2 code implementations • NeurIPS 2023 • Elita A. Lobo, Cyrus Cousins, Yair Zick, Marek Petrik
The percentile criterion is approximately solved by constructing an \emph{ambiguity set} that contains the true model with high probability and optimizing the policy for the worst model in the set.
no code implementations • 30 Nov 2020 • Elita A. Lobo, Mohammad Ghavamzadeh, Marek Petrik
In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure.