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Tianheng Song; Dazi Li; Liulin Cao; Hirasawa, Kotaro
IEEE transaction on neural networks and learning systems, 2016-April, 2016-Apr, 2016-4-00, 20160401, Volume: 27, Issue: 4Journal Article
A least squares temporal difference with gradient correction (LS-TDC) algorithm and its kernel-based version kernel-based LS-TDC (KLS-TDC) are proposed as policy evaluation algorithms for reinforcement learning (RL). LS-TDC is derived from the TDC algorithm. Attributed to TDC derived by minimizing the mean-square projected Bellman error, LS-TDC has better convergence performance. The least squares technique is used to omit the size-step tuning of the original TDC and enhance robustness. For KLS-TDC, since the kernel method is used, feature vectors can be selected automatically. The approximate linear dependence analysis is performed to realize kernel sparsification. In addition, a policy iteration strategy motivated by KLS-TDC is constructed to solve control learning problems. The convergence and parameter sensitivities of both LS-TDC and KLS-TDC are tested through on-policy learning, off-policy learning, and control learning problems. Experimental results, as compared with a series of corresponding RL algorithms, demonstrate that both LS-TDC and KLS-TDC have better approximation and convergence performance, higher efficiency for sample usage, smaller burden of parameter tuning, and less sensitivity to parameters.
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