Learning Graphical Models
A Classification
The RL image classification environment consists of a dataset of labelled images. For the variant labelled "Adaptive", we train a classifier In this section, we will derive the optimal memoryless policy. M: it receives the highest expected test-time return amongst all possible policies. This proposition follows directly from the definition of the epistemic POMDP . In both MDPs, the reward for the "stay" action is always zero.
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret
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 V alue 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 risk-seeking and risk-averse modes of exploration.