Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR) objective under both linear and general function approximations, enriched by human feedback. These new formulations provide a principled way to guarantee safety in each decision making step throughout the control process. Moreover, integrating human feedback into risk-sensitive RL framework bridges the gap between algorithmic decision-making and human participation, allowing us to also guarantee safety for human-in-the-loop systems. We propose provably sample-efficient algorithms for this Iterated CVaR RL and provide rigorous theoretical analysis. Furthermore, we establish a matching lower bound to corroborate the optimality of our algorithms in a linear context.<\/p>\n","protected":false},"excerpt":{"rendered":"
Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR) objective under both linear and general function approximations, enriched by human feedback. These new formulations provide a principled way to guarantee safety in […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"footnotes":""},"msr-content-type":[3],"msr-research-highlight":[],"research-area":[13556],"msr-publication-type":[193716],"msr-product-type":[],"msr-focus-area":[],"msr-platform":[],"msr-download-source":[],"msr-locale":[268875],"msr-field-of-study":[246691,246820],"msr-conference":[259120],"msr-journal":[],"msr-impact-theme":[264846],"msr-pillar":[],"class_list":["post-1015860","msr-research-item","type-msr-research-item","status-publish","hentry","msr-research-area-artificial-intelligence","msr-locale-en_us","msr-field-of-study-computer-science","msr-field-of-study-reinforcement-learning"],"msr_publishername":"","msr_edition":"","msr_affiliation":"","msr_published_date":"2023-7-5","msr_host":"","msr_duration":"","msr_version":"","msr_speaker":"","msr_other_contributors":"","msr_booktitle":"","msr_pages_string":"","msr_chapter":"","msr_isbn":"","msr_journal":"","msr_volume":"","msr_number":"","msr_editors":"","msr_series":"","msr_issue":"","msr_organization":"","msr_how_published":"","msr_notes":"","msr_highlight_text":"","msr_release_tracker_id":"","msr_original_fields_of_study":"","msr_download_urls":"","msr_external_url":"","msr_secondary_video_url":"","msr_longbiography":"","msr_microsoftintellectualproperty":1,"msr_main_download":"","msr_publicationurl":"","msr_doi":"","msr_publication_uploader":[{"type":"doi","viewUrl":"false","id":"false","title":"https:\/\/doi.org\/10.48550\/arXiv.2307.02842","label_id":"243106","label":0},{"type":"url","viewUrl":"false","id":"false","title":"https:\/\/arxiv.org\/pdf\/2307.02842","label_id":"243132","label":0}],"msr_related_uploader":"","msr_attachments":[],"msr-author-ordering":[{"type":"text","value":"Yu Chen","user_id":0,"rest_url":false},{"type":"text","value":"Yihan Du","user_id":0,"rest_url":false},{"type":"text","value":"Pihe Hu","user_id":0,"rest_url":false},{"type":"user_nicename","value":"Siwei Wang","user_id":42321,"rest_url":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/microsoft-research\/v1\/researchers?person=Siwei Wang"},{"type":"text","value":"Desheng Wu","user_id":0,"rest_url":false},{"type":"text","value":"Longbo Huang","user_id":0,"rest_url":false}],"msr_impact_theme":["Computing foundations"],"msr_research_lab":[],"msr_event":[1014303],"msr_group":[],"msr_project":[],"publication":[],"video":[],"download":[],"msr_publication_type":"inproceedings","_links":{"self":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/1015860"}],"collection":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item"}],"about":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/types\/msr-research-item"}],"version-history":[{"count":2,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/1015860\/revisions"}],"predecessor-version":[{"id":1015878,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-item\/1015860\/revisions\/1015878"}],"wp:attachment":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media?parent=1015860"}],"wp:term":[{"taxonomy":"msr-content-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-content-type?post=1015860"},{"taxonomy":"msr-research-highlight","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-highlight?post=1015860"},{"taxonomy":"msr-research-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/research-area?post=1015860"},{"taxonomy":"msr-publication-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-publication-type?post=1015860"},{"taxonomy":"msr-product-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-product-type?post=1015860"},{"taxonomy":"msr-focus-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-focus-area?post=1015860"},{"taxonomy":"msr-platform","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-platform?post=1015860"},{"taxonomy":"msr-download-source","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-download-source?post=1015860"},{"taxonomy":"msr-locale","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-locale?post=1015860"},{"taxonomy":"msr-field-of-study","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-field-of-study?post=1015860"},{"taxonomy":"msr-conference","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-conference?post=1015860"},{"taxonomy":"msr-journal","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-journal?post=1015860"},{"taxonomy":"msr-impact-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-impact-theme?post=1015860"},{"taxonomy":"msr-pillar","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-pillar?post=1015860"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}