Aldo Faisal

Offline Bayesian Aleatoric and Epistemic Uncertainty Quantification and Posterior Value Optimisation in Finite-State MDPs

We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle epistemic and aleatoric uncertainty, and a novel technique to find p…