). The algorithm relies on Gaussian Processes (GPs) to model the system dynamics…

Machine Learning · Computer Science 2022-11-29 Fabio Amadio , Alberto Dalla Libera , Riccardo Antonello , Daniel Nikovski , Ruggero Carli , Diego Romeres

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan
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