Related papers: Bayesian Bellman Operators
Existing Bayesian Optimization (BO) methods typically balance exploration and exploitation to optimize costly objective functions. However, these methods often suffer from a significant one-step bias, which may lead to convergence towards…
We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem, they leave open an exponential gap between the upper and…
We show that several major algorithms of reinforcement learning (RL) fit into the framework of categorical cybernetics, that is to say, parametrised bidirectional processes. We build on our previous work in which we show that value…
The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…
Reinforcement learning (RL) has drawn increasing interests in recent years due to its tremendous success in various applications. However, standard RL algorithms can only be applied for single reward function, and cannot adapt to an unseen…
Safe reinforcement learning has many variants and it is still an open research problem. Here, we focus on how to use action guidance by means of a non-expert demonstrator to avoid catastrophic events in a domain with sparse, delayed, and…
Reinforcement learning and data-driven autonomous controllers are commonly evaluated using cumulative reward and empirical success frequency under finite simulation trajectories. However, such empirical metrics do not necessarily provide…
Off-policy reinforcement learning aims to leverage experience collected from prior policies for sample-efficient learning. However, in practice, commonly used off-policy approximate dynamic programming methods based on Q-learning and…
Bayesian optimization (BO) is a sequential decision-making tool widely used for optimizing expensive black-box functions. Recently, Large Language Models (LLMs) have shown remarkable adaptability in low-data regimes, making them promising…
While Bayesian Optimization (BO) is a very popular method for optimizing expensive black-box functions, it fails to leverage the experience of domain experts. This causes BO to waste function evaluations on bad design choices (e.g., machine…
Reinforcement learning (RL) with continuous time and state/action spaces is often data-intensive and brittle under nuisance variability and shift, motivating methods that exploit value-preserving structures to stabilize and improve…
Model-free reinforcement learning algorithms have exhibited great potential in solving single-task sequential decision-making problems with high-dimensional observations and long horizons, but are known to be hard to generalize across…
This paper presents a practical application of Relative Trajectory Balance (RTB), a recently introduced off-policy reinforcement learning (RL) objective that can asymptotically solve Bayesian inverse problems optimally. We extend the…
Offline reinforcement learning (RL) addresses the problem of learning a performant policy from a fixed batch of data collected by following some behavior policy. Model-based approaches are particularly appealing in the offline setting since…
Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…
In Reinforcement Learning (RL), agents aim at maximizing cumulative rewards in a given environment. During the learning process, RL agents face the dilemma of exploitation and exploration: leveraging existing knowledge to acquire rewards or…
Bayesian optimization (BO) is a popular approach to optimize expensive-to-evaluate black-box functions. A significant challenge in BO is to scale to high-dimensional parameter spaces while retaining sample efficiency. A solution considered…
Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…
Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…
We study the offline meta-reinforcement learning (OMRL) problem, a paradigm which enables reinforcement learning (RL) algorithms to quickly adapt to unseen tasks without any interactions with the environments, making RL truly practical in…