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Algorithms and Bounds for Rollout Sampling Approximate Policy Iteration

  • Christos Dimitrakakis
  • Michail G. Lagoudakis
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5323)

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.

Keywords

Reinforcement Learning Policy Iteration Bandit Problem Policy Improvement Covering Scheme 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Christos Dimitrakakis
    • 1
  • Michail G. Lagoudakis
    • 2
  1. 1.Informatics InstituteUniversity of AmsterdamAmsterdamThe Netherlands
  2. 2.Department of ECETechnical University of CreteChaniaGreece

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