中文
相关论文

相关论文: A Bayesian Approach to Robust Reinforcement Learni…

200 篇论文

We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The…

机器学习 · 计算机科学 2025-05-27 Chung I Lu , Julian Sester , Aijia Zhang

The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…

机器学习 · 计算机科学 2024-05-10 Kishan Panaganti , Adam Wierman , Eric Mazumdar

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

机器学习 · 计算机科学 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

人工智能 · 计算机科学 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

机器学习 · 计算机科学 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

机器学习 · 计算机科学 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…

机器学习 · 计算机科学 2024-06-21 Ariel Neufeld , Julian Sester

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

机器学习 · 计算机科学 2025-05-26 Zhishuai Liu , Pan Xu

In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…

机器学习 · 计算机科学 2025-09-23 Anthony Coache , Sebastian Jaimungal

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…

机器学习 · 计算机科学 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

机器学习 · 统计学 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition probabilities. Unfortunately, accounting for uncertainty in the…

机器学习 · 计算机科学 2020-06-18 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

机器学习 · 计算机科学 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

机器学习 · 计算机科学 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

机器学习 · 计算机科学 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

机器学习 · 计算机科学 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

机器学习 · 计算机科学 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

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…

机器学习 · 计算机科学 2021-02-23 Hannes Eriksson , Christos Dimitrakakis

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

机器学习 · 计算机科学 2024-09-02 Talha Bozkus , Urbashi Mitra

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

机器学习 · 计算机科学 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi