Computationally efficient safe exploration in reinforcement learning

Reinforcement learning in real-life applications requires safety guarantees during exploration. Typical reinforcement learning algorithms do not provide such guarantees, and many modifications that do rely on Gaussian processes (GPs), which have a large computational cost. We propose a computationally lightweight algorithm based on the Nadaraya-Watson estimator that safely explores and optimizes constrained Markov decision processes (MDPs). Our algorithm, $\text{textsc}CoLSafe-MDP$, uses an estimator that scales in constant-time with bounds on the estimates, a significant improvement from its GP-based counterparts that scale cubically with the number of data points. We then evaluate its performance in a grid-based environment and on observational Martian terrain data.