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Related papers: Monte Carlo Bayesian Reinforcement Learning

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This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

We introduce a biologically plausible RL framework for solving tasks in partially observable Markov decision processes (POMDPs). The proposed algorithm combines three integral parts: (1) A Meta-RL architecture, resembling the mammalian…

Machine Learning · Computer Science 2025-04-17 Julian Lemmel , Radu Grosu

Model-Based Reinforcement Learning (MBRL) is one category of Reinforcement Learning (RL) algorithms which can improve sampling efficiency by modeling and approximating system dynamics. It has been widely adopted in the research of robotics,…

Machine Learning · Computer Science 2021-03-17 Linsen Dong , Guanyu Gao , Xinyi Zhang , Liangyu Chen , Yonggang Wen

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

Bayesian Reinforcement Learning (BRL), a subclass of Meta-Reinforcement Learning (Meta-RL), provides a principled framework for generalisation by explicitly incorporating Bayesian task parameters into transition and reward models. However,…

Machine Learning · Computer Science 2026-05-11 Jingyang You , Hanna Kurniawati

Many methods for Model-based Reinforcement learning (MBRL) in Markov decision processes (MDPs) provide guarantees for both the accuracy of the model they can deliver and the learning efficiency. At the same time, state abstraction…

Machine Learning · Computer Science 2023-11-16 Rolf A. N. Starre , Marco Loog , Elena Congeduti , Frans A. Oliehoek

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge.…

Machine Learning · Computer Science 2026-03-03 Jianfei Ma , Wee Sun Lee

This paper is concerned with multi-view reinforcement learning (MVRL), which allows for decision making when agents share common dynamics but adhere to different observation models. We define the MVRL framework by extending partially…

Machine Learning · Computer Science 2019-10-21 Minne Li , Lisheng Wu , Haitham Bou Ammar , Jun Wang

Inverse reinforcement learning (IRL) is the problem of inferring a reward function from expert behavior. There are several approaches to IRL, but most are designed to learn a Markovian reward. However, a reward function might be…

Machine Learning · Computer Science 2024-06-21 Noah Topper , Alvaro Velasquez , George Atia

This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…

Machine Learning · Computer Science 2023-12-04 Xiaoyuan Cheng , Boli Chen , Liz Varga , Yukun Hu

Model Predictive Control (MPC)-based Reinforcement Learning (RL) offers a structured and interpretable alternative to Deep Neural Network (DNN)-based RL methods, with lower computational complexity and greater transparency. However,…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Hossein Nejatbakhsh Esfahani , Javad Mohammadpour Velni

Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal…

Machine Learning · Computer Science 2015-03-20 Arthur Guez , David Silver , Peter Dayan

Model-based reinforcement learning (MBRL) is believed to have much higher sample efficiency compared to model-free algorithms by learning a predictive model of the environment. However, the performance of MBRL highly relies on the quality…

Machine Learning · Computer Science 2022-11-16 Xin-Yang Liu , Jian-Xun Wang

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…

Machine Learning · Computer Science 2021-04-23 Stephan Weigand , Pascal Klink , Jan Peters , Joni Pajarinen

Bayesian approaches provide a principled solution to the exploration-exploitation trade-off in Reinforcement Learning. Typical approaches, however, either assume a fully observable environment or scale poorly. This work introduces the…

Artificial Intelligence · Computer Science 2018-11-15 Sammie Katt , Frans Oliehoek , Christopher Amato

The goal of Bayesian inverse reinforcement learning (IRL) is recovering a posterior distribution over reward functions using a set of demonstrations from an expert optimizing for a reward unknown to the learner. The resulting posterior over…

Machine Learning · Computer Science 2024-07-16 Ondrej Bajgar , Alessandro Abate , Konstantinos Gatsis , Michael A. Osborne

In this paper, we study the Bayesian risk-averse formulation in reinforcement learning (RL). To address the epistemic uncertainty due to a lack of data, we adopt the Bayesian Risk Markov Decision Process (BRMDP) to account for the parameter…

Machine Learning · Computer Science 2025-09-18 Yuhao Wang , Enlu Zhou

In practical applications, we can rarely assume full observability of a system's environment, despite such knowledge being important for determining a reactive control system's precise interaction with its environment. Therefore, we propose…

Machine Learning · Computer Science 2022-06-24 Edi Muskardin , Martin Tappler , Bernhard K. Aichernig , Ingo Pill