mlsanityData to 7 Oct 2026

Bayesian Bellman Operators

arXiv 2106.05012 ↗First posted 9 Jun 2021cs.LGcited by 16

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Abstract (arXiv)

We introduce a novel perspective on Bayesian reinforcement learning (RL); whereas existing approaches infer a posterior over the transition distribution or Q-function, we characterise the uncertainty in the Bellman operator. Our Bayesian Bellman operator (BBO) framework is motivated by the insight that when bootstrapping is introduced, model-free approaches actually infer a posterior over Bellman operators, not value functions. In this paper, we use BBO to provide a rigorous theoretical analysis of model-free Bayesian RL to better understand its relationshipto established frequentist RL methodologies. We prove that Bayesian solutions are consistent with frequentist RL solutions, even when approximate inference isused, and derive conditions for which convergence properties hold. Empirically, we demonstrate that algorithms derived from the BBO framework have sophisticated deep exploration properties that enable them to solve continuous control tasks at which state-of-the-art regularised actor-critic algorithms fail catastrophically

Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). Builds on 29 of its 91 references that are in the map. First posted on arXiv 9 Jun 2021.

Builds on

29 of 91 references.

References · 29

  1. 2014Adam: A Method for Stochastic Optimizationcited by 36,960
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17 more
  1. 2017Noisy Networks for Explorationcited by 262
  2. 2018Randomized Prior Functions for Deep Reinforcement Learningcited by 218
  3. 2019VariBAD: A Very Good Method for Bayes-Adaptive Deep RL via Meta-Learningcited by 210
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  5. 2017Deep Exploration via Randomized Value Functionscited by 155
  6. 2017A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problemcited by 123
  7. 2019Better Exploration with Optimistic Actor-Criticcited by 88
  8. 2017The Uncertainty Bellman Equation and Explorationcited by 81
  9. 2017Stochastic Variance Reduction Methods for Policy Evaluationcited by 56
  10. 2018Market Making via Reinforcement Learningcited by 45
  11. 2019A Kernel Loss for Solving the Bellman Equationcited by 37
  12. 2020Leverage the Average: an Analysis of KL Regularization in RLcited by 33
  13. 2017BBQ-Networks: Efficient Exploration in Deep Reinforcement Learning for Task-Oriented Dialogue Systemscited by 30
  14. 2018Randomized Value Functions via Multiplicative Normalizing Flowscited by 15
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  17. 2018Fourier Policy Gradientscited by 3

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Citing papers per year: 2022: 1; 2023: 7; 2024: 5; 2025: 2; 2026: 1.

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