Sciweavers

Share
ICML
2009
IEEE

Regularization and feature selection in least-squares temporal difference learning

10 years 10 months ago
Regularization and feature selection in least-squares temporal difference learning
We consider the task of reinforcement learning with linear value function approximation. Temporal difference algorithms, and in particular the Least-Squares Temporal Difference (LSTD) algorithm, provide a method for learning the parameters of the value function, but when the number of features is large this algorithm can over-fit to the data and is computationally expensive. In this paper, we propose a regularization framework for the LSTD algorithm that overcomes these difficulties. In particular, we focus on the case of l1 regularization, which is robust to irrelevant features and also serves as a method for feature selection. Although the l1 regularized LSTD solution cannot be expressed as a convex optimization problem, we present an algorithm similar to the Least Angle Regression (LARS) algorithm that can efficiently compute the optimal solution. Finally, we demonstrate the performance of the algorithm experimentally.
J. Zico Kolter, Andrew Y. Ng
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2009
Where ICML
Authors J. Zico Kolter, Andrew Y. Ng
Comments (0)
books