图 书 馆
LSTD的随机预测LSTD with Random Projections |
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| 课程网址: | http://videolectures.net/nips2010_ghavamzadeh_lstd/ |
| 主讲教师: | Mohammad Ghavamzadeh |
| 开课单位: | INRIA研究机构 |
| 开课时间: | 2011-03-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We consider the problem of reinforcement learning in high-dimensional spaces when the number of features is bigger than the number of samples. In particular, we study the least-squares temporal difference (LSTD) learning algorithm when a space of low dimension is generated with a random projection from a high-dimensional space. We provide a thorough theoretical analysis of the LSTD with random projections and derive performance bounds for the resulting algorithm. We also show how the error of LSTD with random projections is propagated through the iterations of a policy iteration algorithm and provide a performance bound for the resulting least-squares policy iteration (LSPI) algorithm. |
| 关 键 词: | 高维空间; 理论分析; 策略迭代算法 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-07-29：yumf |
| 阅读次数: | 44 |