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Dimitrakakis, Christos
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Dimitrakakis, Christos
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Professor
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christos.dimitrakakis@unine.ch
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- PublicationAccès libreMinimax-Bayes Reinforcement Learning(2023)
;Thomas Kleine Buening; ;Hannes Eriksson ;Divya GroverEmilio JorgeWhile the Bayesian decision-theoretic framework offers an elegant solution to the problem of decision making under uncertainty, one question is how to appropriately select the prior distribution. One idea is to employ a worst-case prior. However, this is not as easy to specify in sequential decision making as in simple statistical estimation problems. This paper studies (sometimes approximate) minimax-Bayes solutions for various reinforcement learning problems to gain insights into the properties of the corresponding priors and policies. We find that while the worst-case prior depends on the setting, the corresponding minimax policies are more robust than those that assume a standard (i.e. uniform) prior.