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ABSTRACT

Kernel-based Bayesian methods for Reinforcement Learning (RL) such as Gaussian Process Temporal Difference (GPTD) are particularly promising because they rigorously treat uncertainty in the value function and make it easy to specify prior knowledge. However, the choice of prior distribution significantly affects the empirical performance of the learning agent, and little work has been done extending existing methods for prior model selection to the online setting. This paper develops Replacing-Kernel RL, an online model selection method for GPTD using sequential Monte-Carlo methods. Replacing-Kernel RL is compared to standard GPTD and tile-coding on several RL domains, and is shown to yield significantly better asymptotic performance for many different kernel families. Furthermore, the resulting kernels capture an intuitively useful notion of prior state covariance that may nevertheless be difficult to capture manually.

REFERENCES

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INDEX TERMS

Primary Classification:
  I. Computing Methodologies
  I.2 ARTIFICIAL INTELLIGENCE
      I.2.6 Learning

Additional Classification:
  F. Theory of Computation
  F.1 COMPUTATION BY ABSTRACT DEVICES
      F.1.2 Modes of Computation
          Subjects: Online computation

  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Probabilistic algorithms (including Monte Carlo)

  I. Computing Methodologies
  I.6 SIMULATION AND MODELING
      I.6.4 Model Validation and Analysis

General Terms:
Algorithms, Design, Performance, Theory