Basis Function Adaptation in Temporal Difference Reinforcement Learning |
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Authors: | Ishai?Menache Email author" target="_blank">Shie?MannorEmail author Nahum?Shimkin |
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Institution: | (1) Department of Electrical Engineering, Technion, Israel Institute of Technology, Haifa, 32000, Israel;(2) Department of Electrical and Computer Engineering, McGill University, 3480 University Street, Montreal, Quebec, Canada;(3) Department of Electrical Engineering, Technion, Israel Institute of Technology, Haifa, 32000, Israel |
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Abstract: | Reinforcement Learning (RL) is an approach for solving complex multi-stage decision problems that fall under the general framework
of Markov Decision Problems (MDPs), with possibly unknown parameters. Function approximation is essential for problems with
a large state space, as it facilitates compact representation and enables generalization. Linear approximation architectures
(where the adjustable parameters are the weights of pre-fixed basis functions) have recently gained prominence due to efficient
algorithms and convergence guarantees. Nonetheless, an appropriate choice of basis function is important for the success of
the algorithm. In the present paper we examine methods for adapting the basis function during the learning process in the
context of evaluating the value function under a fixed control policy. Using the Bellman approximation error as an optimization
criterion, we optimize the weights of the basis function while simultaneously adapting the (non-linear) basis function parameters.
We present two algorithms for this problem. The first uses a gradient-based approach and the second applies the Cross Entropy
method. The performance of the proposed algorithms is evaluated and compared in simulations.
This research was partially supported by the Fund for Promotion of Research at the Technion. The work of S.M. was partially
supported by the National Science Foundation under grant ECS-0312921. |
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Keywords: | reinforcement learning temporal difference algorithms cross entropy method radial basis functions |
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