Variational Bayesian Optimization for Runtime Risk-Sensitive Control

@inproceedings{Kuindersma2012VariationalBO,
  title={Variational Bayesian Optimization for Runtime Risk-Sensitive Control},
  author={Scott Kuindersma and Roderic A. Grupen and Andrew G. Barto},
  booktitle={Robotics: Science and Systems},
  year={2012}
}
We present a new Bayesian policy search algorithm suitable for problems with policy-dependent cost variance, a property present in many robot control tasks. We extend recent work on variational heteroscedastic Gaussian processes to the optimization case to achieve efficient minimization of very noisy cost signals. In contrast to most policy search… CONTINUE READING