Work

Learning and Policy Search in Stochastic Dynamical Systems with Bayesian Neural Networks

Year: 2016
Type: conference-paper
Abstract: We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $α$-divergences, allowing us to capture complicated statistical patterns in the transition dynamics, e.g. multi-modality and heteroskedasticity, which are usually missed by other common modeling approaches. We illustrate the performance of our method by solving a challenging benchmark where model-based approaches usually fail and by obtaining promising results in a real-world scenario for controlling a gas turbine.
Language: English
Open Access status: green
OpenAlex ID: W2404067440
FWCI: 4.667
Cites: 28
Cited by: 75
Related to: 20