The kNN-TD Reinforcement Learning Algorithm

A reinforcement learning algorithm called kNN-TD is introduced. This algorithm has been developed using the classical formulation of temporal difference methods and a k-nearest neighbors scheme as its expectations memory. By means of this kind of memory the algorithm is able to generalize properly over continuous state spaces and also take benefits from collective action selection and learning processes. Furthermore, with the addition of probability traces, we obtain the kNN-TD(λ) algorithm which exhibits a state of the art performance. Finally the proposed algorithm has been tested on a series of well known reinforcement learning problems and also at the Second Annual RL Competition with excellent results.