A standard assumption in sequential decision making is that we observe everything required to make good decisions. In practice however, this isn’t always the case. We discuss two specific examples (temporally correlated noise (a) and unobserved contexts (c)) that have stymied the use of IL/RL algorithms (in autonomous helicopters (b) and self-driving (d)). We derive provably correct algorithms for both of these problems that scale to continuous control problems. Reinforcement Learning (RL) and Imitation Learning (IL) methods have achieved impressive…
