图 书 馆
动态规划的非参数化方法A Non-Parametric Approach to Dynamic Programming |
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| 课程网址: | http://videolectures.net/nips2011_kroemer_programming/ |
| 主讲教师: | Oliver B Kroemer |
| 开课单位: | 达姆施塔特理工大学 |
| 开课时间: | 2012-01-25 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | In this paper, we consider the problem of policy evaluation for continuous-state systems. We present a non-parametric approach to policy evaluation, which uses kernel density estimation to represent the system. The true form of the value function for this model can be determined, and can be computed using Galerkin's method. Furthermore, we also present a unified view of several well-known policy evaluation methods. In particular, we show that the same Galerkin method can be used to derive Least-Squares Temporal Difference learning, Kernelized Temporal Difference learning, and a discrete-state Dynamic Programming solution, as well as our proposed method. In a numerical evaluation of these algorithms, the proposed approach performed better than the other methods. |
| 关 键 词: | 计算机科学; 机器学习; 强化学习 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-02：毛岱琦(课程编辑志愿者) |
| 阅读次数: | 43 |