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153
LeastSquares Policy Iteration
 JOURNAL OF MACHINE LEARNING RESEARCH
, 2003
"... We propose a new approach to reinforcement learning for control problems which combines valuefunction approximation with linear architectures and approximate policy iteration. This new approach ..."
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Cited by 462 (12 self)
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We propose a new approach to reinforcement learning for control problems which combines valuefunction approximation with linear architectures and approximate policy iteration. This new approach
Treebased batch mode reinforcement learning
 JOURNAL OF MACHINE LEARNING RESEARCH
, 2005
"... Reinforcement learning aims to determine an optimal control policy from interaction with a system or from observations gathered from a system. In batch mode, it can be achieved by approximating the socalled Qfunction based on a set of fourtuples (xt,ut,rt,xt+1) where xt denotes the system state a ..."
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Cited by 224 (42 self)
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Reinforcement learning aims to determine an optimal control policy from interaction with a system or from observations gathered from a system. In batch mode, it can be achieved by approximating the socalled Qfunction based on a set of fourtuples (xt,ut,rt,xt+1) where xt denotes the system state at time t, ut the control action taken, rt the instantaneous reward obtained and xt+1 the successor state of the system, and by determining the control policy from this Qfunction. The Qfunction approximation may be obtained from the limit of a sequence of (batch mode) supervised learning problems. Within this framework we describe the use of several classical treebased supervised learning methods (CART, Kdtree, tree bagging) and two newly proposed ensemble algorithms, namely extremely and totally randomized trees. We study their performances on several examples and find that the ensemble methods based on regression trees perform well in extracting relevant information about the optimal control policy from sets of fourtuples. In particular, the totally randomized trees give good results while ensuring the convergence of the sequence, whereas by relaxing the convergence constraint even better accuracy results are provided by the extremely randomized trees.
Learning nearoptimal policies with Bellmanresidual minimization based fitted policy iteration and a single sample path
 MACHINE LEARNING JOURNAL (2008) 71:89129
, 2008
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Protovalue functions: A laplacian framework for learning representation and control in markov decision processes
 Journal of Machine Learning Research
, 2006
"... This paper introduces a novel spectral framework for solving Markov decision processes (MDPs) by jointly learning representations and optimal policies. The major components of the framework described in this paper include: (i) A general scheme for constructing representations or basis functions by d ..."
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Cited by 92 (10 self)
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This paper introduces a novel spectral framework for solving Markov decision processes (MDPs) by jointly learning representations and optimal policies. The major components of the framework described in this paper include: (i) A general scheme for constructing representations or basis functions by diagonalizing symmetric diffusion operators (ii) A specific instantiation of this approach where global basis functions called protovalue functions (PVFs) are formed using the eigenvectors of the graph Laplacian on an undirected graph formed from state transitions induced by the MDP (iii) A threephased procedure called representation policy iteration comprising of a sample collection phase, a representation learning phase that constructs basis functions from samples, and a final parameter estimation phase that determines an (approximately) optimal policy within the (linear) subspace spanned by the (current) basis functions. (iv) A specific instantiation of the RPI framework using leastsquares policy iteration (LSPI) as the parameter estimation method (v) Several strategies for scaling the proposed approach to large discrete and continuous state spaces, including the Nyström extension for outofsample interpolation of eigenfunctions, and the use of Kronecker sum factorization to construct compact eigenfunctions in product spaces such as factored MDPs (vi) Finally, a series of illustrative discrete and continuous control tasks, which both illustrate the concepts and provide a benchmark for evaluating the proposed approach. Many challenges remain to be addressed in scaling the proposed framework to large MDPs, and several elaboration of the proposed framework are briefly summarized at the end.
Action Elimination and Stopping Conditions for the MultiArmed Bandit and . . .
 JOURNAL OF MACHINE LEARNING RESEARCH
, 2006
"... We incorporate statistical confidence intervals in both the multiarmed bandit and the reinforcement learning problems. In the bandit problem we show that given n arms, it suffices to pull the arms a total of O ) log(1/d) times to find an eoptimal arm with probability of at least 1d. Thi ..."
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Cited by 82 (5 self)
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We incorporate statistical confidence intervals in both the multiarmed bandit and the reinforcement learning problems. In the bandit problem we show that given n arms, it suffices to pull the arms a total of O ) log(1/d) times to find an eoptimal arm with probability of at least 1d. This bound matches the lower bound of Mannor and Tsitsiklis (2004) up to constants. We also devise action elimination procedures in reinforcement learning algorithms. We describe a framework that is based on learning the confidence interval around the value function or the Qfunction and eliminating actions that are not optimal (with high probability). We provide a modelbased and a modelfree variants of the elimination method. We further derive stopping conditions guaranteeing that the learned policy is approximately optimal with high probability. Simulations demonstrate a considerable speedup and added robustness over egreedy Qlearning.
Bayes Meets Bellman: The Gaussian Process Approach to Temporal Difference Learning
 Proc. of the 20th International Conference on Machine Learning
, 2003
"... We present a novel Bayesian approach to the problem of value function estimation in continuous state spaces. We de ne a probabilistic generative model for the value function by imposing a Gaussian prior over value functions and assuming a Gaussian noise model. ..."
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Cited by 76 (8 self)
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We present a novel Bayesian approach to the problem of value function estimation in continuous state spaces. We de ne a probabilistic generative model for the value function by imposing a Gaussian prior over value functions and assuming a Gaussian noise model.
Transfer Learning for Reinforcement Learning Domains: A Survey
"... The reinforcement learning paradigm is a popular way to address problems that have only limited environmental feedback, rather than correctly labeled examples, as is common in other machine learning contexts. While significant progress has been made to improve learning in a single task, the idea of ..."
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Cited by 48 (6 self)
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The reinforcement learning paradigm is a popular way to address problems that have only limited environmental feedback, rather than correctly labeled examples, as is common in other machine learning contexts. While significant progress has been made to improve learning in a single task, the idea of transfer learning has only recently been applied to reinforcement learning tasks. The core idea of transfer is that experience gained in learning to perform one task can help improve learning performance in a related, but different, task. In this article we present a framework that classifies transfer learning methods in terms of their capabilities and goals, and then use it to survey the existing literature, as well as to suggest future directions for transfer learning work.
Regularized Policy Iteration
"... In this paper we consider approximate policyiterationbased reinforcement learning algorithms. In order to implement a flexible function approximation scheme we propose the use of nonparametric methods with regularization, providing a convenient way to control the complexity of the function approx ..."
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Cited by 46 (8 self)
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In this paper we consider approximate policyiterationbased reinforcement learning algorithms. In order to implement a flexible function approximation scheme we propose the use of nonparametric methods with regularization, providing a convenient way to control the complexity of the function approximator. We propose two novel regularized policy iteration algorithms by adding L2regularization to two widelyused policy evaluation methods: Bellman residual minimization (BRM) and leastsquares temporal difference learning (LSTD). We derive efficient implementation for our algorithms when the approximate valuefunctions belong to a reproducing kernel Hilbert space. We also provide finitesample performance bounds for our algorithms and show that they are able to achieve optimal rates of convergence under the studied conditions. 1
Graph Kernels and Gaussian Processes for Relational Reinforcement Learning
 Machine Learning
, 2003
"... Relational reinforcement learning is a Qlearning technique for relational stateaction spaces. It aims to enable agents to learn how to act in an environment that has no natural representation as a tuple of constants. In this case, the learning algorithm used to approximate the mapping between stat ..."
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Cited by 46 (9 self)
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Relational reinforcement learning is a Qlearning technique for relational stateaction spaces. It aims to enable agents to learn how to act in an environment that has no natural representation as a tuple of constants. In this case, the learning algorithm used to approximate the mapping between stateaction pairs and their so called Q(uality)value has to be not only very reliable, but it also has to be able to handle the relational representation of stateaction pairs. In this paper we investigate...