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Model-based Bayesian RL

Model-based Bayesian RL

This video was recorded at 24th Annual International Conference on Machine Learning (ICML), Corvallis 2007. Although Bayesian methods for Reinforcement Learning can be traced back to the 1960s (Howard's work in Operations Research), Bayesian methods have only been used sporadically in modern Reinforcement Learning. This is in part because non-Bayesian approaches tend to be much simpler to work with. However, recent advances have shown that Bayesian approaches do not need to be as complex as initially thought and offer several theoretical advantages. For instance, by keeping track of full distributions (instead of point estimates) over the unknowns, Bayesian approaches permit a more comprehensive quantification of the uncertainty regarding the transition probabilities, the rewards, the value... Show More


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