Reinforcement Learning
OfflineReinforcementLearningasOneBig SequenceModelingProblem
Reinforcement learning (RL) is typically concerned with estimating stationary policies orsingle-step models, leveraging theMarkovproperty tofactorize problems in time. However, we can also view RL as a generic sequence modeling problem, with the goal being to produce a sequence of actions that leads to a sequence ofhighrewards.
Risk-Averse Model Uncertainty for Distributionally Robust Safe Reinforcement Learning James Queeney
Many real-world domains require safe decision making in uncertain environments. In this work, we introduce a deep reinforcement learning framework for approaching this important problem. We consider a distribution over transition models, and apply a risk-averse perspective towards model uncertainty through the use of coherent distortion risk measures.