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JCP
2007
143views more  JCP 2007»
13 years 4 months ago
Noisy K Best-Paths for Approximate Dynamic Programming with Application to Portfolio Optimization
Abstract— We describe a general method to transform a non-Markovian sequential decision problem into a supervised learning problem using a K-bestpaths algorithm. We consider an a...
Nicolas Chapados, Yoshua Bengio
ICAC
2006
IEEE
13 years 11 months ago
A Hybrid Reinforcement Learning Approach to Autonomic Resource Allocation
— Reinforcement Learning (RL) provides a promising new approach to systems performance management that differs radically from standard queuing-theoretic approaches making use of ...
Gerald Tesauro, Nicholas K. Jong, Rajarshi Das, Mo...
GECCO
2009
Springer
13 years 11 months ago
On the scalability of XCS(F)
Many successful applications have proven the potential of Learning Classifier Systems and the XCS classifier system in particular in datamining, reinforcement learning, and func...
Patrick O. Stalph, Martin V. Butz, David E. Goldbe...
ECML
2005
Springer
13 years 10 months ago
Natural Actor-Critic
This paper investigates a novel model-free reinforcement learning architecture, the Natural Actor-Critic. The actor updates are based on stochastic policy gradients employing Amari...
Jan Peters, Sethu Vijayakumar, Stefan Schaal
ICMLA
2009
13 years 2 months ago
Transformation Learning Via Kernel Alignment
This article proposes an algorithm to automatically learn useful transformations of data to improve accuracy in supervised classification tasks. These transformations take the for...
Andrew Howard, Tony Jebara