Online Relative Entropy Policy Search using Reproducing Kernel Hilbert Space Embeddings

Kernel methods have been successfully applied to reinforcement learning problems to address some challenges such as high dimensional and continuous states, value function approximation and state transition probability modeling. In this paper, we develop an online policy search algorithm based on a recent state-of-the-art algorithm REPS-RKHS that uses conditional kernel embeddings. Our online algorithm inherits the advantages of REPS-RKHS, including the ability to learn non-parametric control policies for infinite horizon continuous MDPs with highdimensional sensory representations. Different from the original REPS-RKHS algorithm which is based on batch learning, the proposed online algorithm updates the model in an online fashion and thus is able to capture and respond to rapid changes in the system dynamics. In addition, the online update operation takes constant time (i.e., independent of the sample size n), which is much more efficient computationally and allows the policy to be continuously revised. Experiments on different domains are conducted and results show that our online algorithm outperforms the original algorithm.