1 paper accepted to TAC

Our paper on safe reinforcement learning with almost sure constraints [1] has been accepted to Transactions on Automatic Control Special Issue on Learning for Control!

[1] A. Castellano, H. Min, J. Bazerque, and E. Mallada, “Learning to Act Safely with Limited Exposure and Almost Sure Certainty,” IEEE Transactions on Automatic Control, pp. 1-16, 2023.
[Bibtex] [Abstract] [Download PDF]

This paper aims to put forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials, provided that one is willing to navigate trade-offs between optimality, level of exposure to unsafe events, and the maximum detection time of unsafe actions. We illustrate this concept in two complementary settings. We first focus on the canonical multi-armed bandit problem and seek to study the intrinsic trade-offs of learning safety in the presence of uncertainty. Under mild assumptions on sufficient exploration, we provide an algorithm that provably detects all unsafe machines in an (expected) finite number of rounds. The analysis also unveils a trade-off between the number of rounds needed to secure the environment and the probability of discarding safe machines. We then consider the problem of finding optimal policies for a Markov Decision Process (MDP) with almost sure constraints. We show that the (action) value function satisfies a barrier-based decomposition which allows for the identification of feasible policies independently of the reward process. Using this decomposition, we develop a Barrier-learning algorithm, that identifies such unsafe state-action pairs in a finite expected number of steps. Our analysis further highlights a trade-off between the time lag for the underlying MDP necessary to detect unsafe actions, and the level of exposure to unsafe events. Simulations corroborate our theoretical findings, further illustrating the aforementioned trade-offs, and suggesting that safety constraints can further speed up the learning process.

@article{cmbm2023tac,
  abstract = {This paper aims to put forward the concept that learning to take safe actions in unknown environments, even with probability one guarantees, can be achieved without the need for an unbounded number of exploratory trials, provided that one is willing to navigate trade-offs between optimality, level of exposure to unsafe events, and the maximum detection time of unsafe actions. We illustrate this concept in two complementary settings. We first focus on the canonical multi-armed bandit problem and seek to study the intrinsic trade-offs of learning safety in the presence of uncertainty.  Under mild assumptions on sufficient exploration, we provide an algorithm that provably detects all unsafe machines in an (expected) finite number of rounds. The analysis also unveils a trade-off between the number of rounds needed to secure the environment and the probability of discarding safe machines.  We then consider the problem of finding optimal policies for a Markov Decision Process (MDP) with almost sure constraints. 
We show that the (action) value function satisfies a barrier-based decomposition which allows for the identification of feasible policies independently of the reward process. Using this decomposition, we develop a Barrier-learning algorithm, that identifies such unsafe state-action pairs in a finite expected number of steps. Our analysis further highlights a trade-off between the time lag for the underlying MDP necessary to detect unsafe actions, and the level of exposure to unsafe events. Simulations corroborate our theoretical findings, further illustrating the aforementioned trade-offs, and suggesting that safety constraints can further speed up the learning process.},
  author = {Castellano, Agustin and Min, Hancheng and Bazerque, Juan and Mallada, Enrique},
  grants = {CAREER-1752362, TRIPODS-1934979, CPS-2136324},
  journal = {IEEE Transactions on Automatic Control},
  month = {1},
  pages = {1-16},
  pubstate = {accepted, revised Oct 2022, submitted May 2021},
  title = {Learning to Act Safely with Limited Exposure and Almost Sure Certainty},
  url = {https://mallada.ece.jhu.edu/pubs/2023-TAC-CMBM.pdf},
  year = {2023}
}