2023/09/03 by Uri Gadot, Gadot, Uri, Esther Derman +9 · 3 citations
Computer Science · Engineering · #Adversarial Robustness in Machine Learning #FOS: Computer and information sciences #Fault Detection and Control Systems #Machine Learning (cs.LG) #Reinforcement Learning in Robotics
paper · pdf · doi:10.48550/arxiv.2309.01107
openalex publication_date 2023/09/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In robust Markov decision processes (RMDPs), it is assumed that the reward and the transition dynamics lie in a given uncertainty set. By targeting maximal return under the most adversarial model from that set, RMDPs address performance sensitivity to misspecified environments. Yet, to preserve computational tractability, the uncertainty set is traditionally independently structured for each state. This so-called rectangularity condition is solely motivated by computational concerns. As a result, it lacks a practical incentive and may lead to overly conservative behavior. In this work, we study coupled reward RMDPs where the transition kernel is fixed, but the reward function lies within an α-radius from a nominal one. We draw a direct connection between this type of non-rectangular reward-RMDPs and applying policy visitation frequency regularization. We introduce a policy-gradient method and prove its convergence. Numerical experiments illustrate the learned policy's robustness and its less conservative behavior when compared to rectangular uncertainty.