相关论文: Bayesian Bellman Operators
Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…
The inability to naturally enforce safety in Reinforcement Learning (RL), with limited failures, is a core challenge impeding its use in real-world applications. One notion of safety of vast practical relevance is the ability to avoid…
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…
Inverse reinforcement learning (IRL) methods infer an agent's reward function using demonstrations of expert behavior. A Bayesian IRL approach models a distribution over candidate reward functions, capturing a degree of uncertainty in the…
The Bellman equation and its continuous form, the Hamilton-Jacobi-Bellman equation, are ubiquitous in reinforcement learning and control theory. However, these equations become intractable for high-dimensional or nonlinear systems. This…
Model-based Bayesian Reinforcement Learning (BRL) allows a found formalization of the problem of acting optimally while facing an unknown environment, i.e., avoiding the exploration-exploitation dilemma. However, algorithms explicitly…
Reinforcement learning methods are increasingly used to optimise dialogue policies from experience. Most current techniques are model-free: they directly estimate the utility of various actions, without explicit model of the interaction…
Offline reinforcement learning (RL) has received increasing attention for learning policies from previously collected data without interaction with the real environment, which is particularly important in high-stakes applications. While a…
Optimizing objectives under constraints, where both the objectives and constraints are black box functions, is a common scenario in real-world applications such as scientific experimental design, design of medical therapies, and industrial…
Bayesian optimization (BO) is a powerful paradigm for derivative-free global optimization of a black-box objective function (BOF) that is expensive to evaluate. However, the overhead of BO can still be prohibitive for problems with highly…
In reinforcement learning, the performance of learning agents is highly sensitive to the choice of time discretization. Agents acting at high frequencies have the best control opportunities, along with some drawbacks, such as possible…
Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…
Offline Reinforcement Learning (RL) is a promising approach for next-generation wireless networks, where online exploration is unsafe and large amounts of operational data can be reused across the model lifecycle. However, the behavior of…
Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…
We consider a new family of operators for reinforcement learning with the goal of alleviating the negative effects and becoming more robust to approximation or estimation errors. Various theoretical results are established, which include…
Bayesian optimization (BO) is a powerful approach for optimizing black-box, expensive-to-evaluate functions. To enable a flexible trade-off between the cost and accuracy, many applications allow the function to be evaluated at different…
Bayesian optimization (BO) is a powerful approach to sample-efficient optimization of black-box objective functions. However, the application of BO to areas such as recommendation systems often requires taking the interpretability and…
Bayesian optimization (BO) based on Gaussian process models is a powerful paradigm to optimize black-box functions that are expensive to evaluate. While several BO algorithms provably converge to the global optimum of the unknown function,…
This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…
Deep reinforcement learning (RL) is a powerful approach to complex decision making. However, one issue that limits its practical application is its brittleness, sometimes failing to train in the presence of small changes in the environment.…