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JAT
2010
71views more  JAT 2010»
15 years 1 months ago
Functions with prescribed best linear approximations
A common problem in applied mathematics is that of finding a function in a Hilbert space with prescribed best approximations from a finite number of closed vector subspaces. In ...
Patrick L. Combettes, Noli N. Reyes
WSC
2008
15 years 5 months ago
On step sizes, stochastic shortest paths, and survival probabilities in Reinforcement Learning
Reinforcement Learning (RL) is a simulation-based technique useful in solving Markov decision processes if their transition probabilities are not easily obtainable or if the probl...
Abhijit Gosavi
JAT
2006
64views more  JAT 2006»
15 years 3 months ago
Nonlinear function approximation: Computing smooth solutions with an adaptive greedy algorithm
Opposed to linear schemes, nonlinear function approximation allows to obtain a dimension independent rate of convergence. Unfortunately, in the presence of data noise typical algo...
Andreas Hofinger
TNN
1998
111views more  TNN 1998»
15 years 3 months ago
Asymptotic distributions associated to Oja's learning equation for neural networks
— In this paper, we perform a complete asymptotic performance analysis of the stochastic approximation algorithm (denoted subspace network learning algorithm) derived from Oja’...
Jean Pierre Delmas, Jean-Francois Cardos
NIPS
2007
15 years 4 months ago
Incremental Natural Actor-Critic Algorithms
We present four new reinforcement learning algorithms based on actor-critic and natural-gradient ideas, and provide their convergence proofs. Actor-critic reinforcement learning m...
Shalabh Bhatnagar, Richard S. Sutton, Mohammad Gha...