Refined Risk Management in Safe Reinforcement Learning with a Distributional Safety Critic

Safety is critical to broadening the real-world use of reinforcement learning (RL). Modeling the safety aspects using a safety-cost signal separate from the reward is becoming standard practice, since it avoids the problem of finding a good balance between safety and performance. However, the total safety-cost distribution of different trajectories is still largely unexplored. In this paper, we propose an actor critic method for safe RL that uses an implicit quantile network to approximate the distribution of accumulated safety-costs. Using an accurate estimate of the distribution of accumulated safetycosts, in particular of the upper tail of the distribution, greatly improves the performance of riskaverse RL agents. The empirical analysis shows that our method achieves good risk control in complex safety-constrained environments.