Joseph, Ajin George ; Bhatnagar, Shalabh (2019) An Adaptive Sampling Algorithm for Policy Evaluation In: Fifth Indian Control Conference (ICC), 9-11 Jan. 2019, New Delhi, India.
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Official URL: http://doi.org/10.1109/INDIANCC.2019.8715592
Related URL: http://dx.doi.org/10.1109/INDIANCC.2019.8715592
Abstract
In this paper, we propose two efficient and stable adaptive sampling algorithms for policy evaluation in reinforcement learning under linear function approximation. The computational complexities of the algorithms scale quadratically and linearly on the number of features respectively. The empirical analysis shows that the algorithms converge to the neighbourhood of the fixed point of the projected Bellman equation faster than the respective state-of-the-art algorithms.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Source: | Copyright of this article belongs to Institute of Electrical and Electronics Engineers. |
| ID Code: | 116635 |
| Deposited On: | 12 Apr 2021 07:15 |
| Last Modified: | 12 Apr 2021 07:15 |
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