The optimal unbiased value estimator and its relation to LSTD, TD and MC

DOI10.1007/s10994-010-5220-9zbMath1446.62112arXiv0908.3458OpenAlexW1971070720MaRDI QIDQ415609

Steffen Grünewälder, Klaus Obermayer

Publication date: 8 May 2012

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.3458

zbMATH Keywords

sufficient statisticsleast-squares temporal difference learning (LSTD)Lehmann-Scheffe theoremmaximum likelihood value estimatorMonte Carlo estimation (MC)optimal unbiased value estimatortemporal difference learning (TD)

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

Asymptotic analysis of value prediction by well-specified and misspecified models

Cites Work

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