PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Exploiting Best-Match Equations for Efficient Reinforcement Learning
Harm van Seijen, Shimon Whiteson, Hado van Hasselt and Marco Wiering
Journal of Machine Learning Research Volume 12, pp. 2045-2094, 2011.

Abstract

This article presents and evaluates best-match learning, a new approach to reinforcement learning that trades off the sample efficiency of model-based methods with the space efficiency of model-free methods. Best-match learning works by approximating the solution to a set of best-match equations, which combine a sparse model with a model-free Q-value function constructed from samples not used by the model. We prove that, unlike regular sparse model-based methods, best-match learning is guaranteed to converge to the optimal Q-values in the tabular case. Empirical results demonstrate that best-match learning can substantially outperform regular sparse model-based methods, as well as several model-free methods that strive to improve the sample efficiency of temporal-difference methods. In addition, we demonstrate that best-match learning can be successfully combined with function approximation.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:9410
Deposited By:Shimon Whiteson
Deposited On:16 March 2012