2012 NIPS NeurIPS 2012

Cost-Sensitive Exploration in Bayesian Reinforcement Learning

Abstract

In this paper, we consider Bayesian reinforcement learning (BRL) where actions incur costs in addition to rewards, and thus exploration has to be constrained in terms of the expected total cost while learning to maximize the expected long-term total reward. In order to formalize cost-sensitive exploration, we use the constrained Markov decision process (CMDP) as the model of the environment, in which we can naturally encode exploration requirements using the cost function. We extend BEETLE, a model-based BRL method, for learning in the environment with cost constraints. We demonstrate the cost-sensitive exploration behaviour in a number of simulated problems.

🌉 Interdisciplinary Bridge — Artificial Intelligence and Machine Learning and Reinforcement Learning
📈 Trend Setter — Offline RL
🧭 Keyword Pioneer — cost-sensitive exploration
🐝 Cross-Pollinator — Artificial Intelligence, Deep Learning, Healthcare & Medicine, Interdisciplinary, Machine Learning, Mathematics & Optimization, Reinforcement Learning, Robotics
🐣 Hot Topic Early Bird — model-based reinforcement learning