A central problem in artificial intelligence is to choose actions to maximize reward in a partially observable, uncertain environment. To do so, we must learn an accurate model of our environment, and then plan to maximize reward. Unfortunately, learning algorithms often recover a model which is too inaccurate to support planning or too large and complex for planning to be feasible; or, they require large amounts of prior domain knowledge or fail to provide important guarantees such as statistical consistency. To begin to fill this gap, we propose a novel algorithm which provably learns a compact, accurate model directly from sequences of action-observation pairs. To evaluate the learner, we then close the loop from observations to actions: we plan in the learned model and recover a policy which is nearoptimal in the original environment (not the model). In more detail, we present a spectral algorithm for learning a Predictive State Representation (PSR). We demonstrate the algorithm by...
Byron Boots, Sajid M. Siddiqi, Geoffrey J. Gordon