Title
Acceleration of reinforcement learning by policy evaluation using nonstationary iterative method.
Abstract
Typical methods for solving reinforcement learning problems iterate two steps, policy evaluation and policy improvement. This paper proposes algorithms for the policy evaluation to improve learning efficiency. The proposed algorithms are based on the Krylov Subspace Method (KSM), which is a nonstationary iterative method. The algorithms based on KSM are tens to hundreds times more efficient than existing algorithms based on the stationary iterative methods. Algorithms based on KSM are far more efficient than they have been generally expected. This paper clarifies what makes algorithms based on KSM makes more efficient with numerical examples and theoretical discussions.
Year
DOI
Venue
2014
10.1109/TCYB.2014.2313655
IEEE T. Cybernetics
Keywords
Field
DocType
Nonstationary iterative method, policy evaluation, policy iteration, reinforcement learning
Krylov subspace,Mathematical optimization,Computer science,Iterative method,Acceleration,Artificial intelligence,Machine learning,Reinforcement learning
Journal
Volume
Issue
ISSN
44
12
2168-2267
Citations 
PageRank 
References 
5
0.45
4
Authors
4
Name
Order
Citations
PageRank
Kei Senda1198.53
Suguru Hattori250.45
Toru Hishinuma350.79
Takehisa Kohda450.45