This work was supported in part by the National Science Foundation under grant CCF-2149588 and Cisco, Inc.

This work was supported in part by the National Science Foundation under grant CCF-2149588 and Cisco, Inc.

We thank the reviewer for pointing this out.

We define priors on the primitive environment model and on task pseudo-rewards. Since models for composite tasks can be complex, we use a mixed model-based/model-free learning approach to find an optimal hierarchical policy. We show empirically that (i) our approach results in improved convergence over non-Bayesian baselines, (ii) using both task hierarchies and Bayesian priors is better than either alone, (iii) taking advantage of the task hierarchy reduces the computational cost of Bayesian reinforcement learning and (iv) in this framework, task pseudo-rewards can be learned instead of being manually specified, leading to hierarchically optimal rather than recursively optimal policies.

In this paper, we prove the first Bayesian regret bounds for Thompson Sampling in reinforcement learning in a multitude of settings. We simplify the learning problem using a discrete set of surrogate environments, and present a refined analysis of the information ratio using posterior consistency. This leads to an upper bound of order $\widetilde{O}(H\sqrt{d_{l_1}T})$ in the time inhomogeneous reinforcement learning problem where $H$ is the episode length and $d_{l_1}$ is the Kolmogorov $l_1-$dimension of the space of environments. We then find concrete bounds of $d_{l_1}$ in a variety of settings, such as tabular, linear and finite mixtures, and discuss how how our results are either the first of their kind or improve the state-of-the-art.

Bayesian inference has many advantages in robotic motion planning over four perspectives: The uncertainty quantification of the policy, safety (risk-aware) and optimum guarantees of robot motions, data-efficiency in training of reinforcement learning, and reducing the sim2real gap when the robot is applied to real-world tasks. However, the application of Bayesian inference in robotic motion planning is lagging behind the comprehensive theory of Bayesian inference. Further, there are no comprehensive reviews to summarize the progress of Bayesian inference to give researchers a systematic understanding in robotic motion planning. This paper first provides the probabilistic theories of Bayesian inference which are the preliminary of Bayesian inference for complex cases. Second, the Bayesian estimation is given to estimate the posterior of policies or unknown functions which are used to compute the policy. Third, the classical model-based Bayesian RL and model-free Bayesian RL algorithms for robotic motion planning are summarized, while these algorithms in complex cases are also analyzed. Fourth, the analysis of Bayesian inference in inverse RL is given to infer the reward functions in a data-efficient manner. Fifth, we systematically present the hybridization of Bayesian inference and RL which is a promising direction to improve the convergence of RL for better motion planning. Sixth, given the Bayesian inference, we present the interpretable and safe robotic motion plannings which are the hot research topic recently. Finally, all algorithms reviewed in this paper are summarized analytically as the knowledge graphs, and the future of Bayesian inference for robotic motion planning is also discussed, to pave the way for data-efficient, explainable, and safe robotic motion planning strategies for practical applications.

In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common approximation, which has been recently popularized as meta-RL, is to train the agent on a sample of $N$ problem instances from the prior, with the hope that for large enough $N$, good generalization behavior to an unseen test instance will be obtained. In this work, we study generalization in Bayesian RL under the probably approximately correct (PAC) framework, using the method of algorithmic stability. Our main contribution is showing that by adding regularization, the optimal policy becomes stable in an appropriate sense. Most stability results in the literature build on strong convexity of the regularized loss -- an approach that is not suitable for RL as Markov decision processes (MDPs) are not convex. Instead, building on recent results of fast convergence rates for mirror descent in regularized MDPs, we show that regularized MDPs satisfy a certain quadratic growth criterion, which is sufficient to establish stability. This result, which may be of independent interest, allows us to study the effect of regularization on generalization in the Bayesian RL setting.

In this work, we address risk-averse Bayesadaptive reinforcement learning. We pose the problem of optimising the conditional value at risk (CVaR) of the total return in Bayes-adaptive Markov decision processes (MDPs). We show that a policy optimising CVaR in this setting is risk-averse to both the parametric uncertainty due to the prior distribution over MDPs, and the internal uncertainty due to the inherent stochasticity of MDPs. We reformulate the problem as a two-player stochastic game and propose an approximate algorithm based on Monte Carlo tree search and Bayesian optimisation. Our experiments demonstrate that our approach significantly outperforms baseline approaches for this problem.