Stochastic Policy Gradient Ascent in Reproducing Kernel Hilbert Spaces
نویسندگان
چکیده
Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this article, we consider the problem such optimal while assuming they are continuous functions belonging to reproducing kernel Hilbert space (RKHS). To learn policy, introduce stochastic policy gradient ascent algorithm following three unique novel features. First, estimates gradients unbiased. Second, variance is reduced by drawing on ideas from numerical differentiation. Four, complexity controlled using sparse RKHS representations. Novel feature, first, instrumental proving convergence stationary point reward. second, facilitates reasonable times. third, necessity practical implementations, which show can be done way does not eliminate guarantees. Numerical examples standard problems illustrate successful low representations, close points
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2021
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2020.3029317