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abstract openreview title layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
We develop a novel approach to determine the optimal policy in entropy-regularized reinforcement learning (RL) with stochastic dynamics. For deterministic dynamics, the optimal policy can be derived using Bayesian inference in the control-as-inference framework; however, for stochastic dynamics, the direct use of this approach leads to risk-taking optimistic policies. To address this issue, current approaches in entropy-regularized RL involve a constrained optimization procedure which fixes system dynamics to the original dynamics, however this approach is not consistent with the unconstrained Bayesian inference framework. In this work we resolve this inconsistency by developing an exact mapping from the constrained optimization problem in entropy-regularized RL to a different optimization problem which can be solved using the unconstrained Bayesian inference approach. We show that the optimal policies are the same for both problems, thus our results lead to the exact solution for the optimal policy in entropy-regularized RL with stochastic dynamics through Bayesian inference.
2U02-HMOwGE
Bayesian inference approach for entropy regularized reinforcement learning with stochastic dynamics
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
arriojas23a
0
Bayesian inference approach for entropy regularized reinforcement learning with stochastic dynamics
99
109
99-109
99
false
Arriojas, Argenis and Adamczyk, Jacob and Tiomkin, Stas and Kulkarni, Rahul V.
given family
Argenis
Arriojas
given family
Jacob
Adamczyk
given family
Stas
Tiomkin
given family
Rahul V.
Kulkarni
2023-07-02
Proceedings of the Thirty-Ninth Conference on Uncertainty in Artificial Intelligence
216
inproceedings
date-parts
2023
7
2