价值函数近似的TD学习 (TD Learning with Value Function Approximation) TD目标R_{t+1} +\gamma \hat{v}(S_{t+1},w)是真实价值v_{\pi}(S_{t})的有偏采样, 仍然可以把监督学习应用于“训练数据集”: <S_{1},R_{2} +\gamma \hat{v}(S_{2},w)>,<S_{2},R_{3} +\gamma \hat{v}(...
Action-Value Function Approximation 接下来,我们使用action-value function 来重新表述整个流程,其实这个流程和上面所说大同小异,我就不做赘述: 如何进行Action-Value 的Approximation: Special case: 使用线性逼近器来作为估计模型: NOTE: 在前面的policy evaluation 的过程中,我们使用的是TD error 进行直接的更新,他...
Value Function Approximation for Policy Evaluation with an Oracle 首先假定我们可以查询任何状态s并且有一个黑盒能返回给我们V π ( s ) V^\pi(s)Vπ(s)的真实值 目标是给定一个特定的参数化函数找到最佳的V π V^\piVπ的近似表示 应用于价值函数的随机梯度下降 ∇ w J ( w ) = E π [ 2 ( ...
线性特征表示是前几年研究的最多的近似器。 Value Function Approximation for Policy Evaluation with an Oracle 首先假定我们可以查询任何状态s并且有一个黑盒能返回给我们Vπ(s)V^\pi(s)Vπ(s)的真实值 目标是给定一个特定的参数化函数找到最佳的VπV^\piVπ的近似表示 应用于价值函数的随机梯度下降 ∇wJ(...
2|3Find a target for value function approximation把估计函数作为一个监督学习 目标是谁呢,通过MC、TD方法,设定目标2|4生成训练集For linear MC无偏目标估计 局部最优For linear TD(0)收敛趋向全局最优 For linear TD(λλ)δδ scalar number EtEt 维度和s维度一致前后向 相等 ...
Synonyms Approximate Dynamic Programming ; Neuro-dynamic Programming ; Cost-to-go Function Approximation Definition The goal in sequential decision making under uncertainty is to find good or optimal policies for selecting actions in stochastic environments in order to achieve a long term goal; such ...
增量方法利用梯度下降原理，针对每一步优化近似函数，适用于在线学习。批方法则针对一组历史数据集中进行近似，两者在实际应用中相互借鉴。在近似价值函数中，特征的线性组合、神经网络等方法被广泛应用，尤其线性回归和神经网络在强化学习领域表现优异。大规模强化学习面临状态和动作空间庞大的挑战，精确获取价值...
In this paper, we develop a linear programming framework for computing a quadratic approximation to the value function, which constitutes the off-line computation of a hierarchical FMS scheduling approach previously developed by us. In contrast to previous work, where relatively crude value functions ...
Fig. 3. Parameterized value function approximation. Function approximation is based on the supervised machine learning method, artificial neural networks (ANN), curve fitting, image and pattern recognition. 4.1 Function approximation based on-policy prediction Linear VFA is one of the easiest and effect...
Controller design and value function approximation for nonlinear dynamical systems☆Author links open overlay panelMilan Korda a, Didier Henrion b c d, Colin N. Jones aShow more Add to Mendeley Share Cite https://doi.org/10.1016/j.automatica.2016.01.022Get rights and content Abstract This work...