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Risk-Averse Bayes-Adaptive Reinforcement Learning
Rigter M, Lacerda B, & Hawes N
Conference on Neural Information Processing Systems (NeurIPS 2021)
In this work, we consider the problem of risk-averse decision-making in an unknown environment. We pose this problem as 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 epistemic uncertainty due to the prior distribution over MDPs, and the aleatoric 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.
Shared Autonomy Systems with Stochastic Operator Models
Costen C, Rigter M, Lacerda B & Hawes N International Joint Conference on Artificial Intelligence (IJCAI-22) We consider shared autonomy systems where multiple operators (AI and human), can interact with the environment, e.g. by controlling a robot. The decision problem for the shared autonomy system is to select which operator takes control at each timestep, such that a reward specifying the intended system behaviour is maximised. The performance of the human operator is influenced by unobserved factors, such as fatigue or skill level. Therefore, the system must reason over stochastic models of operator performance.
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