Related papers: Monte Carlo Bayesian Reinforcement Learning
Model-based reinforcement learning (MBRL) offers an intuitive way to increase the sample efficiency of model-free RL methods by simultaneously training a world model that learns to predict the future. These models constitute the large…
This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…
We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…
We consider the problem of imitation learning from expert demonstrations in partially observable Markov decision processes (POMDPs). Belief representations, which characterize the distribution over the latent states in a POMDP, have been…
We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…
In recent years deep neural networks have been successfully applied to the domains of reinforcement learning \cite{bengio2009learning,krizhevsky2012imagenet,hinton2006reducing}. Deep reinforcement learning \cite{mnih2015human} is reported…
We propose a model-based lifelong reinforcement-learning approach that estimates a hierarchical Bayesian posterior distilling the common structure shared across different tasks. The learned posterior combined with a sample-based Bayesian…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…
In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in empirical likelihood (EL) approaches. Our approach has two…
The goal of the inverse reinforcement learning (IRL) problem is to recover the reward functions from expert demonstrations. However, the IRL problem like any ill-posed inverse problem suffers the congenital defect that the policy may be…
Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…
This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators…
A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…
Real-world decision-making problems are often partially observable, and many can be formulated as a Partially Observable Markov Decision Process (POMDP). When we apply reinforcement learning (RL) algorithms to the POMDP, reasonable…
Preference-based Reinforcement Learning (PbRL) replaces reward values in traditional reinforcement learning by preferences to better elicit human opinion on the target objective, especially when numerical reward values are hard to design or…
Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…
Model-based Reinforcement Learning (MBRL) has shown many desirable properties for intelligent control tasks. However, satisfying safety and stability constraints during training and rollout remains an open question. We propose a new…
We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…
Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…