During the last decade, many areas of Bayesian machine learning have reached a high level of maturity. This has resulted in a variety of theoretically sound and efficient algorithms for learning and inference in the presence of uncertainty. However, in the context of control, robotics, and reinforcement learning, uncertainty has not yet been treated with comparable rigor despite its central role in risk-sensitive control, sensorimotor control, robust control, and cautious control. A consistent treatment of uncertainty is also essential when dealing with stochastic policies, incomplete state information, and exploration strategies.
A typical situation where uncertainty comes into play is when the exact state transition dynamics are unknown and only limited or no expert knowledge is available and/or affordable. One option is to learn a model from data. However, if the model is too far off, this approach can result in arbitrarily bad solutions. This model bias can be sidestepped by the use of flexible model-free methods. The disadvantage of model-free methods is that they do not generalize and
often make less efficient use of data. Therefore, they often need more trials than feasible to solve a problem on a real-world system. A probabilistic model could be used for efficient use of data while alleviating model bias by explicitly representing and incorporating uncertainty.
The use of probabilistic approaches requires (approximate) inference algorithms, where Bayesian machine learning can come into play. Although probabilistic modeling and inference conceptually fit
into this context, they are not widespread in robotics, control, and reinforcement learning. Hence, this workshop aims to bring researchers together to discuss the need, the theoretical properties, and the practical implications of probabilistic methods in control, robotics, and reinforcement learning.
One particular focus will be on probabilistic reinforcement learning approaches that profit recent developments in optimal control which show that the problem can be substantially simplified if certain structure is imposed. The simplifications include linearity of the (Hamilton-Jacobi) Bellman equation. The duality with Bayesian estimation allow for analytical computation of the optimal control laws and closed form expressions of the optimal value functions.
- Marc Peter Deisenroth
- Bert Kappen
- Emanuel Todorov
- Duy Nguyen-Tuong
- Carl Edward Rasmussen
- Jan Peters