Abstract-- We consider reinforcement learning, and in particular, the Q-learning algorithm in large state and action spaces. In order to cope with the size of the spaces, a functio...
We propose a new approach to value function approximation which combines linear temporal difference reinforcement learning with subspace identification. In practical applications...
In this paper, an optimized approximation algorithm (OAA) is proposed to address the overfitting problem in function approximation using neural networks (NNs). The optimized approx...
Abstract--Suppose for a given classification or function approximation (FA) problem data are collected using sensors. From the output of the th sensor, features are extracted, ther...
An important strength of learning classifier systems (LCSs) lies in the combination of genetic optimization techniques with gradient-based approximation techniques. The chosen app...
Martin V. Butz, Pier Luca Lanzi, Stewart W. Wilson
ABSTRACT: Linear function approximations based on random projections are proposed and justified for a class of fixed point and minimization problems. KEY WORDS: random projections,...
In this paper, we consider the problem of planning and learning in the infinite-horizon discounted-reward Markov decision problems. We propose a novel iterative direct policysearc...
Recent advances in XCS technology have shown that selfadaptive mutation can be highly useful to speed-up the evolutionary progress in XCS. Moreover, recent publications have shown...
Martin V. Butz, Patrick O. Stalph, Pier Luca Lanzi
We propose an algorithm for function approximation that evolves a set of hierarchical piece-wise linear regressors. The algorithm, named HIRE-Lin, follows the iterative rule learn...
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...