EUBRL: Epistemic Uncertainty Directed Bayesian Reinforcement Learning
- URL: http://arxiv.org/abs/2512.15405v1
- Date: Wed, 17 Dec 2025 12:55:05 GMT
- Title: EUBRL: Epistemic Uncertainty Directed Bayesian Reinforcement Learning
- Authors: Jianfei Ma, Wee Sun Lee,
- Abstract summary: Epistemic uncertainty reflects systematic uncertainty due to limited knowledge.<n>We propose a Bayesian reinforcement learning algorithm, $texttEUBRL$, which leverages guidance to achieve principled exploration.
- Score: 22.84927928856004
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge. In this paper, we propose a Bayesian reinforcement learning (RL) algorithm, $\texttt{EUBRL}$, which leverages epistemic guidance to achieve principled exploration. This guidance adaptively reduces per-step regret arising from estimation errors. We establish nearly minimax-optimal regret and sample complexity guarantees for a class of sufficiently expressive priors in infinite-horizon discounted MDPs. Empirically, we evaluate $\texttt{EUBRL}$ on tasks characterized by sparse rewards, long horizons, and stochasticity. Results demonstrate that $\texttt{EUBRL}$ achieves superior sample efficiency, scalability, and consistency.
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