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Algorithms and Bounds for Rollout Sampling Approximate Policy Iteration

10 years 6 months ago
Algorithms and Bounds for Rollout Sampling Approximate Policy Iteration
Abstract: Several approximate policy iteration schemes without value functions, which focus on policy representation using classifiers and address policy learning as a supervised learning problem, have been proposed recently. Finding good policies with such methods requires not only an appropriate classifier, but also reliable examples of best actions, covering the state space sufficiently. Up to this time, little work has been done on appropriate covering schemes and on methods for reducing the sample complexity of such methods, especially in continuous state spaces. This paper focuses on the simplest possible covering scheme (a discretized grid over the state space) and performs a sample-complexity comparison between the simplest (and previously commonly used) rollout sampling allocation strategy, which allocates samples equally at each state under consideration, and an almost as simple method, which allocates samples only as needed and requires significantly fewer samples.
Christos Dimitrakakis, Michail G. Lagoudakis
Added 14 Mar 2010
Updated 19 Mar 2010
Type Conference
Year 2008
Where European Workshop on Reinforcement Learning (EWRL), Selected and revised papers
Authors Christos Dimitrakakis, Michail G. Lagoudakis
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