Distributional Reinforcement Learning via Moment Matching

1 code implementation • 24 Jul 2020 • Thanh Tang Nguyen, Sunil Gupta, Svetha Venkatesh

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only the expectation, of the total return.

Atari Games Distributional Reinforcement Learning +2

Distributionally Robust Bayesian Quadrature Optimization

1 code implementation • 19 Jan 2020 • Thanh Tang Nguyen, Sunil Gupta, Huong Ha, Santu Rana, Svetha Venkatesh

We adopt the distributionally robust optimization perspective to this problem by maximizing the expected objective under the most adversarial distribution.