Robust reinforcement learning with Bayesian optimisation and quadrature
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Cites work
- Active learning
- Active policy learning for robot planning and exploration under uncertainty
- Bayes-Hermite quadrature
- Bayesianly justifiable and relevant frequency calculations for the applied statistician
- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- Efficient global optimization of expensive black-box functions
- End-to-end training of deep visuomotor policies
- Expected policy gradients for reinforcement learning
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 1556153 (Why is no real title available?)
- Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
- Lipschitzian optimization without the Lipschitz constant
- Probabilistic integration: a role in statistical computation?
- Probabilistic numerics and uncertainty in computations
- Simple statistical gradient-following algorithms for connectionist reinforcement learning
- Slice sampling. (With discussions and rejoinder)
- Stratified Bayesian optimization
- The Sequential Parameter Optimization Toolbox
Cited in
(4)- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- A modern retrospective on probabilistic numerics
- Bayesian optimization with safety constraints: safe and automatic parameter tuning in robotics
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