Online Kernel Selection for Bayesian Reinforcement Learning

author: Joseph Reisinger, Department of Computer Sciences, The University of Texas at Austin
published: Aug. 4, 2008,   recorded: July 2008,   views: 270
Categories

Slides

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

Kernel-based Bayesian methods for Reinforcement Learning (RL) such as Gaussian Process Temporal Difference (GPTD) are particularly promising because they rigorously treat uncertainty in the value function and make it easy to specify prior knowledge. However, the choice of prior distribution significantly affects the empirical performance of the learning agent, and little work has been done extending existing methods for prior model selection to the online setting. This paper develops Replacing-Kernel RL, an online model selection method for GPTD using population-based search. Replacing-Kernel RL is compared to standard GPTD and tile-coding on several RL domains, and is shown to yield significantly better asymptotic performance for many different kernel families. Furthermore, the resulting kernels capture an intuitively useful notion of prior state covariance that may nevertheless be difficult to capture manually.

See Also:

Download slides icon Download slides: icml08_reisinger_oks_01.pdf (2.5┬áMB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: