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We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…

Machine Learning · Computer Science 2021-02-23 Hannes Eriksson , Christos Dimitrakakis

Exploration is a significant challenge in practical reinforcement learning (RL), and uncertainty-aware exploration that incorporates the quantification of epistemic and aleatory uncertainty has been recognized as an effective exploration…

Machine Learning · Computer Science 2024-01-08 Parvin Malekzadeh , Ming Hou , Konstantinos N. Plataniotis

Model-based reinforcement learning algorithms with probabilistic dynamical models are amongst the most data-efficient learning methods. This is often attributed to their ability to distinguish between epistemic and aleatoric uncertainty.…

Machine Learning · Computer Science 2020-12-02 Sebastian Curi , Felix Berkenkamp , Andreas Krause

Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…

Machine Learning · Computer Science 2021-06-17 Rongpeng Li

Reinforcement learning (RL) is a powerful framework for decision-making in uncertain environments, but it often requires large amounts of data to learn an optimal policy. We address this challenge by incorporating prior model knowledge to…

Machine Learning · Computer Science 2026-01-29 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

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

Characterizing aleatoric and epistemic uncertainty on the predicted rewards can help in building reliable reinforcement learning (RL) systems. Aleatoric uncertainty results from the irreducible environment stochasticity leading to…

Machine Learning · Computer Science 2022-06-06 Bertrand Charpentier , Ransalu Senanayake , Mykel Kochenderfer , Stephan Günnemann

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

The upper confidence reinforcement learning (UCRL2) algorithm introduced in (Jaksch et al., 2010) is a popular method to perform regret minimization in unknown discrete Markov Decision Processes under the average-reward criterion. Despite…

Machine Learning · Computer Science 2021-04-14 Hippolyte Bourel , Odalric-Ambrym Maillard , Mohammad Sadegh Talebi

Preference-based Reinforcement Learning (PbRL) is a paradigm in which an RL agent learns to optimize a task using pair-wise preference-based feedback over trajectories, rather than explicit reward signals. While PbRL has demonstrated…

Machine Learning · Computer Science 2024-04-18 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Machine Learning · Statistics 2011-09-22 Christos Dimitrakakis

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…

Machine Learning · Computer Science 2022-07-19 Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

Deep reinforcement learning (DRL) has emerged as a promising approach for developing more intelligent autonomous vehicles (AVs). A typical DRL application on AVs is to train a neural network-based driving policy. However, the black-box…

Artificial Intelligence · Computer Science 2023-05-15 Weitao Zhou , Zhong Cao , Nanshan Deng , Kun Jiang , Diange Yang

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…

Artificial Intelligence · Computer Science 2013-06-14 Kenji Kawaguchi , Mauricio Araya

Reinforcement Learning (RL) algorithms suffer from the dependency on accurately engineered reward functions to properly guide the learning agents to do the required tasks. Preference-based reinforcement learning (PbRL) addresses that by…

Artificial Intelligence · Computer Science 2024-08-23 Youssef Abdelkareem , Shady Shehata , Fakhri Karray

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

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…

Machine Learning · Computer Science 2023-10-24 Chenfan Weng , Zhongguo Li

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

Machine Learning · Computer Science 2024-05-07 Mengfan Xu , Diego Klabjan

We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose Nonepisodic…

Machine Learning · Computer Science 2025-02-12 Bhavya Sukhija , Lenart Treven , Florian Dörfler , Stelian Coros , Andreas Krause
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