Results 1  10
of
41
PEGASUS: A policy search method for large MDPs and POMDPs
 In Proceedings of the Sixteenth Conference on Uncertainty in Artificial Intelligence
, 2000
"... We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a model. Our approach is based on the following observation: Any (PO)MDP can be transformed into an "equivalent&qu ..."
Abstract

Cited by 245 (8 self)
 Add to MetaCart
We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a model. Our approach is based on the following observation: Any (PO)MDP can be transformed into an "equivalent" POMDP in which all state transitions (given the current state and action) are deterministic. This reduces the general problem of policy search to one in which we need only consider POMDPs with deterministic transitions. We give a natural way of estimating the value of all policies in these transformed POMDPs. Policy search is then simply performed by searching for a policy with high estimated value. We also establish conditions under which our value estimates will be good, recovering theoretical results similar to those of Kearns, Mansour and Ng [7], but with "sample complexity" bounds that have only a polynomial rather than exponential dependence on the horizon time. Our method appl...
The linear programming approach to approximate dynamic programming
 Operations Research
, 2001
"... The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of largescale stochastic control problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach “fits ” a linear ..."
Abstract

Cited by 197 (17 self)
 Add to MetaCart
The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of largescale stochastic control problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach “fits ” a linear combination of preselected basis functions to the dynamic programming costtogo function. We develop error bounds that offer performance guarantees and also guide the selection of both basis functions and “staterelevance weights ” that influence quality of the approximation. Experimental results in the domain of queueing network control provide empirical support for the methodology. (Dynamic programming/optimal control: approximations/largescale problems. Queues, algorithms: control of queueing networks.)
Efficient Solution Algorithms for Factored MDPs
, 2003
"... This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This representation often allows an exponential reduction in the re ..."
Abstract

Cited by 161 (4 self)
 Add to MetaCart
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This representation often allows an exponential reduction in the representation size of structured MDPs, but the complexity of exact solution algorithms for such MDPs can grow exponentially in the representation size. In this paper, we present two approximate solution algorithms that exploit structure in factored MDPs. Both use an approximate value function represented as a linear combination of basis functions, where each basis function involves only a small subset of the domain variables. A key contribution of this paper is that it shows how the basic operations of both algorithms can be performed efficiently in closed form, by exploiting both additive and contextspecific structure in a factored MDP. A central element of our algorithms is a novel linear program decomposition technique, analogous to variable elimination in Bayesian networks, which reduces an exponentially large LP to a provably equivalent, polynomialsized one. One algorithm uses approximate linear programming, and the second approximate dynamic programming. Our dynamic programming algorithm is novel in that it uses an approximation based on maxnorm, a technique that more directly minimizes the terms that appear in error bounds for approximate MDP algorithms. We provide experimental results on problems with over 10^40 states, demonstrating a promising indication of the scalability of our approach, and compare our algorithm to an existing stateoftheart approach, showing, in some problems, exponential gains in computation time.
Computing factored value functions for policies in structured MDPs
 In Proceedings of the Sixteenth International Joint Conference on Artificial Intelligence
, 1999
"... Many large Markov decision processes (MDPs) can be represented compactly using a structured representation such as a dynamic Bayesian network. Unfortunately, the compact representation does not help standard MDP algorithms, because the value function for the MDP does not retain the structure of the ..."
Abstract

Cited by 103 (8 self)
 Add to MetaCart
Many large Markov decision processes (MDPs) can be represented compactly using a structured representation such as a dynamic Bayesian network. Unfortunately, the compact representation does not help standard MDP algorithms, because the value function for the MDP does not retain the structure of the process description. We argue that in many such MDPs, structure is approximately retained. That is, the value functions are nearly additive: closely approximated by a linear function over factors associated with small subsets of problem features. Based on this idea, we present a convergent, approximate value determination algorithm for structured MDPs. The algorithm maintains an additive value function, alternating dynamic programming steps with steps that project the result back into the restricted space of additive functions. We show that both the dynamic programming and the projection steps can be computed efficiently, despite the fact that the number of states is exponential in the numbe...
Policy Iteration for Factored MDPs
 In Proceedings of the Sixteenth Conference on Uncertainty in Artificial Intelligence (UAI00
, 2000
"... Many large MDPs can be represented compactly using a dynamic Bayesian network. Although the structure of the value function does not retain the structure of the process, recent work has suggested that value functions in factored MDPs can often be approximated well using a factored value functi ..."
Abstract

Cited by 88 (6 self)
 Add to MetaCart
(Show Context)
Many large MDPs can be represented compactly using a dynamic Bayesian network. Although the structure of the value function does not retain the structure of the process, recent work has suggested that value functions in factored MDPs can often be approximated well using a factored value function: a linear combination of restricted basis functions, each of which refers only to a small subset of variables. An approximate factored value function for a particular policy can be computed using approximate dynamic programming, but this approach (and others) can only produce an approximation relative to a distance metric which is weighted by the stationary distribution of the current policy. This type of weighted projection is illsuited to policy improvement.
Exploiting Structure to Efficiently Solve Large Scale Partially Observable Markov Decision Processes
, 2005
"... Partially observable Markov decision processes (POMDPs) provide a natural and principled framework to model a wide range of sequential decision making problems under uncertainty. To date, the use of POMDPs in realworld problems has been limited by the poor scalability of existing solution algorithm ..."
Abstract

Cited by 86 (6 self)
 Add to MetaCart
Partially observable Markov decision processes (POMDPs) provide a natural and principled framework to model a wide range of sequential decision making problems under uncertainty. To date, the use of POMDPs in realworld problems has been limited by the poor scalability of existing solution algorithms, which can only solve problems with up to ten thousand states. In fact, the complexity of finding an optimal policy for a finitehorizon discrete POMDP is PSPACEcomplete. In practice, two important sources of intractability plague most solution algorithms: large policy spaces and large state spaces. On the other hand,
Autonomous shaping: knowledge transfer in reinforcement learning
 Proceedings of the 23rd international conference on Machine learning
, 2006
"... We introduce the use of learned shaping rewards in reinforcement learning tasks, where an agent uses prior experience on a sequence of tasks to learn a portable predictor that estimates intermediate rewards, resulting in accelerated learning in later tasks that are related but distinct. Such agents ..."
Abstract

Cited by 60 (5 self)
 Add to MetaCart
We introduce the use of learned shaping rewards in reinforcement learning tasks, where an agent uses prior experience on a sequence of tasks to learn a portable predictor that estimates intermediate rewards, resulting in accelerated learning in later tasks that are related but distinct. Such agents can be trained on a sequence of relatively easy tasks in order to develop a more informative measure of reward that can be transferred to improve performance on more difcult tasks without requiring a hand coded shaping function. We use a rod positioning task to show that this significantly improves performance even after a very brief training period. 1.
Analyzing feature generation for valuefunction approximation
 In Proceedings of the 24th International Conference on Machine Learning
, 2007
"... We analyze a simple, Bellmanerrorbased approach to generating basis functions for valuefunction approximation. We show that it generates orthogonal basis functions that provably tighten approximation error bounds. We also illustrate the use of this approach in the presence of noise on some sample ..."
Abstract

Cited by 53 (5 self)
 Add to MetaCart
(Show Context)
We analyze a simple, Bellmanerrorbased approach to generating basis functions for valuefunction approximation. We show that it generates orthogonal basis functions that provably tighten approximation error bounds. We also illustrate the use of this approach in the presence of noise on some sample problems. 1.
Linear Program Approximations for Factored ContinuousState Markov Decision Processes
 In Advances in Neural Information Processing Systems 16
, 2003
"... Approximate linear programming (ALP) has emerged recently as one of the most promising methods for solving complex factored MDPs with finite state spaces. In this work we show that ALP solutions are not limited only to MDPs with finite state spaces, but that they can also be applied successfully to ..."
Abstract

Cited by 36 (12 self)
 Add to MetaCart
(Show Context)
Approximate linear programming (ALP) has emerged recently as one of the most promising methods for solving complex factored MDPs with finite state spaces. In this work we show that ALP solutions are not limited only to MDPs with finite state spaces, but that they can also be applied successfully to factored continuousstate MDPs (CMDPs). We show how one can build an ALPbased approximation for such a model and contrast it to existing solution methods. We argue that this approach offers a robust alternative for solving high dimensional continuousstate space problems. The point is supported by experiments on three CMDP problems with 2425 continuous state factors.
Improved Temporal Difference Methods with Linear Function Approximation
"... This chapter considers temporal difference algorithms within the context of infinitehorizon finitestate dynamic programming problems with discounted cost and linear cost function approximation. This problem arises as a subproblem in the policy iteration method of dynamic programming. Additional d ..."
Abstract

Cited by 33 (6 self)
 Add to MetaCart
This chapter considers temporal difference algorithms within the context of infinitehorizon finitestate dynamic programming problems with discounted cost and linear cost function approximation. This problem arises as a subproblem in the policy iteration method of dynamic programming. Additional discussions of such problems can be found in Chapters 12 and 6. The advantage of the method presented here is that this is the first iterative temporal difference method that converges without requiring a diminishing step size. The chapter discusses the connections with Suttonfls TD(λ) and with various versions of leastsquares that are based on valueiteration. It is shown using both analysis and experiments that the proposed method is substantially faster, simpler, and more reliable than TD(λ). Comparisons are also made with the LSTD method of Boyan and Bradtke and Barto.