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cf9dc5e4e194fc21f397b4cac9cc3ae9-Paper.pdf
However, the structure of their hidden layer representations is only theoretically well-understood incertain infinite-width limits, inwhichtheserepresentations cannot flexibly adapt tolearn data-dependent features [3-11,24]. Inthe Bayesian setting, these representations are described by fixed, deterministic kernels [3-11].
Risk-SensitiveReinforcementLearning: Near-OptimalRisk-SampleTradeoffinRegret
We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk measure of exponential utility. We propose two provably efficient model-free algorithms, Risk-Sensitive Value Iteration (RSVI) and Risk-Sensitive Q-learning (RSQ). These algorithms implement a form of risk-sensitive optimism in the face of uncertainty, which adapts to both riskseeking and risk-averse modes of exploration.