Adaptive importance sampling for value function approximation in off-policy reinforcement learning

DOI10.1016/J.NEUNET.2009.01.002zbMath1396.68091DBLPjournals/nn/HachiyaASP09OpenAlexW2002748013WikidataQ50110342 ScholiaQ50110342MaRDI QIDQ1784527

Masashi Sugiayma, Hirotaka Hachiya, Takayuki Akiyama, Jan Peters

Publication date: 27 September 2018

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2009.01.002

zbMATH Keywords

policy iterationvalue function approximationadaptive importance samplingoff-policy reinforcement learningefficient sample reuseimportance-weighted cross-validation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Related Items (8)

Reward-Weighted Regression with Sample Reuse for Direct Policy Search in Reinforcement Learning ⋮ Model-based policy gradients with parameter-based exploration by least-squares conditional density estimation ⋮ Least-squares two-sample test ⋮ Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search ⋮ Semi-supervised speaker identification under covariate shift ⋮ Dimensionality reduction for density ratio estimation in high-dimensional spaces ⋮ Efficient exploration through active learning for value function approximation in reinforcement learning ⋮ Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport

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