How Robust Reinforcement Learning works part1 (Advanced RL)

Abstract: One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case (robustness) and average performance, we propose Group Distributionally Robust Markov Decision Process (GDR-MDP), a flexible hierarchical MDP formulation that encodes task groups via a latent mixture model. GDR-MDP identifies the optimal policy that maximizes the expected return under the worst-possible qualified belief over task groups within an ambiguity set. We rigorously show that GDR-MDP's hierarchical structure improves distributional robustness by adding regularization to the worst possible outcomes.