Linear Least-Squares algorithms for temporal difference learning
نویسندگان
چکیده
منابع مشابه
Least-Squares Temporal Difference Learning for the Linear Quadratic Regulator
Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study the performance of RL in this setting by considering the behavior of the Least-Squares Temporal Difference (LSTD) estimator on the classic Linear Quadratic R...
متن کاملLeast-Squares Temporal Difference Learning
Excerpted from: Boyan, Justin. Learning Evaluation Functions for Global Optimization. Ph.D. thesis, Carnegie Mellon University, August 1998. (Available as Technical Report CMU-CS-98-152.) TD( ) is a popular family of algorithms for approximate policy evaluation in large MDPs. TD( ) works by incrementally updating the value function after each observed transition. It has two major drawbacks: it ...
متن کاملIncremental Least-Squares Temporal Difference Learning
Approximate policy evaluation with linear function approximation is a commonly arising problem in reinforcement learning, usually solved using temporal difference (TD) algorithms. In this paper we introduce a new variant of linear TD learning, called incremental least-squares TD learning, or iLSTD. This method is more data efficient than conventional TD algorithms such as TD(0) and is more comp...
متن کاملKernel Least-Squares Temporal Difference Learning
Kernel methods have attracted many research interests recently since by utilizing Mercer kernels, non-linear and non-parametric versions of conventional supervised or unsupervised learning algorithms can be implemented and usually better generalization abilities can be obtained. However, kernel methods in reinforcement learning have not been popularly studied in the literature. In this paper, w...
متن کاملLocally Weighted Least Squares Temporal Difference Learning
This paper introduces locally weighted temporal difference learning for evaluation of a class of policies whose value function is nonlinear in the state. Least squares temporal difference learning is used for training local models according to a distance metric in state-space. Empirical evaluations are reported demonstrating learning performance on a number of strongly non-linear value function...
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ژورنال
عنوان ژورنال: Machine Learning
سال: 1996
ISSN: 0885-6125,1573-0565
DOI: 10.1007/bf00114723