Reinforcement learning (RL) algorithms update an agent's parameters according

Algorithm 1 and implementation details are listed in Appendix E. Algorithm 1 Perfect Alignment for Skew-Fit (P A-SF).

We consider a robust reinforcement learning problem, where a learning agent learns from a simulated training environment. To account for the model mis-specification between this training environment and the true environment due to lack of data, we adopt a formulation of Bayesian risk MDP (BRMDP) with infinite horizon, which uses Bayesian posterior to estimate the transition model and impose a risk functional to account for the model uncertainty. Observations from the real environment that is out of the agent's control arrive periodically and are utilized by the agent to update the Bayesian posterior to reduce model uncertainty. We theoretically demonstrate that BRMDP balances the trade-off between robustness and conservativeness, and we further develop a multi-stage Bayesian risk-averse Q-learning algorithm to solve BRMDP with streaming observations from real environment. The proposed algorithm learns a risk-averse yet optimal policy that depends on the availability of real-world observations. We provide a theoretical guarantee of strong convergence for the proposed algorithm.

Training agents that are robust to environmental changes remains a significant challenge in deep reinforcement learning (RL). Unsupervised environment design (UED) has recently emerged to address this issue by generating a set of training environments tailored to the agent's capabilities. While prior works demonstrate that UED has the potential to learn a robust policy, their performance is constrained by the capabilities of the environment generation. To this end, we propose a novel UED algorithm, adversarial environment design via regret-guided diffusion models (ADD). The proposed method guides the diffusion-based environment generator with the regret of the agent to produce environments that the agent finds challenging but conducive to further improvement. By exploiting the representation power of diffusion models, ADD can directly generate adversarial environments while maintaining the diversity of training environments, enabling the agent to effectively learn a robust policy. Our experimental results demonstrate that the proposed method successfully generates an instructive curriculum of environments, outperforming UED baselines in zero-shot generalization across novel, out-of-distribution environments.