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

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Bayesian optimization based on the Gaussian process upper confidence bound (GP-UCB) offers a theoretical guarantee for optimizing black-box functions. In practice, however, black-box functions often involve input uncertainty. To handle such…

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

We present an efficient robust value iteration for \texttt{s}-rectangular robust Markov Decision Processes (MDPs) with a time complexity comparable to standard (non-robust) MDPs which is significantly faster than any existing method. We do…

We consider a Bayesian approach to offline model-based inverse reinforcement learning (IRL). The proposed framework differs from existing offline model-based IRL approaches by performing simultaneous estimation of the expert's reward…

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

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…

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Complex robot navigation and control problems can be framed as policy search problems. However, interactive learning in uncertain environments can be expensive, requiring the use of data-efficient methods. Bayesian optimization is an…

We use the Reward Biased Maximum Likelihood Estimation (RBMLE) algorithm to learn optimal policies for constrained Markov Decision Processes (CMDPs). We analyze the learning regrets of RBMLE.

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…

We consider Markov decision processes (MDPs) with unknown disturbance distribution and address this problem using the robust Markov decision process (RMDP) approach. We construct the empirical distribution of the unknown disturbance…

Robustness to distributional shift is one of the key challenges of contemporary machine learning. Attaining such robustness is the goal of distributionally robust optimization, which seeks a solution to an optimization problem that is…

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Reinforcement Learning (RL) has proven effective in solving complex decision-making tasks across various domains, but challenges remain in continuous-time settings, particularly when state dynamics are governed by stochastic differential…

In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinforcement learning problems. While utility bounds are known to…

A basic model in sequential decision making is the Markov decision process (MDP), which is extended to Robust MDPs (RMDPs) by allowing uncertainty in transition probabilities and optimizing against the worst-case transition probabilities…