A Sarsa() algorithm based on double-layer fuzzy reasoning
Summary: Solving reinforcement learning problems in continuous space with function approximation is currently a research hotspot of machine learning. When dealing with the continuous space problems, the classic \(Q\)-iteration algorithms based on lookup table or function approximation converge slowly and are difficult to derive a continuous policy. To overcome the above weaknesses, we propose an algorithm named DFR-\(Sarsa(\lambda)\) based on double-layer fuzzy reasoning and prove its convergence. In this algorithm, the first reasoning layer uses fuzzy sets of state to compute continuous actions; the second reasoning layer uses fuzzy sets of action to compute the components of \(Q\)-value. Then, these two fuzzy layers are combined to compute the \(Q\)-value function of continuous action space. Besides, this algorithm utilizes the membership degrees of activation rules in the two fuzzy reasoning layers to update the eligibility traces. Applying DFR-\(Sarsa(\lambda)\) to the Mountain Car and Cart-pole Balancing problems, experimental results show that the algorithm not only can be used to get a continuous action policy, but also has a better convergence performance.
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